Resilient hybrid optical-RF backhauling for tiered networks

2019 ◽  
Vol 36 ◽  
pp. 100814 ◽  
Author(s):  
Mohammed H. Al-mekhlafi ◽  
Ahmed S. Ibrahim ◽  
Yasmine A. Fahmy ◽  
Mohamed M. Khairy
Keyword(s):  
Tiered Networks

Constrained Average Design Method for QoS-Based Traffic Engineering at the Edge/Gateway Boundary in VANETs and Cyber-Physical Environments

2021 ◽  
pp. 98-120
Author(s):  
Daniel Minoli ◽  
Benedict Occhiogrosso
Keyword(s):  
Wireless Networks ◽  
Distributed Systems ◽  
Packet Loss ◽  
Traffic Engineering ◽  
Design Method ◽  
Cyber Physical Systems ◽  
Physical Environments ◽  
Latency Jitter ◽  
Tiered Networks ◽  
Physical Components

Cyber physical systems (CPSs) are software-intensive smart distributed systems that support physical components endowed with integrated computational capabilities. Tiered, often wireless, networks are typically used to collect or push the data generated or required by a distributed set of CPS-based devices. The edge-to-core traffic flows on the tiered networks can become overwhelming. Thus, appropriate traffic engineering (TE) algorithms are required to manage the flows, while at the same time meeting the delivery requirements in terms of latency, jitter, and packet loss. This chapter provides a basic overview of CPSs followed by a discussion of a newly developed TE method called ‘constrained average', where traffic is by design allowed to be delayed up to a specified, but small value epsilon, but with zero packet loss.

scholarly journals Resilience of Interbank Market Networks to Shocks

2011 ◽  
Vol 2011 ◽  
pp. 1-12 ◽  
Author(s):  
Shouwei Li ◽  
Jianmin He
Keyword(s):  
Network Models ◽  
Small World ◽  
Interbank Market ◽  
Small World Networks ◽  
Scale Free ◽  
Scale Free Networks ◽  
Tiered Networks ◽  
The Stability ◽  
Random Shocks ◽  
Market Networks

This paper first constructs a tiered network model of the interbank market. Then, from the perspective of contagion risk, it studies numerically the resilience of four types of interbank market network models to shocks, namely, tiered networks, random networks, small-world networks, and scale-free networks. This paper studies the interbank market with homogeneous and heterogeneous banks and analyzes random shocks and selective shocks. The study reveals that tiered interbank market networks and random interbank market networks are basically more vulnerable against selective shocks, while small-world interbank market networks and scale-free interbank market networks are generally more vulnerable against random shocks. Besides, the results indicate that, in the four types of interbank market networks, scale-free networks have the highest stability against shocks, while small-world networks are the most vulnerable. When banks are homogeneous, faced with selective shocks, the stability of the tiered interbank market networks is slightly lower than that of random interbank market networks, whereas, in other cases, the stability of the tiered interbank market networks is basically between that of random interbank market networks and that of scale-free interbank market networks.

scholarly journals A Distributed Approach to Interference Alignment in OFDM-Based Two-Tiered Networks

2013 ◽  
Vol 62 (5) ◽  
pp. 1935-1949 ◽  
Author(s):  
Marco Maso ◽  
Merouane Debbah ◽  
Lorenzo Vangelista
Keyword(s):  
Interference Alignment ◽  
Distributed Approach ◽  
Tiered Networks

THE IMPACT OF BANK ACTIVITIES ON CONTAGION RISK IN INTERBANK NETWORKS

2012 ◽  
Vol 15 (supp02) ◽  
pp. 1250086 ◽  
Author(s):  
SHOUWEI LI ◽  
JIANMIN HE
Keyword(s):  
Small World ◽  
Network Structures ◽  
Interbank Market ◽  
Small World Networks ◽  
Scale Free ◽  
Scale Free Networks ◽  
Tiered Networks ◽  
Contagion Risk ◽  
The Impact ◽  
Main Factor

In this paper, we investigate how contagion risk is affected by bank activities in four types of interbank network structures, that is, random, small-world, scale-free and tiered networks. We vary the key parameters that define bank activities in the interbank market — including the size of interbank exposures, the size of liquid assets, the heterogeneity of the size of credit lending and the heterogeneity of banks — and analyze the impact of these parameters on contagion risk. First, we find that the size of interbank exposures is the main factor in determining the effect of contagion risk, that increases in the size of interbank exposures may lead to an increase in the threat of contagion risk, that after the size of interbank exposures rises beyond a threshold, the effect of contagion risk in small-world networks is the most significant, followed by that in tiered, random and scale-free networks, respectively. Second, increases in the size of liquid assets can decrease the effect of contagion risk. Third, the impact of the heterogeneity of the size of credit lending on contagion risk varies with interbank network structures. Finally, the effect of contagion risk among heterogeneous banks is stronger than that among homogeneous banks, and there is a positive relationship between the effect of contagion risk and the heterogeneity of banks.

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