Virtual Queuing: An Efficient Algorithm for Bandwidth Management in Resilient Packet Rings

Size: px
Start display at page:

Download "Virtual Queuing: An Efficient Algorithm for Bandwidth Management in Resilient Packet Rings"

Transcription

1 Virtual Queuig: A Efficiet Algorithm for Badwidth Maagemet i Resiliet Packet Rigs Arash Shokrai, Siavash Khorsadi, Ioais Lambadaris, ad Lutful Kha Broadbad Network Laboratory Departmet of Systems ad Computer Egieerig, Carleto Uiversity, Ottawa, Caada {shokrai, khorsad, ioais}@sce.carleto.ca, lkha@radialik.com Abstract- Resiliet Packet Rig (RPR) is beig devised as part of IEEE stadard, where fairess i badwidth allocatio amog rig odes, efficiecy i resource utilizatio, ad a low computatioal complexity are the mai requiremets. Although recet efforts have improved the performace of the RPR fairess algorithms to have acceptable steady-state behavior, we demostrate that curret algorithms suffer from extreme ufairess ad throughput loss i some dyamic traffic scearios. I this paper 1, we address the badwidth maagemet i RPR. First, we propose a geeral fairess model for packet rigs. The, a ew algorithm for badwidth maagemet i RPR called Virtual Queuig () is itroduced. We study the fairess properties of algorithm both aalytically ad with simulatio results. Compared to the RPR stadard fairess algorithms that suffer from a throughput loss of up to 28% i some cases, the throughput loss with is less tha 2%. Comparig to aother algorithm, called Distributed Virtual-time Schedulig i Rigs (DVSR), has a lower computatioal complexity ad a better performace i a dyamic traffic eviromet. We show that the average throttled rate of the head ode i a cogestio spa ca be up to 8% for DVSR. With, it is less tha 4% i all cases. I. INTRODUCTION Resiliet Packet Rig (RPR) IEEE techology is a ew MAC layer for metro-rig etworks [1], [2]. It is aimed to provide high throughput, fault tolerace, ad spatial reuse i a rig etwork. Spatial reuse, which is multiple cocurret trasmissios over differet parts of the rig, is provided i RPR by packet removal at the destiatios. However, spatial reuse ca result i cogestio, ad cosequetly ufairess amog differet odes i accessig the rig badwidth. Hece, a badwidth allocatio mechaism is required to esure fairess amog RPR odes. Fairess i rig etworks has bee of particular attetio [3]-[5]. It is also the mai challege i RPR [6]. The Badwidth maagemet i RPR is based o the cocept of explicit rate feedback. Whe a RPR ode (statio) becomes cogested, it calculates a fair rate ad advertises it through a cotrol message to its upstream odes cotributig to the cogestio. Whe the upstream odes receive the fair rate, they adjust the rate of their local traffic accordigly. As a result, the cogested ode will be able to add more of its local traffic to the rig. 1 This research was supported by a grat from Commuicatios ad Iformatio Techology Otario (CITO). The mai proposed RPR fairess algorithms are the RPR draft stadard algorithm, which operates i Aggressive Mode (RPR-AM) or Coservative Mode (RPR-CM), ad Distributed Virtual-time Schedulig i Rigs (DVSR) [1], [6], [7]. RPR- AM ad RPR-CM algorithms suffer from extreme ufairess ad throughput loss i some dyamic traffic scearios. I particular, RPR-AM algorithm suffers from permaet oscillatios ad RPR-CM has a low covergece speed, which results i throughput loss i some ubalaced traffic scearios [6]. DVSR is aother fairess algorithm that performs the badwidth allocatio based o the cocept of virtual-time. Compared to RPR-AM ad RPR-CM algorithms, DVSR coverges much faster. However, i a dyamic traffic eviromet, it ca result i overestimatio of the local fair rate ad extreme starvatio ad ufairess at the local ode. I this paper, first we itroduce a ew fairess model for packet rigs that is a geeralizatio of Rig Igress Aggregated with Spatial reuse (RIAS) fairess model i [6]. The, we propose a ew algorithm called Virtual Queuig () for fair rate calculatio i RPR with a lower computatioal complexity, better fairess properties, ad the same covergece scale as DVSR. The rest of this paper is orgaized as follows. I Sectio II, the RPR ode architecture is explaied ad a ew mathematical model for fairess i RPR is proposed. The the performace of the curret RPR algorithms is evaluated. I Sectio III, we preset Virtual Queuig algorithm ad characterize its properties. Sectio IV cotais our simulatio results, ad coclusios are draw i Sectio V. II. AN OVERVIEW OF RESILIENT PACKET RING A. RPR Node Architecture The rig i RPR is bidirectioal ad cosists of two uidirectioal couter-rotatig riglets. Fig. 1 illustrates the geeral RPR ode architecture, where oly the traffic of oe of the riglets is show. At each ode, the arrivig traffic from the rig is dropped if destied to that ode. Otherwise, it is forwarded to the trasit buffer. The trasit buffer may be implemeted i two modes: sigle queue or dual queue. I sigle queue mode, the Low Priority (LP) ad High Priority (HP) trasit packets are forwarded ito a sigle queue. I this mode, the scheduler gives the service priority to the trasit traffic over the local traffic, which guaratees a lossless rig /5/$2. (C) 25 IEEE 982

2 Iput Lik Traffic from Rig Cotrol Messages Drop Traffic Trasit Buffer Rate Cotroller Fairess Module LP Local Buffer Add I Traffic Scheduler HP Local Buffer Fig. 1. The RPR ode architecture Output Lik Traffic to Rig I dual queue mode, there are two trasit queues for HP ad LP trasit traffic to improve the delay performace of the HP traffic [8]. I this mode, the scheduler gives the highest priority to the HP trasit traffic. The, packets from local buffers are forwarded prior to packets from the LP trasit queue. Whe the LP trasit queue is almost full, the scheduler gives the service priority to the trasit queues over the local buffers. A RPR ode with a sigle trasit queue is cogested, whe the utilizatio at the output lik of its scheduler exceeds a certai threshold (e.g. 95% of the available badwidth of the lik) or if its local traffic experieces a log delay to access oto the rig. I dual queue mode, cogestio is triggered whe the LP trasit queue depth exceeds a threshold. Note that i RPR, HP traffic has a reserved badwidth throughout the rig. Hece, we do ot cosider HP traffic i our discussios i this paper. LP traffic is called fairess eligible (FE) as its rate is cotrolled by the fairess algorithm. B. Fairess Model I this sectio, we propose a fairess model for packet rigs that is a geeralizatio of RIAS fairess model i [6]. The stated objective of the badwidth maagemet mechaism i RPR is to provide per-statio fairess i utilizig the rig badwidth. Give the same per-statio weights (or priority) ad the same badwidth demads, the rig badwidth should be equally divided amog the competig statios. Let us deote a source-destiatio flow from ode i to ode j by f(i,j) ad a Igress Aggregated (IA) super-flow trasitig ode ad origiated at ode i by sf(i,). The rig badwidth maagemet cosists of two compoets: 1) Rig behavior: It deals with calculatig a fair rate at each ode i order to maitai iter-statio fairess. From a fairess poit of view, IA super-flows are visible ad ot the idividual source-destiatio flows. The advertised fair rates regulate the rate of IA super-flows so that oe of the statios suffers from starvatio. 2) Source behavior: It deals with itra-statio fairess ad allocatig the badwidth to the idividual flows at each ode based o the received fair rates from dowstream odes. Source behavior should be optimized to maximize spatial reuse i the rig. That is, if some of log-haul flows face cogestio, other flows destied to the odes before the cogestio poit must be able to claim the uused badwidth. However, fairess i the rig should ot deped o ay particular assumptio o the source behavior. RIAS fairess assumes a maximal spatial reuse source behavior. I the followig, we provide a alterative fairess defiitio that does ot have this costrait. Let C be the available badwidth o a lik, also called ureserved_rate, r i be the rate of sf(i,), ad F be the local fair rate at ode. Note that r i is a o-icreasig fuctio of, that is, r i r +1 i. I the particular case whe =i, r represets the total rate of local fairess eligible traffic measured after the local rate cotrollers (shapers). Defiitio 1: The set of rates F={F, } ad alteratively the matrix of super-flow rates R={r i, i,} are defied to be fair if they meet the followig criteria simultaeously: r i F, i,, F = max_mi * (C, { r i, i}) = max_mi(c, {r i, i})+α [C i r i ] +, (1) where [x] + =max{x,} ad <α 1. The distictio betwee max_mi * ad max_mi is essetial. Whe the badwidth is ot utilized, max_mi * results i a value that is larger tha the rate of ay of the curret super-flows. This is cotrolled by parameter α. For α >, the uused badwidth ca be claimed by the backlogged flows. As a result, ay backlogged superflow will have a bottleeck ode m, where i r m i = C. Let us assume that the local traffic is buffered o a perdestiatio basis at each statio ad r i,j be the service rate of queue j at ode i. We have r i = j > r i,j ad the set of rates {r i,j, j} is called feasible if j > r i,j F, i,. A example of a feasible source behavior is r i,j mi i<<j {F /N (i)}, where N (i) is the umber of flows at ode origiated at statio i. More details about this fairess model ca be foud i [1]. Example 1: Let us cosider the sceario i Fig. 2 ad assume a fair behavior at the rig level ad that all flows are backlogged. Flow f(1,3) is facig cogestio i the dowstream ad ca sed oly at 4% of the lik capacity. Let F 2 =F 3 =.5. With a maximal feasible source behavior, we have r 1,3 =.4, r 1,4 =.46, ad r 2,4 =.5. With the source behavior, which is give above as a example of a feasible behavior, we have r 1,3 =.4, r 1,4 =.25, r 2,4 =.5. This is ot a fair solutio sice (1) is ot satisfied for =2 ad =3, that requires F 2 >.5 ad F 3 >.5. The solutio that satisfies (1) is F 2 =F 3 =.64, r 1,3 =.4, r 1,4 =.32, ad r 2,4 =.64. From a rig poit of view, this is also a fair solutio. C. Curret RPR Fairess Algorithms 1) RPR-AM: Let add-rate be the isertio rate of FE traffic at the local ode ad forward_rate be the service rate of its trasit traffic, which are measured by each ode over a fixed time-iterval legth of T secods called agig_iterval (or Co- f (1,3) f (1,4) f (2,4) r 1,3=.4 Fig. 2. A sceario to compare feasible ad maximally feasible source behaviors 983

3 trol Iterval). At the ed of each agig_iterval, a RPR ode checks its cogestio status. I RPR-AM, a cogested ode advertises the low-pass-filtered of its add_rate as the fair rate to its upstream odes. The low-pass-filterig is a expoetial averagig with parameter lpcoef as explaied i [7]. Whe cogestio clears the fair rate is set to uesereved_rate, C. The odes i the cogestio spa directly apply the received fair rates to their local FE traffic, if it is less tha C. Otherwise, their allowed isertio rate for FE traffic is ramped up. 2) RPR-CM: I Coservative Mode, whe cogestio is detected for the first time, the local fair rate is set to a iitial value of C divided by the umber of active statios. A active statio is the oe that has trasmitted at least oe packet over the past agig_iterval. This fair rate is advertised to the upstream odes. If the cogested ode remais cogested ad add_rate+forward_rate is greater tha a high threshold (e.g..95 C), the fair rate is ramped dow. If add_rate+forward_rate is less tha a low threshold (e.g..8 C), the fair rate is ramped up. This process is iterated oly oce i every fairess roud trip time (FRTT) to allow the etwork to settle with the ew rates. 3) DVSR: I DVSR, rates of idividual IA flows are measured. The fair rate is calculated as a fuctio of these measured rates. Hece, a better decisio i terms of the fair rate calculatio is made at the expese of further complexity of measurig per-flow rates. Assume a arbitrary ode, ad let r i be the arrival rate of traffic to ode origiatig at ode i icludig ode. It ca be show that the DVSR fair rate, F, satisfies the followig coditios [6]: F max{ ri } + ( C r if r < C i i ), i i, (2) = ( C r I otherwise r < F i ) / i, where I is the umber of flows with rates more tha or equal to F, that is, I = {i: r i F }. This is i fact a max-mi* operatio o the observed traffic rates of the statios. It is implicitly assumed that r i represets the badwidth demad of statio i. Note that F caot simply be calculated from (2) as it has a recursive form. The algorithm for calculatio of the fair rate i DVSR requires a sort ad a loop operatio with complexity O(Nlog 2 N), where N is the umber of IA flows at ode [6]. The complexity of RPR-AM ad RPR-CM algorithms is ivariat of N. D. Evaluatio of the Curret RPR Fairess Algorithms i Dyamic Traffic Scearios To evaluate these schemes, we cosider the parkig lot sceario of Fig. 3, which is widely studied as a bechmark sceario [6]. I a -ode parkig lot, odes 1,2,, sed traffic to ode +1, where ode is the head ode ad ode 1 is the tail ode i the cogestio spa. We cosider a simple 2-state source model called o-off source. It fluctuates betwee a high rate, S h, ad a low rate, S l. Let T h ad T l be the sojour times of the high (o) ad the low (off) states, respectively. I the followig, we discuss the potetial performace problems i RPR-AM, RPR-CM, ad DVSR algorithms. 1) To evaluate CM-RPR algorithm, a 2-ode parkig lot sceario was cosidered. A o-off source is itroduced to the head ode (ode 2) ad ode 1 ca sed at C. The simulatio parameters are as follows: C=1Mbps, T=1msec, lpcoef=16, rampupcoef=rampdcoef=32, S h =C/2, S l =.5Mbps, T h =2T, ad T l =T. Fig. 4 shows the output lik utilizatio at ode 2. Due to slow covergece, CM-RPR caot adapt to traffic chages quickly eough. I this case, a throughput loss of 27% is observed 2) For RPR-AM algorithm, we take the same sceario as for RPR-CM except that T l = 1T to see the impact of traffic imbalace o the throughput. Fig. 5 presets the advertised fair rate of the head ode. This rate is ot applied at the head ode accordig to the RPR stadard. Due to the oscillatios of the fair rate, a total throughput loss of 16% is observed. 3) DVSR is more vulerable to traffic variatios towards the tail. A 4-ode parkig lot sceario was cosidered. The o-off source is itroduced at the tail (ode 1), while other odes ca sed at C. We have T=1msec, S h =C/4, S l =C/1, ad T h =T l =T. Fig. 6 depicts the advertised fair rate ad also throughput of the head ode. Due to overestimatio of the fair rate, the head ode faces periodic starvatios ad has received substatially a lower share of the badwidth tha its upstream odes. The average throttled rate of the head ode is 38%. This will be further discussed i Sectio III-C. Lik Utilizatio (%C) Fair Rate (%C) 1 f (1,5) f (2,5) f (3,5) f (4,5) Fig. 3. Parkig lot sceario Time (Cotrol Iterval) Fig. 4. Lik utilizatio of the head ode i CM-RPR Time (Cotrol Iterval) Fig. 5. Oscillatios of the RPR-AM fair rate 984

4 III. Rate (Mbps) Fair Rate Rate of the Head Node Time (Cotrol Iterval) Fig. 6. The DVSR fair rate ad the rate of ode 4 VIRTUAL QUEUEING: A DISTRINUTED FAIR BANDWIDTH MANAGEMENT ALGORITHM FOR RPR A. Algorithm Descriptio I RPR, we are dealig with a distributed rate cotrol system (See Fig. 7). To achieve fairess, a global fair rate should be calculated so that if all of the rate cotrollers are set accordigly, cogestio does ot occur. The fair rate calculatio algorithm should be desiged i such a way that a distributed implemetatio with a limited complexity, speedily coverges (i a average sese) to a solutio that is close to the fair solutio. The observed traffic at a ode (r i (k)) is ot a accurate idicatio of the badwidth demad of a statio, as it is subject to costraits imposed by the advertised fair rate ad also by the limitatio of the available badwidth. Therefore, applyig max_mi * to the observed rates does ot ecessarily result i the global fairess. Several iteratios may be eeded to adjust the errors i demad estimatios. A more accurate estimatio of the demads results i a faster covergece. The average rate of the arrival process to a arbitrary ode durig cotrol iterval k is equal to r (k)= i r i (k) = i r i (k) + r (k). (3) The first term i (3) is the average rate of the trasit traffic at ode ad the secod term is the average rate of the local traffic at ode to the virtual queue, i cotrol iterval k. We have i r i (k) C ad r (k) F (k). Note that r (k) is the amout of the local traffic coformig to the curret fair rate, whether it is serviced or buffered. Therefore, r (k) C+F (k). Whe r (k) > C, the local ode does ot receive its fair share. The eligible traffic i the excess of the available badwidth is buffered at the local ode. Therefore, each ode ca be modeled as a virtual queue with a service rate of C ad the average arrival rate of r (k). Rate Cotroller D A Cogestio Spa Local Traffic Fig. 7. A distributed rate cotrol Model D Fair Rate Feedback A Virtual Queue Propositio 1: Ay rig fairess algorithm that maitais i r i (k) C,, results i a fair solutio. Proof: Assume a arbitrary ode ad let r max =max i {r i (k)}. If i r i (k)<c, we have F (k)>r max, r max =max_mi(c,{r i, i}) ad we ca fid <α 1 so that (1) is satisfied. Hece, it is a fair solutio. If i r i (k)=c, the we have F (k)=r max. I this case, we ca write r max =(C i V r i (k)) / {i: r i (k)=r max } = max_mi(c,{r i, i}), where V={i: r i (k)<r max }. As i r i (k)=c, F (k)=r max =max_mi * (C,{r i (k), i} ), which is a fair solutio based o Defiitio 1. The ramificatio of this propositio is sigificat. It idicates that ay rate cotrol mechaism that stabilizes the virtual queue at every ode will result i a fair solutio. However, a speedy covergece is the mai requiremet. We have already demostrated that performig max_mi* operatio o the observed rates may overestimate the fair rate i a dyamic traffic eviromet. I desigig algorithm, istead of takig the observed rates as the badwidth demads, all of the flows sedig at or above the curret fair rate are assumed to be backlogged. Hece, their badwidth demads over the ext cotrol period are assumed to be equal to C. The goal is to match the total arrival rate of the virtual queue at ode to the available badwidth, that is, r (k) C. is a algorithm that performs this i a simple maer. Let F (k) be the fair rate advertised by cogested ode for cotrol iterval k. We eed the followig measured parameters at ode i cotrol iterval k to calculate the fair rate for cotrol iterval k+1: - N i (k): Traffic received at cogested ode from ode i. - N (k): The maximum of local queue size ad local traffic eterig the virtual queue at ode. - E i : Total amout of arrivig traffic from ode i to cogested ode, coformig to the last advertised fair rate, F (k). - E S : Total amout of arrivig traffic from rate-limited odes. - E U : Total amout of arrivig traffic from iput-limited odes. The rate of iput-limited odes is below the advertised fair rate ad a flow is cosidered to be rate-limited if it fully utilizes its available fair share. Table 1 shows the fair rate calculatio procedure i algorithm. Table 1: fair rate calculatio algorithm N i (k) = r i (k) T N (k) = max{r (k) T, local_queue_size} E i = mi{n i, T F (k)}, i S = {i: E i T F (k)} U = {i: E i < T F (k)} E S = i S E i E U = i U E i if (E S && E U < C T) f = (C T E U )/E S (7) if (E U C T) f = (C T)/(E U +E S ) if (E S = && E U < C T) f = 1 F (k+1) = mi{f F (k), C} 985

5 This algorithm is robust with respect to the size of the cotrol iterval, T. Oly the eligible part of traffic is used i the fair rate calculatio. At the steady state, E i is equal to N i but i the trasiet period, N i ca exceed E i before the cogestio feedback takes effect. However, for the purpose of the fair rate adjustmet, the latest fair rate is applied. E S is the total amout of arrivig traffic from rate-limited odes ad E U is the total amout of arrivig traffic from iputlimited odes. Whe E S = ad E U < C T, oe of the flows is throttled. Therefore, the ode does ot eed to chage the fair rate ad the rate icrease/decrease factor, f, is equal to 1. Whe E U >C T, the fair rate is very large ad should be rapidly decreased to match the total rate of icomig traffic to the rig capacity. Whe E S > ad E U < C T, the badwidth demad of the iput-limited flows is deducted from the rig capacity ad the remaiig badwidth is divided amog the rate-limited odes. It ca be show that this is equivalet to a max_mi* operatio with a low computatioal complexity. The differece betwee ad DVSR is i settig the parameter α i (1). I DVSR it is set to 1, while i algorithm it is dyamically set to α=1 / S. Whe there are N active statios cotributig to the cogestio at ode, the fair rate will be o less tha C/N, that is, F C/N. For F (k) = C/N, we have f 1. Therefore, F (k+1) C/N. B. Rate Feedback Mechaism is a fairess algorithm desiged to work withi curret RPR framework. Whe a ode is cogested, special cotrol packets are dispatched every T secods (cotrol iterval) to carry advertised fair rates of the statios. Each statio will write its advertised fair rate i a desigated field i the cotrol packet passig through that ode. If a cotrol packet is ot received durig the past T secods, the statio creates a ew cotrol packet ad forwards it to upstream odes. The size of the cotrol iterval has a impact o the amout of cotrol overhead, which should be limited to a reasoable value. C. Characterizig Fairess Properties of From a fairess poit of view, the head ode i a cogestio spa receives the worst performace. We cosider the amout of the local traffic of the head ode throttled below its fair share to characterize the fairess properties of algorithm. The accumulated throttled traffic (ATT) of the head ode over a period of time is expressed i bytes ad is equal to the icrease i the size of the virtual queue at the head ode over that period (Fig. 7). Also, the average amout of throttled traffic of the head ode i the uit of time, < ATT >, is expressed i bps ad measures the uder-allocatio of the head ode. Let r(k) be the service rate of the local traffic of the head ode, ad F(k) be its fair share i cotrol iterval k. ATT ad < ATT > ca be calculated as follows: ATT(L) = k = 1 L (F(k) r(k)) T, (9) < ATT > (L) = k = 1 L (F(k) r(k)) /L. (1) We ca express < ATT > i percetage of the average service rate of the head ode as follows: < ATT > % = 1 < ATT > / ( k = 1 L r(k) /L). (11) The amout of throttled traffic of the head ode depeds o the etwork ad the traffic sceario. However, to draw some geeral properties, we cosider the followig three cases: steady state, where all of the flows keep their curret rates; tur-o, where some of the flows icrease their rates by C u i total; ad tur-off, where some of the flows decrease their rates by C d i total. The followig propositios provide some upper bouds for the accumulated throttled traffic (ATT) of the head ode i ad DVSR algorithms i a dyamic traffic eviromet, where the badwidth demad of the statios may icrease (tur-o) or decrease (tur-off). The proofs of these propositios are ot give i this paper due to the space limitatios. Details are available i [9]. Let N > be the umber of backlogged flows, M be the total umber of active odes, R be the rate of the local traffic of the head ode, ad g(x,y,z) =.5 ε (2+ε)/(1+ε) + x [log(mi{y,1/x}/z)/log(1+x)] +, where ε = [y/max{z,1/x} 1] +. Propositio 2: I a cogestio period, where the total demad exceeds the available badwidth, we have the followig properties for algorithm: 1) For ay cosecutive tur-o cotrol itervals (without a tur-off), where the rate of the statios icreases by C u i total, we have ATT,o < g(c/r, C/max{C/M,(C C u )/N}, N) C T. 2) For ay cosecutive tur-off cotrol itervals (without a tur-o), where the rate of the statios decreases by C d i total, we have ATT,off =. 3) Over a period of time with a tur-o ad a tur-off sequece, which is called a cycle, we have ATT,cycle < g(c/r, C/max{C/M,(C C u )/N}, N) C T C d T. Propositio 3: I a cogestio period, we have the followig properties for DVSR algorithm: 1) For ay cosecutive tur-o cotrol itervals (without a tur-off), where the rate of statios icreases by C u i total, we have ATT DVSR,o =ATT,o. 2) For a tur-off cotrol iterval where the rate of statios decreases by C d i total, it ca be show that ATT DVSR,off < g(c/r, N, N/(1+(N 1) C d /C)) C T. 3) Over a period of time with a tur-o ad a tur-off sequece, we have ATT DVSR,cycle =ATT,cycle +ATT DVSR,off ad ATT DVSR,cycle >. From Propositio 3, the accumulated throttled traffic of the head ode over a cycle is always o-zero for DVSR. Hece, we have show that the bouds give i [6] for a sigle ode caot be exteded to a multi-ode rig sceario. I fact, the ATT of the head ode may ot be bouded over a period of cogestio ad a permaet deviatio from the fair rates ca occur. However, ATT ca be zero i over a period of time. I some scearios, it may grow, but with a much slower pace compared to that of DVSR. Fig. 8 illustrates the ATT bouds of a cycle for ad DVSR with N = 3 ad M = 1 for R =.1 ad R = 1 as a fuctio of C u (= C d ). All rates are ormalized to the lik rate. A poit of dimiishig ad o retur is observed at C u =.7 for this particular case. Durig tur-o period, for C u.7 the fial fair rate ad hece ATT,o remais flat but sice C d icreases, it results i decreasig ATT,cycle for. 986

6 ATT Upper boud per cycle (CT) ATT (kbyte) DVSR, R=1, R=1 DVSR, R=.1, R= Amout of Tur o (or Tur of) (C) Fig. 8. ATT Upper boud per tur-o/tur-off cycle Simulatio Aalytical Upperboud DVSR Time (Cotrol Iterval) Fig. 9. Comparig ATT upper boud with simulatio ad aalytical results To show the tightess of the upper bouds, we compare these bouds with the aalytical ad the simulatio results for some worst-case scearios. Fig. 9 shows the results for a 4- ode parkig lot sceario of Fig. 3 with a o-off source at the tail ode. The simulatio parameters are as described i Sectio II-D. A close match betwee the model ad the simulatio results, ad a acceptable margi for the upper boud are observed. It ca be see that whe the tail ode is i the low state, ATT decreases as the head ode is able to sed more traffic tha its fair share. It should be oted that the differece betwee the upper boud ad the actual values is accumulated over time. IV. SIMULATION RESULTS We coducted simulatios i OPNET to compare the performace of, DVSR ad the RPR stadard algorithms. We cosidered 1Mbps liks with 5µsec propagatio delay (i.e., a distace of 1km betwee each pair of odes) ad cotrol iterval (T) of 1msec. Our study is cocetrated o covergece times ad fairess properties of these algorithms i overload coditios, as these coditios pose greater problems ad are more pressig. The simulatios are preformed with a small packet size of 512 bits to miimize the effect of the packet size. We cosidered a homogeeous traffic i a 4-ode parkig lot sceario (Fig. 3), where each ode 1 to 4 geerated 1Mbps of low priority traffic meaig that the etwork was overloaded to 4%. Nodes 4, 3, 2, ad 1 start sedig traffic at,.1,.2 ad.3 secods, respectively. Fig. 1 shows the ormalized service rate of the head ode i. Whe N odes are o, the fair rate is C/N. This figure shows speedy covergece i after each chage i the traffic. Rate of the Head Node (C) Covergece Time (T) Time (Cotrol Iterval) Fig. 1. Covergece of with homogeeous traffic Number of Nodes RPR AM RPR CM Fig. 11. Covergece time i the sychroized parkig lot Throughput Loss (%) RPR AM RPR CM Off time to O time Ratio Fig. 12. Comparig throughput loss of AM, CM ad Fig. 11 compares covergece times of RPR-CM, RPR-AM ad algorithm i a sychroized parkig lot sceario with 3-8 odes, where all odes start sedig traffic at the same time. I this sceario lpcoef = 16, ad rampupcoef= rampdcoef =32. The covergece time of RPR-AM decreases with the umber of odes. The reaso is that the fial fair rate decreases with the umber of odes ad it is achieved faster i low pass filterig process. However, covergece time i CM-RPR icreases with the umber of odes. It ca be see that the covergece time of is much less tha RPR- CM ad RPR-AM. Due to the slow covergece, RPR-CM ad RPR-AM algorithms result i throughput loss with dyamic traffic. Fig. 12 compares the throughput loss of these algorithms i a 2-ode parkig lot sceario, where a o-off source is itroduced at the head ode. The o-off source is geeratig 5Mbps traffic i the high state ad.5 Mbps i the low state. The upstream ode is backlogged. We have T h =5T, while T l varied from.1t h to 1T h. The throughput loss with CM-RPR is up to 28% ad with AM-RPR up to 17%. CM-RPR shows a o-mootoic behavior with off-time to o-time ratio (T l /T h ). Whe the off-time is large, RPR-CM coverges ad throughput loss is reduced. For small off-times, the released bad- 987

7 width by the dowstream ode is ot that much ad hece the loss is less. However, RPR-AM does ot coverge ad the throughput loss icreases with the off-time. I, the throughput loss is less tha 2% i all cases. To compare ad DVSR, we cosidered a 4-ode parkig lot topology (Fig. 3), where a o-off source with S h =25Mbps, S l =1Mbps, ad T h =T l is itroduced at the tail. The other odes are backlogged. I this sceario, T h +T l is chaged from 2T to 16T. Fig. 13 shows <ATT> i percetage of the average service rate of the head ode, <ATT>%. It ca be see that as T h +T l is icreased, <ATT>% reduces as DVSR coverges. I the ext sceario we keep T h +T l =2T, ad chage the umber of odes (M) from 2 to 7. The o-off source is always itroduced at the tail with S h =1/M Mbps ad S l =.5Mbps, while the other odes are backlogged. Fig. 14 shows <ATT>% for DVSR ad. It ca be see that <ATT>% i DVSR drastically grows with the umber of odes. This icrease is much less for. As it is show i Figs. 13, ad 14, the average throttled rate of the head ode i is less tha 4% i all cases. V. CONCLUSION I this paper, we first proposed a fairess model for packet rigs ad the a ew algorithm for fair rate calculatio i RPR called Virtual Queuig () was preseted. It is based o a virtual queuig model of the system. The calculated fair rate aims at stabilizig the queuig system ad maximizig the utilizatio. The covergece speed of is much better tha the RPR stadard algorithms ad is same as DVSR, while it is computatioally less complex tha DVSR, as it does ot require a sort operatio. It was also show through simulatios ad aalysis that has better fairess properties i a dyamic traffic eviromet. As such, is a powerful techique for fair ad efficiet badwidth maagemet i packet rigs. REFERENCES [1] F. Davik, M. Yelmaz, S. Gjessig ad N.Uzu, IEEE Resiliet packet rigs tutorial, IEEE Commuicatios Magazie, March 24. [2] M. Karol, ad R. Gitli, High performace optical, local ad metropolita area etworks: Ehacemets of FDDI ad IEEE 82.6 DQDB, IEEE Joural o Selected Areas i Commuicatios, vol. 8, o. 8, pp , October 199. [3] I. Cideo, ad Y. Ofek, MetaRig a full-duplex rig with fairess ad spetial reuse, IEEE Trasactio o Commuicatios, vol. 41, o. 1, pp , Jauary [4] D. Tsiag, ad G. Suwala, The Cisco SRP MAC layer protocol, IETF RFC 2892, August 2. [5] I. Cido, L. Georgiadis, R. Gueri, ad Y.Shavitt, Improved fairess algorithms for rigs with spatial reuse, IEEE/ACM Trasactios o Networkig 5(2), April [6] V. Gambiroza, P. Yua, L. Balzao, Y. Liu, S. Sheafor, ad E. Kightly, Desig, aalysis, ad implemetatio of DVSR: A fair, high performace protocol for packet rigs, IEEE/ACM Trasactios o Networkig 12(1), February 24. [7] IEEE. IEEE Stadard 82.17: Resiliet Packet Rig (D3.), November 23. [8] D. Schupke, A. Riedl, Packet trasfer delay compariso of a store-adforward ad a cut-through resiliet packet rig, Iteratioal Zurich Semiar o Broadbad Commuicatios (IZS), Zurich, Switzerlad, Februray 19-21, 22. [9] S. Khorsadi, A. Shokrai, ad I. Lambadaris, A Novel Fairess Model ad a Efficiet Algorithm for Badwidth Maagemet i Resiliet Packet Rigs, Carleto Uiversity Techical Report, August 24. [1] S. Khorsadi, A. Shokrai, ad I. Lambadaris, A New Fairess Model for Resiliet Packet Rigs, accepted for presetatio i ICC5, Seoul, Korea, May DVSR <ATT>% O/Off Period (Cotrol Iterval) Fig. 13. Comparig <ATT>% of DVSR ad for differet O-Off period 1 8 DVSR <ATT>% Number of Nodes Fig. 14. Comparig <ATT>% of DVSR ad for the differet umber of odes 988

Modified Line Search Method for Global Optimization

Modified Line Search Method for Global Optimization Modified Lie Search Method for Global Optimizatio Cria Grosa ad Ajith Abraham Ceter of Excellece for Quatifiable Quality of Service Norwegia Uiversity of Sciece ad Techology Trodheim, Norway {cria, ajith}@q2s.tu.o

More information

In nite Sequences. Dr. Philippe B. Laval Kennesaw State University. October 9, 2008

In nite Sequences. Dr. Philippe B. Laval Kennesaw State University. October 9, 2008 I ite Sequeces Dr. Philippe B. Laval Keesaw State Uiversity October 9, 2008 Abstract This had out is a itroductio to i ite sequeces. mai de itios ad presets some elemetary results. It gives the I ite Sequeces

More information

Vladimir N. Burkov, Dmitri A. Novikov MODELS AND METHODS OF MULTIPROJECTS MANAGEMENT

Vladimir N. Burkov, Dmitri A. Novikov MODELS AND METHODS OF MULTIPROJECTS MANAGEMENT Keywords: project maagemet, resource allocatio, etwork plaig Vladimir N Burkov, Dmitri A Novikov MODELS AND METHODS OF MULTIPROJECTS MANAGEMENT The paper deals with the problems of resource allocatio betwee

More information

Domain 1: Designing a SQL Server Instance and a Database Solution

Domain 1: Designing a SQL Server Instance and a Database Solution Maual SQL Server 2008 Desig, Optimize ad Maitai (70-450) 1-800-418-6789 Domai 1: Desigig a SQL Server Istace ad a Database Solutio Desigig for CPU, Memory ad Storage Capacity Requiremets Whe desigig a

More information

Recovery time guaranteed heuristic routing for improving computation complexity in survivable WDM networks

Recovery time guaranteed heuristic routing for improving computation complexity in survivable WDM networks Computer Commuicatios 30 (2007) 1331 1336 wwwelseviercom/locate/comcom Recovery time guarateed heuristic routig for improvig computatio complexity i survivable WDM etworks Lei Guo * College of Iformatio

More information

Output Analysis (2, Chapters 10 &11 Law)

Output Analysis (2, Chapters 10 &11 Law) B. Maddah ENMG 6 Simulatio 05/0/07 Output Aalysis (, Chapters 10 &11 Law) Comparig alterative system cofiguratio Sice the output of a simulatio is radom, the comparig differet systems via simulatio should

More information

Determining the sample size

Determining the sample size Determiig the sample size Oe of the most commo questios ay statisticia gets asked is How large a sample size do I eed? Researchers are ofte surprised to fid out that the aswer depeds o a umber of factors

More information

Characterizing End-to-End Packet Delay and Loss in the Internet

Characterizing End-to-End Packet Delay and Loss in the Internet Characterizig Ed-to-Ed Packet Delay ad Loss i the Iteret Jea-Chrysostome Bolot Xiyu Sog Preseted by Swaroop Sigh Layout Itroductio Data Collectio Data Aalysis Strategy Aalysis of packet delay Aalysis of

More information

CHAPTER 3 THE TIME VALUE OF MONEY

CHAPTER 3 THE TIME VALUE OF MONEY CHAPTER 3 THE TIME VALUE OF MONEY OVERVIEW A dollar i the had today is worth more tha a dollar to be received i the future because, if you had it ow, you could ivest that dollar ad ear iterest. Of all

More information

How to read A Mutual Fund shareholder report

How to read A Mutual Fund shareholder report Ivestor BulletI How to read A Mutual Fud shareholder report The SEC s Office of Ivestor Educatio ad Advocacy is issuig this Ivestor Bulleti to educate idividual ivestors about mutual fud shareholder reports.

More information

*The most important feature of MRP as compared with ordinary inventory control analysis is its time phasing feature.

*The most important feature of MRP as compared with ordinary inventory control analysis is its time phasing feature. Itegrated Productio ad Ivetory Cotrol System MRP ad MRP II Framework of Maufacturig System Ivetory cotrol, productio schedulig, capacity plaig ad fiacial ad busiess decisios i a productio system are iterrelated.

More information

Analyzing Longitudinal Data from Complex Surveys Using SUDAAN

Analyzing Longitudinal Data from Complex Surveys Using SUDAAN Aalyzig Logitudial Data from Complex Surveys Usig SUDAAN Darryl Creel Statistics ad Epidemiology, RTI Iteratioal, 312 Trotter Farm Drive, Rockville, MD, 20850 Abstract SUDAAN: Software for the Statistical

More information

Capacity of Wireless Networks with Heterogeneous Traffic

Capacity of Wireless Networks with Heterogeneous Traffic Capacity of Wireless Networks with Heterogeeous Traffic Migyue Ji, Zheg Wag, Hamid R. Sadjadpour, J.J. Garcia-Lua-Aceves Departmet of Electrical Egieerig ad Computer Egieerig Uiversity of Califoria, Sata

More information

Systems Design Project: Indoor Location of Wireless Devices

Systems Design Project: Indoor Location of Wireless Devices Systems Desig Project: Idoor Locatio of Wireless Devices Prepared By: Bria Murphy Seior Systems Sciece ad Egieerig Washigto Uiversity i St. Louis Phoe: (805) 698-5295 Email: bcm1@cec.wustl.edu Supervised

More information

CHAPTER 3 DIGITAL CODING OF SIGNALS

CHAPTER 3 DIGITAL CODING OF SIGNALS CHAPTER 3 DIGITAL CODING OF SIGNALS Computers are ofte used to automate the recordig of measuremets. The trasducers ad sigal coditioig circuits produce a voltage sigal that is proportioal to a quatity

More information

On the Capacity of Hybrid Wireless Networks

On the Capacity of Hybrid Wireless Networks O the Capacity of Hybrid ireless Networks Beyua Liu,ZheLiu +,DoTowsley Departmet of Computer Sciece Uiversity of Massachusetts Amherst, MA 0002 + IBM T.J. atso Research Ceter P.O. Box 704 Yorktow Heights,

More information

COMPARISON OF THE EFFICIENCY OF S-CONTROL CHART AND EWMA-S 2 CONTROL CHART FOR THE CHANGES IN A PROCESS

COMPARISON OF THE EFFICIENCY OF S-CONTROL CHART AND EWMA-S 2 CONTROL CHART FOR THE CHANGES IN A PROCESS COMPARISON OF THE EFFICIENCY OF S-CONTROL CHART AND EWMA-S CONTROL CHART FOR THE CHANGES IN A PROCESS Supraee Lisawadi Departmet of Mathematics ad Statistics, Faculty of Sciece ad Techoology, Thammasat

More information

Research Method (I) --Knowledge on Sampling (Simple Random Sampling)

Research Method (I) --Knowledge on Sampling (Simple Random Sampling) Research Method (I) --Kowledge o Samplig (Simple Radom Samplig) 1. Itroductio to samplig 1.1 Defiitio of samplig Samplig ca be defied as selectig part of the elemets i a populatio. It results i the fact

More information

Taking DCOP to the Real World: Efficient Complete Solutions for Distributed Multi-Event Scheduling

Taking DCOP to the Real World: Efficient Complete Solutions for Distributed Multi-Event Scheduling Taig DCOP to the Real World: Efficiet Complete Solutios for Distributed Multi-Evet Schedulig Rajiv T. Maheswara, Milid Tambe, Emma Bowrig, Joatha P. Pearce, ad Pradeep araatham Uiversity of Souther Califoria

More information

INVESTMENT PERFORMANCE COUNCIL (IPC)

INVESTMENT PERFORMANCE COUNCIL (IPC) INVESTMENT PEFOMANCE COUNCIL (IPC) INVITATION TO COMMENT: Global Ivestmet Performace Stadards (GIPS ) Guidace Statemet o Calculatio Methodology The Associatio for Ivestmet Maagemet ad esearch (AIM) seeks

More information

Estimating Probability Distributions by Observing Betting Practices

Estimating Probability Distributions by Observing Betting Practices 5th Iteratioal Symposium o Imprecise Probability: Theories ad Applicatios, Prague, Czech Republic, 007 Estimatig Probability Distributios by Observig Bettig Practices Dr C Lych Natioal Uiversity of Irelad,

More information

Confidence Intervals for One Mean

Confidence Intervals for One Mean Chapter 420 Cofidece Itervals for Oe Mea Itroductio This routie calculates the sample size ecessary to achieve a specified distace from the mea to the cofidece limit(s) at a stated cofidece level for a

More information

INVESTMENT PERFORMANCE COUNCIL (IPC) Guidance Statement on Calculation Methodology

INVESTMENT PERFORMANCE COUNCIL (IPC) Guidance Statement on Calculation Methodology Adoptio Date: 4 March 2004 Effective Date: 1 Jue 2004 Retroactive Applicatio: No Public Commet Period: Aug Nov 2002 INVESTMENT PERFORMANCE COUNCIL (IPC) Preface Guidace Statemet o Calculatio Methodology

More information

Research Article Rate-Based Active Queue Management for TCP Flows over Wired and Wireless Networks

Research Article Rate-Based Active Queue Management for TCP Flows over Wired and Wireless Networks Hidawi Publishig Corporatio EURASIP Joural o Wireless Commuicatios ad Networkig Volume 2007, Article ID 54038, 8 pages doi:10.1155/2007/54038 Research Article Rate-Based Active Queue Maagemet for TCP Flows

More information

Domain 1 - Describe Cisco VoIP Implementations

Domain 1 - Describe Cisco VoIP Implementations Maual ONT (642-8) 1-800-418-6789 Domai 1 - Describe Cisco VoIP Implemetatios Advatages of VoIP Over Traditioal Switches Voice over IP etworks have may advatages over traditioal circuit switched voice etworks.

More information

Chatpun Khamyat Department of Industrial Engineering, Kasetsart University, Bangkok, Thailand ocpky@hotmail.com

Chatpun Khamyat Department of Industrial Engineering, Kasetsart University, Bangkok, Thailand ocpky@hotmail.com SOLVING THE OIL DELIVERY TRUCKS ROUTING PROBLEM WITH MODIFY MULTI-TRAVELING SALESMAN PROBLEM APPROACH CASE STUDY: THE SME'S OIL LOGISTIC COMPANY IN BANGKOK THAILAND Chatpu Khamyat Departmet of Idustrial

More information

Incremental calculation of weighted mean and variance

Incremental calculation of weighted mean and variance Icremetal calculatio of weighted mea ad variace Toy Fich faf@cam.ac.uk dot@dotat.at Uiversity of Cambridge Computig Service February 009 Abstract I these otes I eplai how to derive formulae for umerically

More information

C.Yaashuwanth Department of Electrical and Electronics Engineering, Anna University Chennai, Chennai 600 025, India..

C.Yaashuwanth Department of Electrical and Electronics Engineering, Anna University Chennai, Chennai 600 025, India.. (IJCSIS) Iteratioal Joural of Computer Sciece ad Iformatio Security, A New Schedulig Algorithms for Real Time Tasks C.Yaashuwath Departmet of Electrical ad Electroics Egieerig, Aa Uiversity Cheai, Cheai

More information

I. Chi-squared Distributions

I. Chi-squared Distributions 1 M 358K Supplemet to Chapter 23: CHI-SQUARED DISTRIBUTIONS, T-DISTRIBUTIONS, AND DEGREES OF FREEDOM To uderstad t-distributios, we first eed to look at aother family of distributios, the chi-squared distributios.

More information

Your organization has a Class B IP address of 166.144.0.0 Before you implement subnetting, the Network ID and Host ID are divided as follows:

Your organization has a Class B IP address of 166.144.0.0 Before you implement subnetting, the Network ID and Host ID are divided as follows: Subettig Subettig is used to subdivide a sigle class of etwork i to multiple smaller etworks. Example: Your orgaizatio has a Class B IP address of 166.144.0.0 Before you implemet subettig, the Network

More information

(VCP-310) 1-800-418-6789

(VCP-310) 1-800-418-6789 Maual VMware Lesso 1: Uderstadig the VMware Product Lie I this lesso, you will first lear what virtualizatio is. Next, you ll explore the products offered by VMware that provide virtualizatio services.

More information

Optimize your Network. In the Courier, Express and Parcel market ADDING CREDIBILITY

Optimize your Network. In the Courier, Express and Parcel market ADDING CREDIBILITY Optimize your Network I the Courier, Express ad Parcel market ADDING CREDIBILITY Meetig today s challeges ad tomorrow s demads Aswers to your key etwork challeges ORTEC kows the highly competitive Courier,

More information

Optimal Adaptive Bandwidth Monitoring for QoS Based Retrieval

Optimal Adaptive Bandwidth Monitoring for QoS Based Retrieval 1 Optimal Adaptive Badwidth Moitorig for QoS Based Retrieval Yizhe Yu, Iree Cheg ad Aup Basu (Seior Member) Departmet of Computig Sciece Uiversity of Alberta Edmoto, AB, T6G E8, CAADA {yizhe, aup, li}@cs.ualberta.ca

More information

1 Computing the Standard Deviation of Sample Means

1 Computing the Standard Deviation of Sample Means Computig the Stadard Deviatio of Sample Meas Quality cotrol charts are based o sample meas ot o idividual values withi a sample. A sample is a group of items, which are cosidered all together for our aalysis.

More information

Definition. A variable X that takes on values X 1, X 2, X 3,...X k with respective frequencies f 1, f 2, f 3,...f k has mean

Definition. A variable X that takes on values X 1, X 2, X 3,...X k with respective frequencies f 1, f 2, f 3,...f k has mean 1 Social Studies 201 October 13, 2004 Note: The examples i these otes may be differet tha used i class. However, the examples are similar ad the methods used are idetical to what was preseted i class.

More information

Performance Evaluation of the MSMPS Algorithm under Different Distribution Traffic

Performance Evaluation of the MSMPS Algorithm under Different Distribution Traffic Paper Performace Evaluatio of the MSMPS Algorithm uder Differet Distributio Traffic Grzegorz Dailewicz ad Marci Dziuba Faculty of Electroics ad Telecommuicatios, Poza Uiversity of Techology, Poza, Polad

More information

Section 11.3: The Integral Test

Section 11.3: The Integral Test Sectio.3: The Itegral Test Most of the series we have looked at have either diverged or have coverged ad we have bee able to fid what they coverge to. I geeral however, the problem is much more difficult

More information

ADAPTIVE NETWORKS SAFETY CONTROL ON FUZZY LOGIC

ADAPTIVE NETWORKS SAFETY CONTROL ON FUZZY LOGIC 8 th Iteratioal Coferece o DEVELOPMENT AND APPLICATION SYSTEMS S u c e a v a, R o m a i a, M a y 25 27, 2 6 ADAPTIVE NETWORKS SAFETY CONTROL ON FUZZY LOGIC Vadim MUKHIN 1, Elea PAVLENKO 2 Natioal Techical

More information

5 Boolean Decision Trees (February 11)

5 Boolean Decision Trees (February 11) 5 Boolea Decisio Trees (February 11) 5.1 Graph Coectivity Suppose we are give a udirected graph G, represeted as a boolea adjacecy matrix = (a ij ), where a ij = 1 if ad oly if vertices i ad j are coected

More information

SECTION 1.5 : SUMMATION NOTATION + WORK WITH SEQUENCES

SECTION 1.5 : SUMMATION NOTATION + WORK WITH SEQUENCES SECTION 1.5 : SUMMATION NOTATION + WORK WITH SEQUENCES Read Sectio 1.5 (pages 5 9) Overview I Sectio 1.5 we lear to work with summatio otatio ad formulas. We will also itroduce a brief overview of sequeces,

More information

Engineering Data Management

Engineering Data Management BaaERP 5.0c Maufacturig Egieerig Data Maagemet Module Procedure UP128A US Documetiformatio Documet Documet code : UP128A US Documet group : User Documetatio Documet title : Egieerig Data Maagemet Applicatio/Package

More information

Sequences and Series

Sequences and Series CHAPTER 9 Sequeces ad Series 9.. Covergece: Defiitio ad Examples Sequeces The purpose of this chapter is to itroduce a particular way of geeratig algorithms for fidig the values of fuctios defied by their

More information

The Case for a Hybrid Passive/Active Network Monitoring Scheme in the Wireless Internet

The Case for a Hybrid Passive/Active Network Monitoring Scheme in the Wireless Internet The Case for a Hybrid Passive/Active Network Moitorig Scheme i the Wireless Iteret Björ Ladfeldt*, Pipat Sookavataa*,** ad Arua Seevirate** Dept. of Electrical Egieerig ad Telecommuicatios The Uiversity

More information

Matrix Model of Trust Management in P2P Networks

Matrix Model of Trust Management in P2P Networks Matrix Model of Trust Maagemet i P2P Networks Miroslav Novotý, Filip Zavoral Faculty of Mathematics ad Physics Charles Uiversity Prague, Czech Republic miroslav.ovoty@mff.cui.cz Abstract The trust maagemet

More information

Baan Service Master Data Management

Baan Service Master Data Management Baa Service Master Data Maagemet Module Procedure UP069A US Documetiformatio Documet Documet code : UP069A US Documet group : User Documetatio Documet title : Master Data Maagemet Applicatio/Package :

More information

Chapter 5: Inner Product Spaces

Chapter 5: Inner Product Spaces Chapter 5: Ier Product Spaces Chapter 5: Ier Product Spaces SECION A Itroductio to Ier Product Spaces By the ed of this sectio you will be able to uderstad what is meat by a ier product space give examples

More information

1. C. The formula for the confidence interval for a population mean is: x t, which was

1. C. The formula for the confidence interval for a population mean is: x t, which was s 1. C. The formula for the cofidece iterval for a populatio mea is: x t, which was based o the sample Mea. So, x is guarateed to be i the iterval you form.. D. Use the rule : p-value

More information

Research Article Allocating Freight Empty Cars in Railway Networks with Dynamic Demands

Research Article Allocating Freight Empty Cars in Railway Networks with Dynamic Demands Discrete Dyamics i Nature ad Society, Article ID 349341, 12 pages http://dx.doi.org/10.1155/2014/349341 Research Article Allocatig Freight Empty Cars i Railway Networks with Dyamic Demads Ce Zhao, Lixig

More information

Hypergeometric Distributions

Hypergeometric Distributions 7.4 Hypergeometric Distributios Whe choosig the startig lie-up for a game, a coach obviously has to choose a differet player for each positio. Similarly, whe a uio elects delegates for a covetio or you

More information

Tradigms of Astundithi and Toyota

Tradigms of Astundithi and Toyota Tradig the radomess - Desigig a optimal tradig strategy uder a drifted radom walk price model Yuao Wu Math 20 Project Paper Professor Zachary Hamaker Abstract: I this paper the author iteds to explore

More information

Subject CT5 Contingencies Core Technical Syllabus

Subject CT5 Contingencies Core Technical Syllabus Subject CT5 Cotigecies Core Techical Syllabus for the 2015 exams 1 Jue 2014 Aim The aim of the Cotigecies subject is to provide a groudig i the mathematical techiques which ca be used to model ad value

More information

Soving Recurrence Relations

Soving Recurrence Relations Sovig Recurrece Relatios Part 1. Homogeeous liear 2d degree relatios with costat coefficiets. Cosider the recurrece relatio ( ) T () + at ( 1) + bt ( 2) = 0 This is called a homogeeous liear 2d degree

More information

Properties of MLE: consistency, asymptotic normality. Fisher information.

Properties of MLE: consistency, asymptotic normality. Fisher information. Lecture 3 Properties of MLE: cosistecy, asymptotic ormality. Fisher iformatio. I this sectio we will try to uderstad why MLEs are good. Let us recall two facts from probability that we be used ofte throughout

More information

A probabilistic proof of a binomial identity

A probabilistic proof of a binomial identity A probabilistic proof of a biomial idetity Joatho Peterso Abstract We give a elemetary probabilistic proof of a biomial idetity. The proof is obtaied by computig the probability of a certai evet i two

More information

Bond Valuation I. What is a bond? Cash Flows of A Typical Bond. Bond Valuation. Coupon Rate and Current Yield. Cash Flows of A Typical Bond

Bond Valuation I. What is a bond? Cash Flows of A Typical Bond. Bond Valuation. Coupon Rate and Current Yield. Cash Flows of A Typical Bond What is a bod? Bod Valuatio I Bod is a I.O.U. Bod is a borrowig agreemet Bod issuers borrow moey from bod holders Bod is a fixed-icome security that typically pays periodic coupo paymets, ad a pricipal

More information

DAME - Microsoft Excel add-in for solving multicriteria decision problems with scenarios Radomir Perzina 1, Jaroslav Ramik 2

DAME - Microsoft Excel add-in for solving multicriteria decision problems with scenarios Radomir Perzina 1, Jaroslav Ramik 2 Itroductio DAME - Microsoft Excel add-i for solvig multicriteria decisio problems with scearios Radomir Perzia, Jaroslav Ramik 2 Abstract. The mai goal of every ecoomic aget is to make a good decisio,

More information

The analysis of the Cournot oligopoly model considering the subjective motive in the strategy selection

The analysis of the Cournot oligopoly model considering the subjective motive in the strategy selection The aalysis of the Courot oligopoly model cosiderig the subjective motive i the strategy selectio Shigehito Furuyama Teruhisa Nakai Departmet of Systems Maagemet Egieerig Faculty of Egieerig Kasai Uiversity

More information

Infinite Sequences and Series

Infinite Sequences and Series CHAPTER 4 Ifiite Sequeces ad Series 4.1. Sequeces A sequece is a ifiite ordered list of umbers, for example the sequece of odd positive itegers: 1, 3, 5, 7, 9, 11, 13, 15, 17, 19, 21, 23, 25, 27, 29...

More information

0.7 0.6 0.2 0 0 96 96.5 97 97.5 98 98.5 99 99.5 100 100.5 96.5 97 97.5 98 98.5 99 99.5 100 100.5

0.7 0.6 0.2 0 0 96 96.5 97 97.5 98 98.5 99 99.5 100 100.5 96.5 97 97.5 98 98.5 99 99.5 100 100.5 Sectio 13 Kolmogorov-Smirov test. Suppose that we have a i.i.d. sample X 1,..., X with some ukow distributio P ad we would like to test the hypothesis that P is equal to a particular distributio P 0, i.e.

More information

Asymptotic Growth of Functions

Asymptotic Growth of Functions CMPS Itroductio to Aalysis of Algorithms Fall 3 Asymptotic Growth of Fuctios We itroduce several types of asymptotic otatio which are used to compare the performace ad efficiecy of algorithms As we ll

More information

Chair for Network Architectures and Services Institute of Informatics TU München Prof. Carle. Network Security. Chapter 2 Basics

Chair for Network Architectures and Services Institute of Informatics TU München Prof. Carle. Network Security. Chapter 2 Basics Chair for Network Architectures ad Services Istitute of Iformatics TU Müche Prof. Carle Network Security Chapter 2 Basics 2.4 Radom Number Geeratio for Cryptographic Protocols Motivatio It is crucial to

More information

Chapter 7: Confidence Interval and Sample Size

Chapter 7: Confidence Interval and Sample Size Chapter 7: Cofidece Iterval ad Sample Size Learig Objectives Upo successful completio of Chapter 7, you will be able to: Fid the cofidece iterval for the mea, proportio, ad variace. Determie the miimum

More information

NEW HIGH PERFORMANCE COMPUTATIONAL METHODS FOR MORTGAGES AND ANNUITIES. Yuri Shestopaloff,

NEW HIGH PERFORMANCE COMPUTATIONAL METHODS FOR MORTGAGES AND ANNUITIES. Yuri Shestopaloff, NEW HIGH PERFORMNCE COMPUTTIONL METHODS FOR MORTGGES ND NNUITIES Yuri Shestopaloff, Geerally, mortgage ad auity equatios do ot have aalytical solutios for ukow iterest rate, which has to be foud usig umerical

More information

Confidence Intervals. CI for a population mean (σ is known and n > 30 or the variable is normally distributed in the.

Confidence Intervals. CI for a population mean (σ is known and n > 30 or the variable is normally distributed in the. Cofidece Itervals A cofidece iterval is a iterval whose purpose is to estimate a parameter (a umber that could, i theory, be calculated from the populatio, if measuremets were available for the whole populatio).

More information

MTO-MTS Production Systems in Supply Chains

MTO-MTS Production Systems in Supply Chains NSF GRANT #0092854 NSF PROGRAM NAME: MES/OR MTO-MTS Productio Systems i Supply Chais Philip M. Kamisky Uiversity of Califoria, Berkeley Our Kaya Uiversity of Califoria, Berkeley Abstract: Icreasig cost

More information

Institute of Actuaries of India Subject CT1 Financial Mathematics

Institute of Actuaries of India Subject CT1 Financial Mathematics Istitute of Actuaries of Idia Subject CT1 Fiacial Mathematics For 2014 Examiatios Subject CT1 Fiacial Mathematics Core Techical Aim The aim of the Fiacial Mathematics subject is to provide a groudig i

More information

where: T = number of years of cash flow in investment's life n = the year in which the cash flow X n i = IRR = the internal rate of return

where: T = number of years of cash flow in investment's life n = the year in which the cash flow X n i = IRR = the internal rate of return EVALUATING ALTERNATIVE CAPITAL INVESTMENT PROGRAMS By Ke D. Duft, Extesio Ecoomist I the March 98 issue of this publicatio we reviewed the procedure by which a capital ivestmet project was assessed. The

More information

Enhancing Oracle Business Intelligence with cubus EV How users of Oracle BI on Essbase cubes can benefit from cubus outperform EV Analytics (cubus EV)

Enhancing Oracle Business Intelligence with cubus EV How users of Oracle BI on Essbase cubes can benefit from cubus outperform EV Analytics (cubus EV) Ehacig Oracle Busiess Itelligece with cubus EV How users of Oracle BI o Essbase cubes ca beefit from cubus outperform EV Aalytics (cubus EV) CONTENT 01 cubus EV as a ehacemet to Oracle BI o Essbase 02

More information

University of California, Los Angeles Department of Statistics. Distributions related to the normal distribution

University of California, Los Angeles Department of Statistics. Distributions related to the normal distribution Uiversity of Califoria, Los Ageles Departmet of Statistics Statistics 100B Istructor: Nicolas Christou Three importat distributios: Distributios related to the ormal distributio Chi-square (χ ) distributio.

More information

Study on the application of the software phase-locked loop in tracking and filtering of pulse signal

Study on the application of the software phase-locked loop in tracking and filtering of pulse signal Advaced Sciece ad Techology Letters, pp.31-35 http://dx.doi.org/10.14257/astl.2014.78.06 Study o the applicatio of the software phase-locked loop i trackig ad filterig of pulse sigal Sog Wei Xia 1 (College

More information

COMPUTING EFFICIENCY METRICS FOR SYNERGIC INTELLIGENT TRANSPORTATION SYSTEMS

COMPUTING EFFICIENCY METRICS FOR SYNERGIC INTELLIGENT TRANSPORTATION SYSTEMS Trasport ad Teleuicatio Vol, No 4, 200 Trasport ad Teleuicatio, 200, Volume, No 4, 66 74 Trasport ad Teleuicatio Istitute, Lomoosova, Riga, LV-09, Latvia COMPUTING EFFICIENCY METRICS FOR SYNERGIC INTELLIGENT

More information

.04. This means $1000 is multiplied by 1.02 five times, once for each of the remaining sixmonth

.04. This means $1000 is multiplied by 1.02 five times, once for each of the remaining sixmonth Questio 1: What is a ordiary auity? Let s look at a ordiary auity that is certai ad simple. By this, we mea a auity over a fixed term whose paymet period matches the iterest coversio period. Additioally,

More information

Two-Phased Mapping & Identifier/Locator Network Protocol (ILNP) Youn-Hee Han, Hyon-Young Choi

Two-Phased Mapping & Identifier/Locator Network Protocol (ILNP) Youn-Hee Han, Hyon-Young Choi Two-Phased Mappig & Idetifier/Locator Network Protocol (ILNP) You-Hee Ha, Hyo-Youg Choi Two-Phased Mappig Prefix:ETR à Prefix:AS# (Phase I) ad AS#:ETRs (Phase II) Phase II mappig iformatio ca be distributed

More information

ODBC. Getting Started With Sage Timberline Office ODBC

ODBC. Getting Started With Sage Timberline Office ODBC ODBC Gettig Started With Sage Timberlie Office ODBC NOTICE This documet ad the Sage Timberlie Office software may be used oly i accordace with the accompayig Sage Timberlie Office Ed User Licese Agreemet.

More information

Case Study. Normal and t Distributions. Density Plot. Normal Distributions

Case Study. Normal and t Distributions. Density Plot. Normal Distributions Case Study Normal ad t Distributios Bret Halo ad Bret Larget Departmet of Statistics Uiversity of Wiscosi Madiso October 11 13, 2011 Case Study Body temperature varies withi idividuals over time (it ca

More information

LOAD BALANCING IN PUBLIC CLOUD COMBINING THE CONCEPTS OF DATA MINING AND NETWORKING

LOAD BALANCING IN PUBLIC CLOUD COMBINING THE CONCEPTS OF DATA MINING AND NETWORKING LOAD BALACIG I PUBLIC CLOUD COMBIIG THE COCEPTS OF DATA MIIG AD ETWORKIG Priyaka R M. Tech Studet, Dept. of Computer Sciece ad Egieerig, AIET, Karataka, Idia Abstract Load balacig i the cloud computig

More information

Unicenter TCPaccess FTP Server

Unicenter TCPaccess FTP Server Uiceter TCPaccess FTP Server Release Summary r6.1 SP2 K02213-2E This documetatio ad related computer software program (hereiafter referred to as the Documetatio ) is for the ed user s iformatioal purposes

More information

Evaluating Model for B2C E- commerce Enterprise Development Based on DEA

Evaluating Model for B2C E- commerce Enterprise Development Based on DEA , pp.180-184 http://dx.doi.org/10.14257/astl.2014.53.39 Evaluatig Model for B2C E- commerce Eterprise Developmet Based o DEA Weli Geg, Jig Ta Computer ad iformatio egieerig Istitute, Harbi Uiversity of

More information

Statement of cash flows

Statement of cash flows 6 Statemet of cash flows this chapter covers... I this chapter we study the statemet of cash flows, which liks profit from the statemet of profit or loss ad other comprehesive icome with chages i assets

More information

The Fundamental Capacity-Delay Tradeoff in Large Mobile Ad Hoc Networks

The Fundamental Capacity-Delay Tradeoff in Large Mobile Ad Hoc Networks The Fudametal Capacity-Delay Tradeoff i Large Mobile Ad Hoc Networks Xiaoju Li ad Ness B. Shroff School of Electrical ad Computer Egieerig, Purdue Uiversity West Lafayette, IN 47907, U.S.A. {lix, shroff}@ec.purdue.edu

More information

HCL Dynamic Spiking Protocol

HCL Dynamic Spiking Protocol ELI LILLY AND COMPANY TIPPECANOE LABORATORIES LAFAYETTE, IN Revisio 2.0 TABLE OF CONTENTS REVISION HISTORY... 2. REVISION.0... 2.2 REVISION 2.0... 2 2 OVERVIEW... 3 3 DEFINITIONS... 5 4 EQUIPMENT... 7

More information

5: Introduction to Estimation

5: Introduction to Estimation 5: Itroductio to Estimatio Cotets Acroyms ad symbols... 1 Statistical iferece... Estimatig µ with cofidece... 3 Samplig distributio of the mea... 3 Cofidece Iterval for μ whe σ is kow before had... 4 Sample

More information

PROCEEDINGS OF THE YEREVAN STATE UNIVERSITY AN ALTERNATIVE MODEL FOR BONUS-MALUS SYSTEM

PROCEEDINGS OF THE YEREVAN STATE UNIVERSITY AN ALTERNATIVE MODEL FOR BONUS-MALUS SYSTEM PROCEEDINGS OF THE YEREVAN STATE UNIVERSITY Physical ad Mathematical Scieces 2015, 1, p. 15 19 M a t h e m a t i c s AN ALTERNATIVE MODEL FOR BONUS-MALUS SYSTEM A. G. GULYAN Chair of Actuarial Mathematics

More information

Hypothesis testing. Null and alternative hypotheses

Hypothesis testing. Null and alternative hypotheses Hypothesis testig Aother importat use of samplig distributios is to test hypotheses about populatio parameters, e.g. mea, proportio, regressio coefficiets, etc. For example, it is possible to stipulate

More information

Designing Incentives for Online Question and Answer Forums

Designing Incentives for Online Question and Answer Forums Desigig Icetives for Olie Questio ad Aswer Forums Shaili Jai School of Egieerig ad Applied Scieces Harvard Uiversity Cambridge, MA 0238 USA shailij@eecs.harvard.edu Yilig Che School of Egieerig ad Applied

More information

Chapter 7 Methods of Finding Estimators

Chapter 7 Methods of Finding Estimators Chapter 7 for BST 695: Special Topics i Statistical Theory. Kui Zhag, 011 Chapter 7 Methods of Fidig Estimators Sectio 7.1 Itroductio Defiitio 7.1.1 A poit estimator is ay fuctio W( X) W( X1, X,, X ) of

More information

Dynamic House Allocation

Dynamic House Allocation Dyamic House Allocatio Sujit Gujar 1 ad James Zou 2 ad David C. Parkes 3 Abstract. We study a dyamic variat o the house allocatio problem. Each aget ows a distict object (a house) ad is able to trade its

More information

Resource Reservation and Utility based Rate Adaptation in Wireless LAN with Slow Fading Channels

Resource Reservation and Utility based Rate Adaptation in Wireless LAN with Slow Fading Channels Resource Reservatio ad Utility based Rate Adaptatio i Wireless LAN with Slow Fadig Chaels Floriao De Rago, Peppio Fazio 2 ad Salvatore Marao D.E.I.S. Dept, Uiversity of Calabria Via P.Bucci, cubo 42/c,

More information

CHAPTER 7: Central Limit Theorem: CLT for Averages (Means)

CHAPTER 7: Central Limit Theorem: CLT for Averages (Means) CHAPTER 7: Cetral Limit Theorem: CLT for Averages (Meas) X = the umber obtaied whe rollig oe six sided die oce. If we roll a six sided die oce, the mea of the probability distributio is X P(X = x) Simulatio:

More information

Plug-in martingales for testing exchangeability on-line

Plug-in martingales for testing exchangeability on-line Plug-i martigales for testig exchageability o-lie Valetia Fedorova, Alex Gammerma, Ilia Nouretdiov, ad Vladimir Vovk Computer Learig Research Cetre Royal Holloway, Uiversity of Lodo, UK {valetia,ilia,alex,vovk}@cs.rhul.ac.uk

More information

Stock Market Trading via Stochastic Network Optimization

Stock Market Trading via Stochastic Network Optimization PROC. IEEE CONFERENCE ON DECISION AND CONTROL (CDC), ATLANTA, GA, DEC. 2010 1 Stock Market Tradig via Stochastic Network Optimizatio Michael J. Neely Uiversity of Souther Califoria http://www-rcf.usc.edu/

More information

Accurate and Efficient Traffic Monitoring Using Adaptive Non-linear Sampling Method

Accurate and Efficient Traffic Monitoring Using Adaptive Non-linear Sampling Method Accurate ad Efficiet Traffic Moitorig Usig Adaptive No-liear Samplig Method Chegche Hu, Sheg Wag, Jia Tia, Bi Liu Tsighua Uiversity Beijig, Chia, {hucc,wags,tiaj}@mails.tsighua.edu.c liub@tsighua.edu.c

More information

iprox sensors iprox inductive sensors iprox programming tools ProxView programming software iprox the world s most versatile proximity sensor

iprox sensors iprox inductive sensors iprox programming tools ProxView programming software iprox the world s most versatile proximity sensor iprox sesors iprox iductive sesors iprox programmig tools ProxView programmig software iprox the world s most versatile proximity sesor The world s most versatile proximity sesor Eato s iproxe is syoymous

More information

FM4 CREDIT AND BORROWING

FM4 CREDIT AND BORROWING FM4 CREDIT AND BORROWING Whe you purchase big ticket items such as cars, boats, televisios ad the like, retailers ad fiacial istitutios have various terms ad coditios that are implemeted for the cosumer

More information

Lecture 2: Karger s Min Cut Algorithm

Lecture 2: Karger s Min Cut Algorithm priceto uiv. F 3 cos 5: Advaced Algorithm Desig Lecture : Karger s Mi Cut Algorithm Lecturer: Sajeev Arora Scribe:Sajeev Today s topic is simple but gorgeous: Karger s mi cut algorithm ad its extesio.

More information

Reliability Analysis in HPC clusters

Reliability Analysis in HPC clusters Reliability Aalysis i HPC clusters Narasimha Raju, Gottumukkala, Yuda Liu, Chokchai Box Leagsuksu 1, Raja Nassar, Stephe Scott 2 College of Egieerig & Sciece, Louisiaa ech Uiversity Oak Ridge Natioal Lab

More information

Volatility of rates of return on the example of wheat futures. Sławomir Juszczyk. Rafał Balina

Volatility of rates of return on the example of wheat futures. Sławomir Juszczyk. Rafał Balina Overcomig the Crisis: Ecoomic ad Fiacial Developmets i Asia ad Europe Edited by Štefa Bojec, Josef C. Brada, ad Masaaki Kuboiwa http://www.hippocampus.si/isbn/978-961-6832-32-8/cotets.pdf Volatility of

More information

Firewall Modules and Modular Firewalls

Firewall Modules and Modular Firewalls Firewall Modules ad Modular Firewalls H. B. Acharya Uiversity of Texas at Austi acharya@cs.utexas.edu Aditya Joshi Uiversity of Texas at Austi adityaj@cs.utexas.edu M. G. Gouda Natioal Sciece Foudatio

More information

Optimal Backpressure Routing for Wireless Networks with Multi-Receiver Diversity

Optimal Backpressure Routing for Wireless Networks with Multi-Receiver Diversity CONFERENCE ON INFORMATION SCIENCES AND SYSTEMS (CISS), INVITED PAPER ON OPTIMIZATION OF COMM. NETWORKS, MARCH 2006 1 Optimal Backpressure Routig for Wireless Networks with Multi-Receiver Diversity Michael

More information

Chapter 6: Variance, the law of large numbers and the Monte-Carlo method

Chapter 6: Variance, the law of large numbers and the Monte-Carlo method Chapter 6: Variace, the law of large umbers ad the Mote-Carlo method Expected value, variace, ad Chebyshev iequality. If X is a radom variable recall that the expected value of X, E[X] is the average value

More information