Large Deviations For Performance Analysis

Author : Alan Weiss
Publisher : Routledge
ISBN 13 : 0429846878
Total Pages : 556 pages
Book Rating : 4.78/5 ( download)

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Download or read book Large Deviations For Performance Analysis written by Alan Weiss and published by Routledge. This book was released on 2019-03-07 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in 1995, Large Deviations for Performance Analysis consists of two synergistic parts. The first half develops the theory of large deviations from the beginning, through recent results on the theory for processes with boundaries, keeping to a very narrow path: continuous-time, discrete-state processes. By developing only what is needed for the applications, the theory is kept to a manageable level, both in terms of length and in terms of difficulty. Within its scope, the treatment is detailed, comprehensive and self-contained. As the book shows, there are sufficiently many interesting applications of jump Markov processes to warrant a special treatment. The second half is a collection of applications developed at Bell Laboratories. The applications cover large areas of the theory of communication networks: circuit switched transmission, packet transmission, multiple access channels, and the M/M/1 queue. Aspects of parallel computation are covered as well including, basics of job allocation, rollback-based parallel simulation, assorted priority queueing models that might be used in performance models of various computer architectures, and asymptotic coupling of processors. These applications are thoroughly analysed using the tools developed in the first half of the book.

Author :
Publisher :
ISBN 13 :
Total Pages : 59 pages
Book Rating : 4.58/5 ( download)

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Download or read book Large Deviations for Performance Analysis written by and published by . This book was released on 1998 with total page 59 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Adam Shwartz
Publisher :
ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.70/5 ( download)

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Download or read book Large deviations for performance analysis written by Adam Shwartz and published by . This book was released on 1996 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Michel Mandjes
Publisher : John Wiley & Sons
ISBN 13 : 9780470515082
Total Pages : 336 pages
Book Rating : 4.82/5 ( download)

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Download or read book Large Deviations for Gaussian Queues written by Michel Mandjes and published by John Wiley & Sons. This book was released on 2007-04-30 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent years the significance of Gaussian processes to communication networks has grown considerably. The inherent flexibility of the Gaussian traffic model enables the analysis, in a single mathematical framework, of systems with both long-range and short-range dependent input streams. Large Deviations for Gaussian Queues demonstrates how the Gaussian traffic model arises naturally, and how the analysis of the corresponding queuing model can be performed. The text provides a general introduction to Gaussian queues, and surveys recent research into the modelling of communications networks. Coverage includes: Discussion of the theoretical concepts and practical aspects related to Gaussian traffic models. Analysis of recent research asymptotic results for Gaussian queues, both in the large-buffer and many-sources regime. An emphasis on rare-event analysis, relying on a variety of asymptotic techniques. Examination of single-node FIFO queuing systems, as well as queues operating under more complex scheduling disciplines, and queuing networks. A set of illustrative examples that directly relate to important practical problems in communication networking. A large collection of instructive exercises and accompanying solutions. Large Deviations for Gaussian Queues assumes minimal prior knowledge. It is ideally suited for postgraduate students in applied probability, operations research, computer science and electrical engineering. The book’s self-contained style makes it perfect for practitioners in the communications networking industry and for researchers in related areas.

Author : Frank Hollander
Publisher : American Mathematical Soc.
ISBN 13 : 9780821844359
Total Pages : 164 pages
Book Rating : 4.50/5 ( download)

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Download or read book Large Deviations written by Frank Hollander and published by American Mathematical Soc.. This book was released on 2000 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt: Offers an introduction to large deviations. This book is divided into two parts: theory and applications. It presents basic large deviation theorems for i i d sequences, Markov sequences, and sequences with moderate dependence. It also includes an outline of general definitions and theorems.

Author : Amir Dembo
Publisher : Springer Science & Business Media
ISBN 13 : 3642033113
Total Pages : 409 pages
Book Rating : 4.17/5 ( download)

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Download or read book Large Deviations Techniques and Applications written by Amir Dembo and published by Springer Science & Business Media. This book was released on 2009-11-03 with total page 409 pages. Available in PDF, EPUB and Kindle. Book excerpt: Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. Amir Dembo and Ofer Zeitouni, two of the leading researchers in the field, provide an introduction to the theory of large deviations and applications at a level suitable for graduate students. The mathematics is rigorous and the applications come from a wide range of areas, including electrical engineering and DNA sequences. The second edition, printed in 1998, included new material on concentration inequalities and the metric and weak convergence approaches to large deviations. General statements and applications were sharpened, new exercises added, and the bibliography updated. The present soft cover edition is a corrected printing of the 1998 edition.

Author : Amarjit Budhiraja
Publisher : Springer
ISBN 13 : 1493995790
Total Pages : 574 pages
Book Rating : 4.90/5 ( download)

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Download or read book Analysis and Approximation of Rare Events written by Amarjit Budhiraja and published by Springer. This book was released on 2019-08-10 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. A feature of the book is the systematic use of variational representations for quantities of interest such as normalized logarithms of probabilities and expected values. By characterizing a large deviation principle in terms of Laplace asymptotics, one converts the proof of large deviation limits into the convergence of variational representations. These features are illustrated though their application to a broad range of discrete and continuous time models, including stochastic partial differential equations, processes with discontinuous statistics, occupancy models, and many others. The tools used in the large deviation analysis also turn out to be useful in understanding Monte Carlo schemes for the numerical approximation of the same probabilities and expected values. This connection is illustrated through the design and analysis of importance sampling and splitting schemes for rare event estimation. The book assumes a solid background in weak convergence of probability measures and stochastic analysis, and is suitable for advanced graduate students, postdocs and researchers.

Author : Demetres D. Kouvatsos
Publisher : Springer Science & Business Media
ISBN 13 : 3642027415
Total Pages : 1073 pages
Book Rating : 4.13/5 ( download)

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Download or read book Network Performance Engineering written by Demetres D. Kouvatsos and published by Springer Science & Business Media. This book was released on 2011-05-09 with total page 1073 pages. Available in PDF, EPUB and Kindle. Book excerpt: During recent years a great deal of progress has been made in performance modelling and evaluation of the Internet, towards the convergence of multi-service networks of diverging technologies, supported by internetworking and the evolution of diverse access and switching technologies. The 44 chapters presented in this handbook are revised invited works drawn from PhD courses held at recent HETNETs International Working Conferences on Performance Modelling and Evaluation of Heterogeneous Networks. They constitute essential introductory material preparing the reader for further research and development in the field of performance modelling, analysis and engineering of heterogeneous networks and of next and future generation Internets. The handbook aims to unify relevant material already known but dispersed in the literature, introduce the readers to unfamiliar and unexposed research areas and, generally, illustrate the diversity of research found in the high growth field of convergent heterogeneous networks and the Internet. The chapters have been broadly classified into 12 parts covering the following topics: Measurement Techniques; Traffic Modelling and Engineering; Queueing Systems and Networks; Analytic Methodologies; Simulation Techniques; Performance Evaluation Studies; Mobile, Wireless and Ad Hoc Networks, Optical Networks; QoS Metrics and Algorithms; All IP Convergence and Networking; Network Management and Services; and Overlay Networks.

Author : Cheng-Shang Chang
Publisher : Springer Science & Business Media
ISBN 13 : 1447104595
Total Pages : 402 pages
Book Rating : 4.99/5 ( download)

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Download or read book Performance Guarantees in Communication Networks written by Cheng-Shang Chang and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: Providing performance guarantees is one of the most important issues for future telecommunication networks. This book describes theoretical developments in performance guarantees for telecommunication networks from the last decade. Written for the benefit of graduate students and scientists interested in telecommunications-network performance this book consists of two parts. The first introduces the recently-developed filtering theory for providing deterministic (hard) guarantees, such as bounded delay and queue length. The filtering theory is developed under the min-plus algebra, where one replaces the usual addition with the min operator and the usual multiplication with the addition operator. As in the classical linear system theory, the filtering theory treats an arrival process (or a departure process ) as a signal and a network element as a system. Network elements, including traffic regulators and servers, can be modelled as linear filters under the min-plus algebra, and they can be joined by concatenation, "filter bank summation", and feedback to form a composite network element. The problem of providing deterministic guarantees is equivalent to finding the impulse response of composite network elements. This section contains material on: - (s, r)-calculus - Filtering theory for deterministic traffic regulation, service guarantees and networks with variable-length packets - Traffic specification - Networks with multiple inputs and outputs - Constrained traffic regulation The second part of the book addresses stochastic (soft) guarantees, focusing mainly on tail distributions of queue lengths and packet loss probabilities and contains material on: - (s(q), r(q))-calculus and q-envelope rates - The large deviation principle - The theory of effective bandwidth The mathematical theory for stochastic guarantees is the theory of effective bandwidth. Based on the large deviation principle, the theory of effective bandwidth provides approximations for the bandwidths required to meet stochastic guarantees for both short-range dependent inputs and long-range dependent inputs.

Author : Po-Ning Chen
Publisher :
ISBN 13 :
Total Pages : 232 pages
Book Rating : 4.04/5 ( download)

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Download or read book Large Deviations Approaches to Performance Analysis of Distributed Detection Systems written by Po-Ning Chen and published by . This book was released on 1994 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: