• Industrial Engineering and Management Systems
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• 제15권2호
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• pp.131-142
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• 2016

We consider a multi-server queueing system without buffer and with two types of customers as a model of operation of a mobile network cell. Customers arrive at the system in the marked Markovian arrival flow. The service times of customers are exponentially distributed with parameters depending on the type of customer. A part of the available servers is reserved exclusively for service of first type customers. Customers who do not receive service upon arrival, can make repeated attempts. The system operation is influenced by random factors, leading to a change of the system parameters, including the total number of servers and the number of reserved servers. The behavior of the system is described by the multi-dimensional Markov chain. The generator of this Markov chain is constructed and the ergodicity condition is derived. Formulas for computation of the main performance measures of the system based on the stationary distribution of the Markov chain are derived. Numerical examples are presented.

• Management Science and Financial Engineering
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• 제19권2호
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• pp.49-53
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• 2013

A Markov-chain Monte Carlo sampling algorithm samples a new point around the latest sample due to the Markov property, which prevents it from sampling from multi-modal distributions since the corresponding chain often fails to search entire support of the target distribution. In this paper, to overcome this problem, mode switching scheme is applied to the conventional MCMC algorithms. The algorithm separates the reducible Markov chain into several mutually exclusive classes and use mode switching scheme to increase mixing rate. Simulation results are given to illustrate the algorithm with promising results.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제11권1호
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• pp.61-77
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• 2017

The most challenging issues in the multi-channel MAC of the IEEE 1609.4 standard is how to handle the dynamic vehicular traffic condition with a high mobility, dynamic topology, and a trajectory change. Therefore, dynamic channel coordination schemes between CCH and SCH are required to provide the proper bandwidth for CCH/SCH intervals and to improve the quality of service (QoS). In this paper, we use a Markov model to optimize the interval based on the dynamic vehicular traffic condition with high mobility nodes in the multi-channel MAC of the IEEE 1609.4 standard. We evaluate the performance of the three-dimensional Markov chain based on the Poisson distribution for the node distribution and velocity. We also evaluate the additive white Gaussian noise (AWGN) effect for the multi-channel MAC coordination scheme of the IEEE 1609.4 standard. The result of simulation proves that the performance of the dynamic channel coordination scheme is affected by the high node mobility and the AWGN. In this research, we evaluate the model analytically for the average delay on CCHs and SCHs and also the saturated throughput on SCHs.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제10권10호
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• pp.4825-4847
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• 2016

In this paper, we focus on the per-flow throughput analysis of IEEE 802.11 multi-hop ad hoc networks. The importance of an accurate saturation throughput model lies in establishing the theoretical foundation for effective protocol performance improvements. We argue that the challenge in modeling the per-flow throughput in IEEE 802.11 multi-hop ad hoc networks lies in the analysis of the freezing process and probability of collisions. We first classify collisions occurring in the whole transmission process into instantaneous collisions and persistent collisions. Then we present a four-dimensional Markov chain model based on the notion of the fixed length channel slot to model the Binary Exponential Backoff (BEB) algorithm performed by a tagged node. We further adopt a continuous time Markov model to analyze the freezing process. Through an iterative way, we derive the per-flow throughput of the network. Finally, we validate the accuracy of our model by comparing the analytical results with that obtained by simulations.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제6권6호
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• pp.1522-1545
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• 2012

Call admission control (CAC) plays an important role in mobile cellular network to guarantee the quality of service (QoS). In this paper, a dynamic hybrid CAC scheme with integrated cutoff priority and handoff queue for mobile cellular network is proposed and some performance metrics are derived. The unique characteristic of the proposed CAC scheme is that it can support any number of service types and that the cutoff thresholds for handoff calls are dynamically adjusted according to the number of service types and service priority index. Moreover, timeouts of handoff calls in queues are also considered in our scheme. By modeling the proposed CAC scheme with a one-dimensional Markov chain (1DMC), some performance metrics are derived, which include new call blocking probability ($P_{nb}$), forced termination probability (PF), average queue length, average waiting time in queue, offered traffic utilization, wireless channel utilization and system performance which is defined as the ratio of channel utilization to Grade of Service (GoS) cost function. In order to validate the correctness of the derived analytical performance metrics, simulation is performed. It is shown that simulation results match closely with the derived analytic results in terms of $P_{nb}$ and PF. And then, to show the advantage of 1DMC modeling for the performance analysis of our proposed CAC scheme, the computing complexity of multi-dimensional Markov chain (MDMC) modeling in performance analysis is analyzed in detail. It is indicated that state-space cardinality, which reflects the computing complexity of MDMC, increases exponentially with the number of service types and total channels in a cell. However, the state-space cardinality of our 1DMC model for performance analysis is unrelated to the number of service types and is determined by total number of channels and queue capacity of the highest priority service in a cell. At last, the performance comparison between our CAC scheme and Mahmoud ASH's scheme is carried out. The results show that our CAC scheme performs well to some extend.

• Journal of Communications and Networks
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• 제15권1호
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• pp.77-86
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• 2013

Cognitive radio (CR) has emerged as one of effective methods to enhance the utilization of existing radio spectrum. Main principle of CR is that secondary users (SUs) are allowed to use the spectrum unused by primary users (PUs) without interfering PU's transmissions. In this paper, PUs operate on a slot-by-slot basis and SUs try to exploit the slots unused by PUs. We propose OSA protocols in the single channel and we propose an opportunistic spectrum access (OSA) protocols in the multi-channel cognitive radio networks with one control channel and several licensed channels where a slot is divided into contention phase and transmission phase. A slot is divided into reporting phase, contention phase and transmission phase. The reporting phase plays a role of finding idle channels unused by PUs and the contention phase plays a role of selecting a SU who will send packets in the data transmission phase. One SU is selected by carrier sense multiple access / collision avoidance (CSMA/CA) with request to send / clear to send (RTS/CTS) mechanism on control channel and the SU is allowed to occupy all remaining part of all idle channels during the current slot. For mathematical analysis, first we deal with the single-channel case and we model the proposed OSA media access control (MAC) protocol by three-dimensional discrete time Markov chain (DTMC) whose one-step transition probability matrix has a special structure so as to apply the censored Markov chain method to obtain the steady state distribution.We obtain the throughput and the distribution of access delay. Next we deal with the multi-channel case and obtain the throughput and the distribution of access delay by using results of single-channel case. In numerical results, our mathematical analysis is verified by simulations and we give numerical results on throughput and access delay of the proposed MAC protocol. Finally, we find the maximum allowable number of SUs satisfying the requirements on throughput and access delay.

• Journal of Communications and Networks
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• 제14권5호
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• pp.578-587
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• 2012

One of the key elements in the emerging, packet-based long term evolution (LTE) cellular systems is the deployment of multiple femtocells for the improvement of coverage and data rate. However, arbitrary overlaps in the coverage of these femtocells make the handover operation more complex and challenging. As the existing handover strategy of LTE systems considers only carrier to interference plus noise ratio (CINR), it often suffers from resource constraints in the target femtocell, thereby leading to handover failure. In this paper, we propose a new efficient, multi-objective handover solution for LTE cellular systems. The proposed solution considers multiple parameters like signal strength and available bandwidth in the selection of the optimal target cell. This results in a significant increase in the handover success rate, thereby reducing the blocking of handover and new sessions. The overall handover process is modeled and analyzed by a three-dimensional Markov chain. The analytical results for the major performance metrics closely resemble the simulation results. The simulation results show that the proposed multi-objective handover offers considerable improvement in the session blocking rates, session queuing delay, handover latency, and goodput during handover.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제11권7호
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• pp.3446-3464
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• 2017

Backoff mechanism serves as one of the key technologies in the MAC-layer of wireless mobile networks. The traditional Binary Exponential Backoff (BEB) mechanism in IEEE 802.11 Distributed Coordination Function (DCF) and other existing backoff mechanisms poses several performance issues. For instance, the Contention Window (CW) oscillations occur frequently; a low delay QoS guarantee cannot be provided for real-time transmission, and services with different priorities are not differentiated. For these problems, we present a novel Multi-Priority service differentiated and Adaptive Backoff (MPAB) algorithm over IEEE 802.11 DCF for wireless mobile networks in this paper. In this algorithm, the backoff stage is chosen adaptively according to the channel status and traffic priority, and the forwarding and receding transition probability between the adjacent backoff stages for different priority traffic can be controlled and adjusted for demands at any time. We further employ the 2-dimensional Markov chain model to analyze the algorithm, and derive the analytical expressions of the saturation throughput and average medium access delay. Both the accuracy of the expressions and the algorithm performance are verified through simulations. The results show that the performance of the MPAB algorithm can offer a higher throughput and lower delay than the BEB algorithm.

• Smart Structures and Systems
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• 제21권5호
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• pp.601-609
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• 2018

The estimated probabilistic model of wind data based on the conventional approach may have high discrepancy compared with the true distribution because of the uncertainty caused by the instrument error and limited monitoring data. A sequential quadratic programming (SQP) algorithm-based finite mixture modeling method has been developed in the companion paper and is conducted to formulate the joint probability density function (PDF) of wind speed and direction using the wind monitoring data of the investigated bridge. The established bivariate model of wind speed and direction only represents the features of available wind monitoring data. To characterize the stochastic properties of the wind parameters with the subsequent wind monitoring data, in this study, Bayesian inference approach considering the uncertainty is proposed to update the wind parameters in the bivariate probabilistic model. The slice sampling algorithm of Markov chain Monte Carlo (MCMC) method is applied to establish the multi-dimensional and complex posterior distribution which is analytically intractable. The numerical simulation examples for univariate and bivariate models are carried out to verify the effectiveness of the proposed method. In addition, the proposed Bayesian inference approach is used to update and optimize the parameters in the bivariate model using the wind monitoring data from the investigated bridge. The results indicate that the proposed Bayesian inference approach is feasible and can be employed to predict the bivariate distribution of wind speed and direction with limited monitoring data.

• 대한산업공학회지
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• 제42권1호
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• pp.30-37
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• 2016

A multi-server queueing system with an infinite buffer and impatient customers is analyzed. The system operates in the finite state Markovian random environment. The number of available servers, the parameters of the batch Markovian arrival process, the rate of customers' service, and the impatience intensity depend on the current state of the random environment and immediately change their values at the moments of jumps of the random environment. Dynamics of the system is described by the multi-dimensional asymptotically quasi-Toeplitz Markov chain. The ergodicity condition is derived. The main performance measures of the system are calculated. Numerical results are presented.