scholarly journals Required service rate for mixed traffic

Author(s):  
Оксана Игоревна Сидорова ◽  
Юрий Степанович Хохлов

В данной работе нами получены границы для скорости обслуживания при некоторых ограничениях на характеристики обслуживания в неоднородной модели входящего трафика, основанной на сумме независимых фрактального броуновского движения и симметричного $\alpha$-устойчивого движения Леви с разными коэффициентами Херста $H_1$ и $H_2=1/\alpha$. Хорошо известно, что для процессов, приращения которых имеют тяжёлые хвосты, методы расчета эффективной пропускной способности, основанные на производящей функции моментов входящего потока, не применимы. Однако существуют простые соотношения между характеристиками потока, скоростью обслуживания $C$ и вероятностями $\varepsilon(b)$ переполнения для конечного и бесконечного буфера, из которых при фиксированном значении $\varepsilon(b)$ можно выразить $C$. In this paper we analyse the nonhomogenous traffic model based on sum of independent Fractional Brownian motion and symmetric $\alpha$-stable Levy process with different Hurst exponents $H_1$ and $H_2=1/\alpha$ and present bounds for the required service rate under QoS constraints. It is well known that for the processes with long-tailed increments effective bandwidths are not expressed by means of the moment generating function of the input flow. However we can derive simple relations between the flow parameters, service rate $C$ and overflow probabilities $\varepsilon (b)$ for finite and infinite buffer. In this way it is possible to find required service rate $C$ under a constraint on maximum overflow probability.

2010 ◽  
Vol 18 (1) ◽  
pp. 77-100
Author(s):  
Joon Hee Rhee ◽  
Soo Chun Park

This paper derives the analytic solutions of the pure discount bond price under the various types of -stable Levy process. It is well-known that only a few cases in-stable Levy process have the moment generating function. This paper extends the model to damped-stable Levy processes, which have artificial stable process with the moment generating function. This paper also extends models to stochastic volatility by time change method of Levy process.


2020 ◽  
Vol 16 (1) ◽  
pp. 13-23
Author(s):  
M. Lefebvre

AbstractLet X(t) be a jump-diffusion process whose continuous part is a Wiener process, and let T (x) be the first time it leaves the interval (0,b), where x = X(0). The jumps are negative and their sizes depend on the value of X(t). Moreover there can be a jump from X(t) to 0. We transform the integro-differential equation satisfied by the probability p(x) := P[X(T (x)) = 0] into an ordinary differential equation and we solve this equation explicitly in particular cases. We are also interested in the moment-generating function of T (x).


Author(s):  
Barinaadaa John Nwikpe

A new sole parameter probability distribution named the Tornumonkpe distribution has been derived in this paper. The new model is a blend of gamma (2,  and gamma(3  distributions. The shape of its density for different values of the parameter has been shown.  The mathematical expression for the moment generating function, the first three raw moments, the second and third moments about the mean, the distribution of order statistics, coefficient of variation and coefficient of skewness has been given. The parameter of the new distribution was estimated using the method of maximum likelihood. The goodness of fit of the Tornumonkpe distribution was established by fitting the distribution to three real life data sets. Using -2lnL, Bayesian Information Criterion (BIC), and Akaike Information Criterion(AIC) as criterial for selecting the best fitting model, it was revealed that the new distribution outperforms the one parameter exponential, Shanker and Amarendra distributions for the data sets used.


1993 ◽  
Vol 25 (04) ◽  
pp. 757-772 ◽  
Author(s):  
J. D. Biggins ◽  
N. H. Bingham

The tail behaviour of the limit of the normalized population size in the simple supercritical branching process, W, is studied. Most of the results concern those cases when a tail of the distribution function of W decays exponentially quickly. In essence, knowledge of the behaviour of transforms can be combined with some ‘large-deviation' theory to get detailed information on the oscillation of the distribution function of W near zero or at infinity. In particular we show how an old result of Harris (1948) on the asymptotics of the moment-generating function of W translates to tail behaviour.


Symmetry ◽  
2020 ◽  
Vol 12 (7) ◽  
pp. 1149 ◽  
Author(s):  
Hyojin Lee ◽  
Kyeongjun Lee

In this paper, we propose a new type censoring scheme named a generalized adaptive progressive hybrid censoring scheme (GenAdPrHyCS). In this new type censoring scheme, the experiment is assured to stop at a pre-assigned time. This censoring scheme is designed to correct the drawbacks in the AdPrHyCS. Furthermore, we discuss inference for one parameter exponential distribution (ExD) under GenAdPrHyCS. We derive the moment generating function of the maximum likelihood estimator (MLE) of scale parameter of ExD and the resulting lower confidence bound under GenAdPrHyCS.


Energies ◽  
2019 ◽  
Vol 12 (7) ◽  
pp. 1277
Author(s):  
Dong Qin ◽  
Yuhao Wang ◽  
Tianqing Zhou

The exact performance of amplify-and-forward (AF) bidirectional relay systems is studied in generalized and versatile Nakagami-m fading channels, where the parameter m is an arbitrary positive number. We consider three relaying modes: two, three, and four time slot bidirectional relaying. Closed form expressions of the moment generating function (MGF), higher order moments of signal-to-noise ratio (SNR), ergodic capacity, and average signal error probability (SEP) are derived, which are different from previous works. The obtained expressions are very concise, easy to calculate, and evaluated instantaneously without a complex summation operation, in contrast to the nested multifold numerical integrals and truncated infinite series expansions used in previous work, which lead to computational inefficiency, especially when the fading parameter m increases. Simulation results corroborate the correctness and tightness of the theoretical analysis.


1968 ◽  
Vol 64 (2) ◽  
pp. 481-483 ◽  
Author(s):  
J. K. Wani

In this paper we give a characterization theorem for a subclass of the exponential family whose probability density function is given bywhere a(x) ≥ 0, f(ω) = ∫a(x) exp (ωx) dx and ωx is to be interpreted as a scalar product. The random variable X may be an s-vector. In that case ω will also be an s-vector. For obvious reasons we will call (1) as the linear exponential family. It is easy to verify that the moment generating function (m.g.f.) of (1) is given by


2003 ◽  
Vol 17 (4) ◽  
pp. 527-543
Author(s):  
Parijat Dube ◽  
Eitan Altman

We analyze a feedback system consisting of a finite buffer fluid queue and a responsive source. The source alternates between silence periods and active periods. At random epochs of times, the source becomes ready to send a burst of fluid. The length of the bursts (length of the active periods) are independent and identically distributed with some general distribution. The queue employs a threshold discarding policy in the sense that only those bursts at whose commencement epoch (the instant at which the source is ready to send) the workload (i.e., the amount of fluid in the buffer) is less than some preset threshold are accepted. If the burst is rejected then the source backs off from sending. We work within the framework of Poisson counter-driven stochastic differential equations and obtain the moment generating function and hence the probability density function of the stationary workload process. We then comment on the stability of this fluid queue. Our explicit characterizations will further provide useful insights and “engineering” guidelines for better network designing.


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