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1 Revision of Relevant Probability Topics
1.1 Events, Sample Space, and Random Variables
1.2 Probability, Conditional Probability and Independence
1.3 Probability and Distribution Functions
1.4 Joint Distribution Functions
1.5 Conditional Probability for Random Variables
1.6 Independence between Random Variables
1.7 Convolution
1.8 Selected Discrete Random Variables
1.8.1 Bernoulli
1.8.2 Geometric
1.8.3 Binomial
1.8.4 Poisson
1.8.5 Pascal
1.9 Continuous Random Variables and their Probability Functions
1.10 Selected Continuous Random Variables
1.10.1 Uniform
1.10.2 Exponential
1.10.3 Hyper-Exponential
1.10.4 Erlang
1.10.5 Hypo-Exponential
1.10.6 Gaussian
1.10.7 Pareto
1.11 Moments
1.12 Sample Mean and Sample Variance
1.13 Covariance and Correlation
1.14 Transforms
1.14.1 Z-transform
1.14.2 Laplace Transform
1.15 Multivariate Random Variables and Transform
1.16 Probability Inequalities and Their Dimensioning Applications
1.17 Limit Theorems
1.18.1 Case 1: Homogeneous Individual Sources
1.18.2 Case 2: Non-homogeneous Individual Sources
1.18.3 Case 3: Capacity Dimensioning for a Community
2 Relevant Background in Stochastic Processes
2.1 General Concepts
2.2 Two Orderly and Memoryless Point Processes
2.2.1 Bernoulli Process
2.2.2 Poisson Process
2.3 Markov Modulated Poisson Process
2.4 Discrete-time Markov-chains
2.4.1 Deﬁnitions and Preliminaries
2.4.2 Transition Probability Matrix
2.4.3 Chapman-Kolmogorov Equation
2.4.4 Marginal Probabilities
2.4.5 Properties and Classiﬁcation of States
2.4.7 Reversibility
2.4.8 Multi-Dimensional Markov-chains
2.5.4 First Passage Time
2.5.5 Transition Probability Function
2.5.7 Simulations
2.5.8 Reversibility
2.5.9 Multi-Dimensional Continuous Time Markov-chains
3 General Queueing Concepts
3.1 Notation
3.2 Utilization
3.3 Little’s Formula
3.4 Work Conservation
3.5 PASTA
3.6 Queueing Models
4 Simulations
4.1 Conﬁdence Intervals
4.2 Simulation of a G/G/1 Queue
5 Deterministic Queues
5.1 D/D/1
5.2 D/D/k
5.3 D/D/k/k
5.3.1 The D/D/k/k process and its cycles
5.3.2 Blocking probability, mean queue-size and utilization
5.3.3 Proportion of time spent in each state
5.4 Summary of Results
6 M/M/1
6.2 Delay Statistics
6.3 Using Z-Transform
6.4 Multiplexing
6.5 The Departure Process
6.6 Mean Busy Period and First Passage Time
6.7 A Markov-chain Simulation of M/M/1
7 M/M/∞
7.1 Oﬀered and Carried Traﬃc
7.4 Insensitivity
7.5 Applications
7.5.1 A multi-access model
7.5.2 Birth rate evaluation
8.5 Dimensioning and Utilization
8.6 Insensitivity and Many Classes of Customers
8.7 A Markov-chain Simulation of M/M/k/k
9.3 Mean Queue Size, Delay and Waiting Time
9.4 Dimensioning
9.5 Utilization
10 Engset Loss Formula
10.1 Steady-State Equations and Their Solution
10.2 Blocking Probability
10.3 Obtaining the Blocking Probability by a Recursion
10.4 Insensitivity
10.6 The Small Idle Period Limit
10.7 The Many Sources Limit
10.8 Obtaining the Blocking Probability by Successive Iterations
11 State Dependent SSQ
12 Queueing Models with Finite Buﬀers
12.1 D/D/1/k
12.2 SLB/D/1/k
12.3 M/M/1/k
12.4 MMPP(2)/M/1/k
12.5 M/En/1/k
12.6 Saturated Queues
13 Discrete-Time Queue
14.1 Pollaczek Khinchin Formula: Residual Service Approach [11]
14.2 Pollaczek Khinchin Formula: by Kendall’s Recursion [35]
14.3 Special Cases: M/M/1 and M/D/1
14.4 Busy Period
14.5 M/G/1 with Priorities
14.6 Nonpreemptive
14.7 Preemptive Resume
15 Queues with General Arrival Process
15.1 Reich’s Formula
15.2 The G/GI/1 Queue and Its G/GI/1/k Equivalent
16.1 Jackson Networks
16.2 Erlang Fixed-Point Approximation
16.3 A Markov Chain Simulation of a Mobile Cellular Network
17 Stochastic Processes as Traﬃc Models
17.1 Parameter Fitting
17.2 Poisson Process
17.3 Markov Modulated Poisson Process (MMPP)
17.4 Autoregressive Gaussian Process
17.5 Exponential Autoregressive (1) Process
17.6 Poisson Pareto Burst Process
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Class Notes

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11/23/2012

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