• Title/Summary/Keyword: Two dimensional Markov Chain

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Performance Analysis of a Statistical Packet Voice/Data Multiplexer (통계적 패킷 음성 / 데이터 다중화기의 성능 해석)

  • 신병철;은종관
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.11 no.3
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    • pp.179-196
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    • 1986
  • In this paper, the peformance of a statistical packet voice/data multiplexer is studied. In ths study we assume that in the packet voice/data multiplexer two separate finite queues are used for voice and data traffics, and that voice traffic gets priority over data. For the performance analysis we divide the output link of the multiplexer into a sequence of time slots. The voice signal is modeled as an (M+1) - state Markov process, M being the packet generation period in slots. As for the data traffic, it is modeled by a simple Poisson process. In our discrete time domain analysis, the queueing behavior of voice traffic is little affected by the data traffic since voice signal has priority over data. Therefore, we first analyze the queueing behavior of voice traffic, and then using the result, we study the queueing behavior of data traffic. For the packet voice multiplexer, both inpur state and voice buffer occupancy are formulated by a two-dimensional Markov chain. For the integrated voice/data multiplexer we use a three-dimensional Markov chain that represents the input voice state and the buffer occupancies of voice and data. With these models, the numerical results for the performance have been obtained by the Gauss-Seidel iteration method. The analytical results have been verified by computer simylation. From the results we have found that there exist tradeoffs among the number of voice users, output link capacity, voic queue size and overflow probability for the voice traffic, and also exist tradeoffs among traffic load, data queue size and oveflow probability for the data traffic. Also, there exists a tradeoff between the performance of voice and data traffics for given inpur traffics and link capacity. In addition, it has been found that the average queueing delay of data traffic is longer than the maximum buffer size, when the gain of time assignment speech interpolation(TASI) is more than two and the number of voice users is small.

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A Novel Spectrum Access Strategy with ${\alpha}$-Retry Policy in Cognitive Radio Networks: A Queueing-Based Analysis

  • Zhao, Yuan;Jin, Shunfu;Yue, Wuyi
    • Journal of Communications and Networks
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    • v.16 no.2
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    • pp.193-201
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    • 2014
  • In cognitive radio networks, the packet transmissions of the secondary users (SUs) can be interrupted randomly by the primary users (PUs). That is to say, the PU packets have preemptive priority over the SU packets. In order to enhance the quality of service (QoS) for the SUs, we propose a spectrum access strategy with an ${\alpha}$-Retry policy. A buffer is deployed for the SU packets. An interrupted SU packet will return to the buffer with probability ${\alpha}$ for later retrial, or leave the system with probability (1-${\alpha}$). For mathematical analysis, we build a preemptive priority queue and model the spectrum access strategy with an ${\alpha}$-Retry policy as a two-dimensional discrete-time Markov chain (DTMC).We give the transition probability matrix of the Markov chain and obtain the steady-state distribution. Accordingly, we derive the formulas for the blocked rate, the forced dropping rate, the throughput and the average delay of the SU packets. With numerical results, we show the influence of the retrial probability for the strategy proposed in this paper on different performance measures. Finally, based on the trade-off between different performance measures, we construct a cost function and optimize the retrial probabilities with respect to different system parameters by employing an iterative algorithm.

Developing efficient model updating approaches for different structural complexity - an ensemble learning and uncertainty quantifications

  • Lin, Guangwei;Zhang, Yi;Liao, Qinzhuo
    • Smart Structures and Systems
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    • v.29 no.2
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    • pp.321-336
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    • 2022
  • Model uncertainty is a key factor that could influence the accuracy and reliability of numerical model-based analysis. It is necessary to acquire an appropriate updating approach which could search and determine the realistic model parameter values from measurements. In this paper, the Bayesian model updating theory combined with the transitional Markov chain Monte Carlo (TMCMC) method and K-means cluster analysis is utilized in the updating of the structural model parameters. Kriging and polynomial chaos expansion (PCE) are employed to generate surrogate models to reduce the computational burden in TMCMC. The selected updating approaches are applied to three structural examples with different complexity, including a two-storey frame, a ten-storey frame, and the national stadium model. These models stand for the low-dimensional linear model, the high-dimensional linear model, and the nonlinear model, respectively. The performances of updating in these three models are assessed in terms of the prediction uncertainty, numerical efforts, and prior information. This study also investigates the updating scenarios using the analytical approach and surrogate models. The uncertainty quantification in the Bayesian approach is further discussed to verify the validity and accuracy of the surrogate models. Finally, the advantages and limitations of the surrogate model-based updating approaches are discussed for different structural complexity. The possibility of utilizing the boosting algorithm as an ensemble learning method for improving the surrogate models is also presented.

On the Exact Cycle Time of Failure Prone Multiserver Queueing Model Operating in Low Loading (낮은 교통밀도 하에서 서버 고장을 고려한 복수 서버 대기행렬 모형의 체제시간에 대한 분석)

  • Kim, Woo-Sung;Lim, Dae-Eun
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.39 no.2
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    • pp.1-10
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    • 2016
  • In this paper, we present a new way to derive the mean cycle time of the G/G/m failure prone queue when the loading of the system approaches to zero. The loading is the relative ratio of the arrival rate to the service rate multiplied by the number of servers. The system with low loading means the busy fraction of the system is low. The queueing system with low loading can be found in the semiconductor manufacturing process. Cluster tools in semiconductor manufacturing need a setup whenever the types of two successive lots are different. To setup a cluster tool, all wafers of preceding lot should be removed. Then, the waiting time of the next lot is zero excluding the setup time. This kind of situation can be regarded as the system with low loading. By employing absorbing Markov chain model and renewal theory, we propose a new way to derive the exact mean cycle time. In addition, using the proposed method, we present the cycle times of other types of queueing systems. For a queueing model with phase type service time distribution, we can obtain a two dimensional Markov chain model, which leads us to calculate the exact cycle time. The results also can be applied to a queueing model with batch arrivals. Our results can be employed to test the accuracy of existing or newly developed approximation methods. Furthermore, we provide intuitive interpretations to the results regarding the expected waiting time. The intuitive interpretations can be used to understand logically the characteristics of systems with low loading.

A Matrix Method for the Analysis of Two - Dimensional Markovian Queues

  • Kim, Sung-Shick
    • Journal of Korean Institute of Industrial Engineers
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    • v.8 no.2
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    • pp.15-21
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    • 1982
  • This paper offers an alternative to the common probability generating function approach to the solution of steady state equations when a Markovian queue has a multivariate state space. Identifying states and substates and grouping them into vectors appropriately, we formulate a two - dimensional Markovian queue as a Markov chain. Solving the resulting matrix equations the transition point steady state probabilities (SSPs) are obtained. These are then converted into arbitrary time SSPs. The procedure uses only probabilistic arguments and thus avoids a large and cumbersome state space which often poses difficulties in the solution of steady state equations. For the purpose of numerical illustration of the approach we solve a Markovian queue with one server and two classes of customers.

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Towards the Saturation Throughput Disparity of Flows in Directional CSMA/CA Networks: An Analytical Model

  • Fan, Jianrui;Zhao, Xinru;Wang, Wencan;Cai, Shengsuo;Zhang, Lijuan
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.15 no.4
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    • pp.1293-1316
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    • 2021
  • Using directional antennas in wireless Ad hoc networks has many superiorities, including reducing interference, extending transmission range, and increasing space division multiplexing. However, directional transmission introduces two problems: deafness and directional hidden terminals problems. We observe that these problems result in saturation throughput disparity among the competing flows in directional CSMA/CA based Ad hoc networks and bring challenges for modeling the saturation throughput of the flows. In this article, we concentrate on how to model and analyze the saturation throughput disparity of different flows in directional CSMA/CA based Ad hoc networks. We first divide the collisions occurring in the transmission process into directional instantaneous collisions and directional persistent collisions. Then we propose a four-dimensional Markov chain to analyze the transmission state for a specific node. Our model has three different kinds of processes, namely back-off process, transmission process and freezing process. Each process contains a certain amount of continuous time slots which is defined as the basic time unit of the directional CSMA/CA protocols and the time length of each slot is fixed. We characterize the collision probabilities of the node by the one-step transition probability matrix in our Markov chain model. Accordingly, we can finally deduce the saturation throughput for each directional data stream and evaluate saturation throughput disparity for a given network topology. Finally, we verify the accuracy of our model by comparing the deviation of analytical results and simulation results.

Conditional Density based Statistical Prediction

  • J Rama Devi;K. Koteswara Rao;M Venkateswara Rao
    • International Journal of Computer Science & Network Security
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    • v.23 no.6
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    • pp.127-139
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    • 2023
  • Numerous genuine issues, for example, financial exchange expectation, climate determining and so forth has inalienable arbitrariness related with them. Receiving a probabilistic system for forecast can oblige this dubious connection among past and future. Commonly the interest is in the contingent likelihood thickness of the arbitrary variable included. One methodology for expectation is with time arrangement and auto relapse models. In this work, liner expectation technique and approach for computation of forecast coefficient are given and likelihood of blunder for various assessors is determined. The current methods all need in some regard assessing a boundary of some accepted arrangement. In this way, an elective methodology is proposed. The elective methodology is to gauge the restrictive thickness of the irregular variable included. The methodology proposed in this theory includes assessing the (discretized) restrictive thickness utilizing a Markovian definition when two arbitrary factors are genuinely needy, knowing the estimation of one of them allows us to improve gauge of the estimation of the other one. The restrictive thickness is assessed as the proportion of the two dimensional joint thickness to the one-dimensional thickness of irregular variable at whatever point the later is positive. Markov models are utilized in the issues of settling on an arrangement of choices and issue that have an innate transience that comprises of an interaction that unfurls on schedule on schedule. In the nonstop time Markov chain models the time stretches between two successive changes may likewise be a ceaseless irregular variable. The Markovian methodology is especially basic and quick for practically all classes of classes of issues requiring the assessment of contingent densities.

Performance Evaluation of the VoIP Services of the Cognitive Radio System, Based on DTMC

  • Habiba, Ummy;Islam, Md. Imdadul;Amin, M.R.
    • Journal of Information Processing Systems
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    • v.10 no.1
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    • pp.119-131
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    • 2014
  • In recent literature on traffic scheduling, the combination of the two-dimensional discrete-time Markov chain (DTMC) and the Markov modulated Poisson process (MMPP) is used to analyze the capacity of VoIP traffic in the cognitive radio system. The performance of the cognitive radio system solely depends on the accuracy of spectrum sensing techniques, the minimization of false alarms, and the scheduling of traffic channels. In this paper, we only emphasize the scheduling of traffic channels (i.e., traffic handling techniques for the primary user [PU] and the secondary user [SU]). We consider the following three different traffic models: the cross-layer analytical model, M/G/1(m) traffic, and the IEEE 802.16e/m scheduling approach to evaluate the performance of the VoIP services of the cognitive radio system from the context of blocking probability and throughput.

Reliability Analysis Under Input Variable and Metamodel Uncertainty Using Simulation Method Based on Bayesian Approach (베이지안 접근법을 이용한 입력변수 및 근사모델 불확실성 하에 서의 신뢰성 분석)

  • An, Da-Wn;Won, Jun-Ho;Kim, Eun-Jeong;Choi, Joo-Ho
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.33 no.10
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    • pp.1163-1170
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    • 2009
  • Reliability analysis is of great importance in the advanced product design, which is to evaluate reliability due to the associated uncertainties. There are three types of uncertainties: the first is the aleatory uncertainty which is related with inherent physical randomness that is completely described by a suitable probability model. The second is the epistemic uncertainty, which results from the lack of knowledge due to the insufficient data. These two uncertainties are encountered in the input variables such as dimensional tolerances, material properties and loading conditions. The third is the metamodel uncertainty which arises from the approximation of the response function. In this study, an integrated method for the reliability analysis is proposed that can address all these uncertainties in a single Bayesian framework. Markov Chain Monte Carlo (MCMC) method is employed to facilitate the simulation of the posterior distribution. Mathematical and engineering examples are used to demonstrate the proposed method.

Performance Analysis of S-SFR-based OFDMA Cellular Systems

  • Kim, Yi-Kang;Cho, Choong-Ho;Yoon, Seok-Ho;Kim, Seung-Yeon
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.13 no.1
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    • pp.186-205
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    • 2019
  • Intercell interference coordination (ICIC) is considered as a promising technique to increase the spectral efficiency of OFDMA cellular systems. The soft frequency reuse (SFR) and fractional frequency reuse (FFR) are representative and efficient management techniques for ICIC. Herein, to enhance the performance of the SFR scheme, we propose a call admission (CAC) scheme. In this CAC scheme, called Spectrum handoff-SFR(S-SFR), the spectrum handoff technique is applied to the user equipment (UE) located near the cell center. We derive the traffic analysis model to describe the S-SFR. In addition, a two-dimensional (2-D) Markov chain and an outage analysis are used in our analytical model. From the traffic analysis, the significant performance measures are the outage probability, call blocking probability, system throughput and resource utilization. Based on those, the outage probability and system throughput are obtained using resource utilization as an interference pattern. The analytical results are verified with computer simulation results. Finally, we compare our proposed scheme with other ICI schemes.