Stochastic Network Calculus

Author : Yuming Jiang,Yong Liu
Publisher : Springer Science & Business Media
Page : 240 pages
File Size : 52,6 Mb
Release : 2009-03-01
Category : Computers
ISBN : 9781848001275

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Stochastic Network Calculus by Yuming Jiang,Yong Liu Pdf

Network calculus is a theory dealing with queuing systems found in computer networks. Its focus is on performance guarantees. Central to the theory is the use of alternate algebras such as the min-plus algebra to transform complex network systems into analytically tractable systems. To simplify the ana- sis, another idea is to characterize tra?c and service processes using various bounds. Since its introduction in the early 1990s, network calculus has dev- oped along two tracks—deterministic and stochastic. This book is devoted to summarizing results for stochastic network calculus that can be employed in the design of computer networks to provide stochastic service guarantees. Overview and Goal Like conventional queuing theory, stochastic network calculus is based on properly de?ned tra?c models and service models. However, while in c- ventional queuing theory an arrival process is typically characterized by the inter-arrival times of customers and a service process by the service times of customers, the arrival process and the service process are modeled in n- work calculus respectively by some arrival curve that (maybe probabilis- cally) upper-bounds the cumulative arrival and by some service curve that (maybe probabilistically) lower-bounds the cumulative service. The idea of usingboundstocharacterizetra?candservicewasinitiallyintroducedfor- terministic network calculus. It has also been extended to stochastic network calculus by exploiting the stochastic nature of arrival and service processes.

Author : Jiang
Publisher : Unknown
Page : 251 pages
File Size : 40,8 Mb
Release : 2009-10-01
Category : Electronic
ISBN : 8184894260

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Stochastic Network Calculus by Jiang Pdf

Author : Oliver C. Ibe
Publisher : John Wiley & Sons
Page : 263 pages
File Size : 52,6 Mb
Release : 2011-08-24
Category : Mathematics
ISBN : 9781118092989

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Fundamentals of Stochastic Networks by Oliver C. Ibe Pdf

An interdisciplinary approach to understanding queueing and graphical networks In today's era of interdisciplinary studies and research activities, network models are becoming increasingly important in various areas where they have not regularly been used. Combining techniques from stochastic processes and graph theory to analyze the behavior of networks, Fundamentals of Stochastic Networks provides an interdisciplinary approach by including practical applications of these stochastic networks in various fields of study, from engineering and operations management to communications and the physical sciences. The author uniquely unites different types of stochastic, queueing, and graphical networks that are typically studied independently of each other. With balanced coverage, the book is organized into three succinct parts: Part I introduces basic concepts in probability and stochastic processes, with coverage on counting, Poisson, renewal, and Markov processes Part II addresses basic queueing theory, with a focus on Markovian queueing systems and also explores advanced queueing theory, queueing networks, and approximations of queueing networks Part III focuses on graphical models, presenting an introduction to graph theory along with Bayesian, Boolean, and random networks The author presents the material in a self-contained style that helps readers apply the presented methods and techniques to science and engineering applications. Numerous practical examples are also provided throughout, including all related mathematical details. Featuring basic results without heavy emphasis on proving theorems, Fundamentals of Stochastic Networks is a suitable book for courses on probability and stochastic networks, stochastic network calculus, and stochastic network optimization at the upper-undergraduate and graduate levels. The book also serves as a reference for researchers and network professionals who would like to learn more about the general principles of stochastic networks.

Author : Jean-Yves Le Boudec,Patrick Thiran
Publisher : Springer
Page : 276 pages
File Size : 41,6 Mb
Release : 2003-08-06
Category : Computers
ISBN : 9783540453185

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Network Calculus by Jean-Yves Le Boudec,Patrick Thiran Pdf

Network Calculus is a set of recent developments that provide deep insights into flow problems encountered in the Internet and in intranets. The first part of the book is a self-contained, introductory course on network calculus. It presents the core of network calculus, and shows how it can be applied to the Internet to obtain results that have physical interpretations of practical importance to network engineers. The second part serves as a mathematical reference used across the book. It presents the results from Min-plus algebra needed for network calculus. The third part contains more advanced material. It is appropriate reading for a graduate course and a source of reference for professionals in networking by surveying the state of the art of research and pointing to open problems in network calculus and its application in different fields, such as mulitmedia smoothing, aggegate scheduling, adaptive guarantees in Internet differential services, renegotiated reserved services, etc.

Author : Philippe Robert
Publisher : Springer Science & Business Media
Page : 406 pages
File Size : 53,7 Mb
Release : 2013-04-17
Category : Mathematics
ISBN : 9783662130520

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Stochastic Networks and Queues by Philippe Robert Pdf

Queues and stochastic networks are analyzed in this book with purely probabilistic methods. The purpose of these lectures is to show that general results from Markov processes, martingales or ergodic theory can be used directly to study the corresponding stochastic processes. Recent developments have shown that, instead of having ad-hoc methods, a better understanding of fundamental results on stochastic processes is crucial to study the complex behavior of stochastic networks. In this book, various aspects of these stochastic models are investigated in depth in an elementary way: Existence of equilibrium, characterization of stationary regimes, transient behaviors (rare events, hitting times) and critical regimes, etc. A simple presentation of stationary point processes and Palm measures is given. Scaling methods and functional limit theorems are a major theme of this book. In particular, a complete chapter is devoted to fluid limits of Markov processes.

Author : Ioannis Karatzas,Steven Shreve
Publisher : Springer
Page : 490 pages
File Size : 41,8 Mb
Release : 2014-03-27
Category : Mathematics
ISBN : 9781461209492

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Brownian Motion and Stochastic Calculus by Ioannis Karatzas,Steven Shreve Pdf

A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed, illustrated by results concerning representations of martingales and change of measure on Wiener space, which in turn permit a presentation of recent advances in financial economics. The book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The whole is backed by a large number of problems and exercises.

Author : J. Michael Steele
Publisher : Springer Science & Business Media
Page : 303 pages
File Size : 43,5 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781468493054

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Stochastic Calculus and Financial Applications by J. Michael Steele Pdf

Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction to these areas. From the reviews: "As the preface says, ‘This is a text with an attitude, and it is designed to reflect, wherever possible and appropriate, a prejudice for the concrete over the abstract’. This is also reflected in the style of writing which is unusually lively for a mathematics book." --ZENTRALBLATT MATH

Author : Jean-François Le Gall
Publisher : Springer
Page : 273 pages
File Size : 52,9 Mb
Release : 2016-04-28
Category : Mathematics
ISBN : 9783319310893

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Brownian Motion, Martingales, and Stochastic Calculus by Jean-François Le Gall Pdf

This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested in such developments. Beginning graduate or advanced undergraduate students will benefit from this detailed approach to an essential area of probability theory. The emphasis is on concise and efficient presentation, without any concession to mathematical rigor. The material has been taught by the author for several years in graduate courses at two of the most prestigious French universities. The fact that proofs are given with full details makes the book particularly suitable for self-study. The numerous exercises help the reader to get acquainted with the tools of stochastic calculus.

Author : Marco Gribaudo,Eduard Sopin,Irina Kochetkova
Publisher : Springer Nature
Page : 187 pages
File Size : 53,6 Mb
Release : 2020-11-07
Category : Mathematics
ISBN : 9783030628857

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Analytical and Stochastic Modelling Techniques and Applications by Marco Gribaudo,Eduard Sopin,Irina Kochetkova Pdf

This book constitutes the refereed proceedings of the 25th International Conference on Analytical and Stochastic Modelling Techniques and Applications, ASMTA 2019, held in Moscow, Russia, in October 2019. Methods of analytical and stochastic modelling are widely used in engineering to assess and design various complex systems, like computer and communication networks, and manufacturing systems. The 13 full papers presented in this book were carefully reviewed and selected from 22 submissions. The papers detail a diverse range of analysis techniques, including Markov processes, queueing theoretical results, reliability of stochastic systems, stochastic network calculus, and wide variety of applications.

Author : Anne Bouillard,Marc Boyer,Euriell Le Corronc
Publisher : John Wiley & Sons
Page : 350 pages
File Size : 53,9 Mb
Release : 2018-10-22
Category : Computers
ISBN : 9781119563419

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Deterministic Network Calculus by Anne Bouillard,Marc Boyer,Euriell Le Corronc Pdf

Deterministic network calculus is a theory based on the (min,plus) algebra. Its aim is to compute worst-case performance bounds in communication networks. Our goal is to provide a comprehensive view of this theory and its recent advances, from its theoretical foundations to its implementations. The book is divided into three parts. The first part focuses on the (min,plus) framework and its algorithmic aspects. The second part defines the network calculus model and analyzes one server in isolation. Different service and scheduling policies are discussed, particularly when data is packetized. The third part is about network analyses. Pay burst only once and pay multiplexing only once phenomena are exhibited, and different analyses are proposed and compared. This includes the linear programming approaches that compute tight performance bounds. Finally, some partial results on the stability are detailed.

Author : Klaus Neumann
Publisher : Springer Science & Business Media
Page : 250 pages
File Size : 41,5 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9783642615153

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Stochastic Project Networks by Klaus Neumann Pdf

Project planning, scheduling, and control are regularly used in business and the service sector of an economy to accomplish outcomes with limited resources under critical time constraints. To aid in solving these problems, network-based planning methods have been developed that now exist in a wide variety of forms, cf. Elmaghraby (1977) and Moder et al. (1983). The so-called "classical" project networks, which are used in the network techniques CPM and PERT and which represent acyclic weighted directed graphs, are able to describe only projects whose evolution in time is uniquely specified in advance. Here every event of the project is realized exactly once during a single project execution and it is not possible to return to activities previously carried out (that is, no feedback is permitted). Many practical projects, however, do not meet those conditions. Consider, for example, a production process where some parts produced by a machine may be poorly manufactured. If an inspection shows that a part does not conform to certain specifications, it must be repaired or replaced by a new item. This means that we have to return to a preceding stage of the production process. In other words, there is feedback. Note that the result of the inspection is that a certain percentage of the parts tested do not conform. That is, there is a positive probability (strictly less than 1) that any part is defective.

Author : Roger Lee,Gongzu Hu,Huaikou Miao
Publisher : Springer Science & Business Media
Page : 310 pages
File Size : 55,6 Mb
Release : 2009-04-28
Category : Mathematics
ISBN : 9783642012082

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Computer and Information Science 2009 by Roger Lee,Gongzu Hu,Huaikou Miao Pdf

This volume includes the best papers of the IEEE/ACIS International Conference on Computer and Information Science, ICIS 2009, held on June 2009 in Shanghai, China.

Author : Vicente Casares-Giner,Pietro Manzoni,Ana Pont
Publisher : Springer
Page : 290 pages
File Size : 48,5 Mb
Release : 2011-08-31
Category : Computers
ISBN : 9783642230417

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NETWORKING 2011 Workshops by Vicente Casares-Giner,Pietro Manzoni,Ana Pont Pdf

This book constitutes the refereed post-conference proceedings of four workshops colocated with NETWORKING 2011, held in Valencia, Spain, in May 2011: the Workshop on Performance Evaluation of Cognitive Radio Networks: From Theory to Reality, PE-CRN 2011, the Network Coding Applications and Protocols Workshop, NC-Pro 2011, the Workshop on Wireless Cooperative Network Security, WCNS 2011, and the Workshop on Sustainable Networking, SUNSET 2011. The 28 revised full papers presented were carefully reviewed and selected from numerous submissions. The papers cover a wide range of topics addressing the main research efforts in the fields of network coding, sustainable networking, security in wireless cooperative networks, and performance evaluation of cognitive radio networks.

Author : Hermann de Meer,Nina Bhatti
Publisher : Springer
Page : 404 pages
File Size : 47,8 Mb
Release : 2007-05-22
Category : Computers
ISBN : 9783540316596

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Quality of Service – IWQoS 2005 by Hermann de Meer,Nina Bhatti Pdf

We welcome you to the proceedings of IWQoS 2005 held at the University of Passau, in the beautiful state of Bavaria, Germany.

Author : Ying Zhang
Publisher : Springer Science & Business Media
Page : 776 pages
File Size : 48,8 Mb
Release : 2012-02-01
Category : Technology & Engineering
ISBN : 9783642273230

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Future Wireless Networks and Information Systems by Ying Zhang Pdf

This volume contains revised and extended research articles written by prominent researchers participating in ICFWI 2011 conference. The 2011 International Conference on Future Wireless Networks and Information Systems (ICFWI 2011) has been held on November 30 ~ December 1, 2011, Macao, China. Topics covered include Wireless Information Networks, Wireless Networking Technologies, Mobile Software and Services, intelligent computing, network management, power engineering, control engineering, Signal and Image Processing, Machine Learning, Control Systems and Applications, The book will offer the states of arts of tremendous advances in Wireless Networks and Information Systems and also serve as an excellent reference work for researchers and graduate students working on Wireless Networks and Information Systems.