Welcome to Scribd, the world's digital library. Read, publish, and share books and documents. See more
Download
Standard view
Full view
of .
Look up keyword or section
Like this
14Activity

Table Of Contents

0 of .
Results for:
No results containing your search query
P. 1
Network Analysis Dec 06

Network Analysis Dec 06

Ratings: (0)|Views: 215 |Likes:
Published by siddhu54

More info:

Published by: siddhu54 on Dec 21, 2009
Copyright:Attribution Non-commercial

Availability:

Read on Scribd mobile: iPhone, iPad and Android.
download as PDF, TXT or read online from Scribd
See more
See less

05/24/2012

pdf

text

original

 
Notes for ECE 467Communication Network Analysis
Bruce HajekDecember 15, 2006
c
2006 by Bruce HajekAll rights reserved. Permission is hereby given to freely print and circulate copies of these notes so long as the notes are leftintact and not reproduced for commercial purposes. Email to b-hajek@uiuc.edu, pointing out errors or hard to understandpassages or providing comments, is welcome.
 
Contents
1 Countable State Markov Processes 3
1.1 Example of a Markov model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31.2 Denition, Notation and Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51.3 Pure-Jump, Time-Homogeneous Markov Processes . . . . . . . . . . . . . . . . . . . 61.4 Space-Time Structure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81.5 Poisson Processes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121.6 Renewal Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141.6.1 Renewal Theory in Continuous Time . . . . . . . . . . . . . . . . . . . . . . . 161.6.2 Renewal Theory in Discrete Time . . . . . . . . . . . . . . . . . . . . . . . . 171.7 Classification and Convergence of Discrete State Markov Processes . . . . . . . . . . 171.7.1 Examples with nite state space . . . . . . . . . . . . . . . . . . . . . . . . . 171.7.2 Discrete Time . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 201.7.3 Continuous Time . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221.8 Classication of Birth-Death Processes . . . . . . . . . . . . . . . . . . . . . . . . . . 241.9 Time Averages vs. Statistical Averages . . . . . . . . . . . . . . . . . . . . . . . . . . 261.10 Queueing Systems, M/M/1 Queue and Little’s Law . . . . . . . . . . . . . . . . . . . 271.11 Mean Arrival Rate, Distributions Seen by Arrivals, and PASTA . . . . . . . . . . . . 301.12 More Examples of Queueing Systems Modeled as Markov Birth-Death Processes . . 321.13 Method of Phases and Quasi Birth-Death Processes . . . . . . . . . . . . . . . . . . 341.14 Markov Fluid Model of a Queue . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 361.15 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
2 Foster-Lyapunov stability criterion and moment bounds 45
2.1 Stability criteria for discrete time processes . . . . . . . . . . . . . . . . . . . . . . . 452.2 Stability criteria for continuous time processes . . . . . . . . . . . . . . . . . . . . . 532.3 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
3 Queues with General Interarrival Time and/or Service Time Distributions 61
3.1 The M/GI/1 queue . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 613.1.1 Busy Period Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 633.1.2 Priority M/GI/1 systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 643.2 The GI/M/1 queue . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 663.3 The GI/GI/1 System . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 683.4 Kingmans Bounds for GI/GI/1 Queues . . . . . . . . . . . . . . . . . . . . . . . . . 693.5 Stochastic Comparison with Application to GI/GI/1 Queues . . . . . . . . . . . . . 71iii
 
3.6 GI/GI/1 Systems with Server Vacations, and Application to TDM and FDM . . . . 733.7 Eective Bandwidth of a Data Stream . . . . . . . . . . . . . . . . . . . . . . . . . . 753.8 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
4 Multiple Access 83
4.1 Slotted ALOHA with Finitely Many Stations . . . . . . . . . . . . . . . . . . . . . . 834.2 Slotted ALOHA with Innitely Many Stations . . . . . . . . . . . . . . . . . . . . . 854.3 Bound Implied by Drift, and Proof of Proposition 4.2.1 . . . . . . . . . . . . . . . . 874.4 Probing Algorithms for Multiple Access . . . . . . . . . . . . . . . . . . . . . . . . . 904.4.1 Random Access for Streams of Arrivals . . . . . . . . . . . . . . . . . . . . . 924.4.2 Delay Analysis of Decoupled Window Random Access Scheme . . . . . . . . 924.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
5 Stochastic Network Models 99
5.1 Time Reversal of Markov Processes . . . . . . . . . . . . . . . . . . . . . . . . . . . . 995.2 Circuit Switched Networks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1015.3 Markov Queueing Networks (in equilibrium) . . . . . . . . . . . . . . . . . . . . . . . 1045.3.1 Markov server stations in series . . . . . . . . . . . . . . . . . . . . . . . . . . 1045.3.2 Simple networks of 
stations . . . . . . . . . . . . . . . . . . . . . . . . . . 1055.3.3 A multitype network of 
stations with more general routing . . . . . . . . 1075.4 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
6 Calculus of Deterministic Constraints 113
6.1 The (
σ,ρ
) Constraints and Performance Bounds for a Queue . . . . . . . . . . . . . 1136.2
-upper constrained processes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1156.3 Service Curves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1176.4 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
7 Graph Algorithms 123
7.1 Maximum Flow Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1237.2 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
8 Flow Models in Routing and Congestion Control 127
8.1 Convex functions and optimization . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1278.2 The Routing Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1288.3 Utility Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1338.4 Joint Congestion Control and Routing . . . . . . . . . . . . . . . . . . . . . . . . . . 1348.5 Hard Constraints and Prices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1358.6 Decomposition into Network and User Problems . . . . . . . . . . . . . . . . . . . . 1368.7 Specialization to pure congestion control . . . . . . . . . . . . . . . . . . . . . . . . . 1398.8 Fair allocation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1418.9 A Network Evacuation Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1428.10 Braess Paradox . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1428.11 Further reading and notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1448.12 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144iv

Activity (14)

You've already reviewed this. Edit your review.
1 thousand reads
1 hundred reads
nagaraj liked this
pvnchem liked this
iammephibi liked this
zamuelettto liked this
jenz123 liked this
a2009 liked this
milind1707 liked this

You're Reading a Free Preview

Download
scribd
/*********** DO NOT ALTER ANYTHING BELOW THIS LINE ! ************/ var s_code=s.t();if(s_code)document.write(s_code)//-->