Probability and Random Processes Second Edition
نویسندگان
چکیده
Introduction In the last two chapters we will discuss two applications for probability modeling. In this chapter Probability modeling in Traffic Engineering will be addressed and in the next chapter Probability modeling in Medical Imaging will be addressed. The design of telephone switching system and networks in the early 1900's took into consideration the random arrival pattern of customers initiating the calls and the random durations that the telephone lines were occupied. The resources required to satisfy a prescribed quality of service to the customers were determined by the application of queuing theory, a sub-field of applied probability. Teletraffic engineering is the application of this theory to the sizing and building of telephone systems and networks [1]. Traffic engineering has since been extended to size and evaluate digital voice and data communication networks [2]. This problem continues to be relevant as nearly 3 billion people around the world, about 40% of the world's population will have access to the Internet and its diverse applications by the end of 2014 [14]. The random pattern of the Internet user's access to applications on the data network can be quite different from that of the telephone customers. The characterization of Internet traffic has been a challenging problem in the twenty years since the commercialization of the network infrastructure and the distribution of information through the World Wide Web. The identification and application of stochastic models for traffic generated from various voice, video and data applications continues to be an important engineering problem for the current and future generations of communications networks. The performance of telephone networks has however been well managed and controlled based on a class of queueing models that capture fairly accurately the random arrival times and call holding times of telephone users. The probabilistic descriptions of two such models, both assuming Poisson arrivals but distinctly different holding times, one exponentially distributed and the other being deterministic are presented in detail in this chapter. The public switched telephone network, engineered to perform with exemplary precision, is a classic example of how an appropriate stochastic model of customer behavior can lead to robust probabilistic metrics that guarantee the required grade of service (GOS). In 1909 Erlang [3,4] proposed that a Poisson process described well the random arrival pattern of telephone calls. He also determined that the call holding time was an exponentially distributed random variable. His models were based on the assumption …
منابع مشابه
Second Moment of Queue Size with Stationary Arrival Processes and Arbitrary Queue Discipline
In this paper we consider a queuing system in which the service times of customers are independent and identically distributed random variables, the arrival process is stationary and has the property of orderliness, and the queue discipline is arbitrary. For this queuing system we obtain the steady state second moment of the queue size in terms of the stationary waiting time distribution of a s...
متن کاملروشی جدید برای تخمین همزمان تاخیر و داپلر از تابع ابهام: تلفیق فرآیندهای تصادفی و پردازش های مکانی برای حذف کلاتر و نویز
In this paper a new method is introduced for jointly delay and doppler estimation in ambiguity function based radars. In this method firstly each cell of ambiguity function is considered as a random variable, then an stochastic processes is estimated for each cell based on its value during consecutive radar scans. In the second step the ambiguity function is divided to high probability target a...
متن کاملOn the Second Order Behaviour of the Bootstrap of L_1 Regression Estimators
We consider the second-order asymptotic properties of the bootstrap of L_1 regression estimators by looking at the difference between the L_1 estimator and its first-order approximation, where the latter is the minimizer of a quadratic approximation to the L_1 objective function. It is shown that the bootstrap distribution of the normed difference does not converge (eit...
متن کاملSSJ: Stochastic Simulation in Java Overview
SSJ is a Java library for stochastic simulation, developed in the Département d'Informa-tique et de Recherche Opérationnelle (DIRO), at the Université de Montréal. It provides facilities for generating uniform and nonuniform random variates, computing different measures related to probability distributions, performing goodness-of-fit tests, applying quasi-Monte Carlo methods, collecting statist...
متن کامل