Fast Estimation of the Statistics of Excessive Backlogs in Tandem Networks of Queues
نویسنده
چکیده
The estimation of the statistics of buffer overflows in networks of queues is inherently costly, simply because of the rarity of these events. This paper presents two eztensions to the known theory for finding optimal transformations for simulating such networks. The first is a direct proof of the asymptotic (as buffer size becomes large) optimality of ezchanging the arrival and service rates in the simulation of an M/M/1 queue under the assumption that the arrival and service rates of the simulation system are state-independent. The second eztension is a proof, using large deviations theory, that a similar technique can be used for tandem networks of queues. This transformation is also shown to be unique.
منابع مشابه
Longest Path in Networks of Queues in the Steady-State
Due to the importance of longest path analysis in networks of queues, we develop an analytical method for computing the steady-state distribution function of longest path in acyclic networks of queues. We assume the network consists of a number of queuing systems and each one has either one or infinite servers. The distribution function of service time is assumed to be exponential or Erlang. Fu...
متن کاملFast simulation of buffer overflows in tandem networks of GZ/GZ/ 1 queues*
Simply b & w of iheir rarity; theestimation of the statistic8 of buffer overflows in welldimensioned aueueine networks via direct skulation is extr&v costh. One technique that &be used to reduce this cost is importance samplf&, and it has been shown previously that Iarge deviations theory on be used in conjunction with importance sampling to minimize the required simulation time. In this paper,...
متن کاملEstimation of Products Final Price Using Bayesian Analysis Generalized Poisson Model and Artificial Neural Networks
Estimating the final price of products is of great importance. For manufacturing companies proposing a final price is only possible after the design process over. These companies propose an approximate initial price of the required products to the customers for which some of time and money is required. Here using the existing data of already designed transformers and utilizing the bayesian anal...
متن کاملRobust state estimation in power systems using pre-filtering measurement data
State estimation is the foundation of any control and decision making in power networks. The first requirement for a secure network is a precise and safe state estimator in order to make decisions based on accurate knowledge of the network status. This paper introduces a new estimator which is able to detect bad data with few calculations without need for repetitions and estimation residual cal...
متن کاملMulti-Area State Estimation Based on PMU Measurements in Distribution Networks
State estimation in the energy management center of active distribution networks has attracted many attentions. Considering an increase in complexity and real-time management of active distribution networks and knowing the network information at each time instant are necessary. This article presents a two-step multi-area state estimation method in balanced active distribution networks. The prop...
متن کامل