Modeling RED with Idealized TCP Sources

Size: px
Start display at page:

Download "Modeling RED with Idealized TCP Sources"

Transcription

1 Moeling RED with Iealize TCP Sources P. Kuusela, P. Lassila, J. Virtamo an P. Key Networking Laboratory Helsinki University of Technology (HUT) P.O.Box 3000, FIN HUT, Finlan {Pirkko.Kuusela, Pasi.Lassila, Microsoft Research Cambrige, Unite Kingom Abstract We analyze the ynamic behavior of a single RED controlle queue interacting with a large population of iealize TCP sources, i.e., sources obeying the rules of linear increase an multiplicative ecrease. The aggregate traffic from this population is moele in terms of the epenent expecte value of the packet arrival rate which reacts to the packet loss taking place in the queue. The queue is escribe in terms of the epenent expecte values of the instantaneous queue length an of the exponentially average queue length, for which we also erive a pair of ifferential equations. This provies us with a complete moel for the ynamics of the system which we use to explore transient an equilibrium behavior. The accuracy of the moel is verifie by comparison with simulate results. Keywors: congestion control, Ranom Early Detection, TCP 1 Introuction Active queue management (AQM) algorithms have been recommene by IETF as effective mechanisms to control congestion in network routers. We consier one AQM metho, namely the RED algorithm [1], an moel the interaction between a RED controlle queue an an iealize TCP source population. A full escription of the problem consists of a close system with two interacting parts (see Figure 1.): a) a queue receiving an aggregate flow of packets an reacting ynamically to the changes in the total flow rate uner the control of the RED algorithm, an b) a population of TCP sources, each of which reacts to the packet losses at the queue as etermine by the TCP flow control mechanism. Part a) of the problem was consiere by Lassila an Virtamo [2]. Here we aim at closing the control loop back to the TCP sources escribing the interaction of parts a) an b). However, we are not moeling the entire TCP behavior, but rather the so calle congestion avoiance part of it, i.e., the part where a source increases its congestion winow linearly an ecreases it multiplicatively. λ(t) TCP source population RED controlle queue packet loss Figure 1.: Interaction between the TCP population an the RED controlle queue. xx/1

2 This paper escribes a system of couple ifferential equations for the population of TCP streams an the RED controlle queue. Such a moel can be use to explore, for example, parameter settings or stability surfaces (which are ifficult to stuy via simulation). Moreover, the moel can be extene to hanle multiple classes an ifferent roun trip s. The emphasis of this paper is to erive the moel an verify its accuracy. A follow-up paper [3] utilizes this moel in analyzing the stability of the TCP-RED interaction an showing how it epens on the system parameters. See also [3] for references on the stability of the TCP behavior. We use a moel similar to Kelly s [4] for TCP congestion avoiance behavior escribing the average arrival rate λ(t) of packets from a large collection of TCP sources. To rigorously erive the analytical moel we then assume that the arrival process to the RED controlle queue can be approximate by an inhomogeneous Poisson process with a stochastically varying arrival rate λ(t). Such an approximation is reasonable as we are moeling the aggregate traffic from a large collection of TCP sources. We emphasize on eriving equations carefully an inicating the stochastic approximations that have been mae. The accuracy of the moel is verifie by simulations. In the simulation, none of the stochastic approximations are use, an the very goo agreement with the moel shows that the stochastic assumptions are not important. Recent inepenent moeling work by Misra et al. [5] is similar to our approach in which ifferential equations are use to escribe the system variables. The work in [5] is complementary to ours; we evelop a more etaile moel for the queue ynamics, while [5] focuses more on the source ynamics. In aition, our term escribing the increase in the TCP winow size is more accurate. In the RED buffer moel, [5] assumes an infinite an non-emptying buffer an the moel erivation results in an aitional moeling parameter to be tune. On the contrary, our queue moel takes overflows an empty queues into account, an oes not have aitional parameters. Overall, we fin that the most accurate system moel is obtaine by using our RED moel an iviing the TCP population into homogeneous subpopulations with ientical link elays, each escribe by the Kelly s aggregate TCP moel, an then making the straightforwar moel extensions to hanle queue epenent roun trip s, outs an the network case, as is one in [5]. In a recent paper Laalaoua et al. [6] moel RED with aaptive traffic sources. The approach is to iterate the packet loss probability an the traffic intensity in tanem with solving a iffusion equation for the instantaneous queue length, thus giving the transient behavior of the queue between the iteration steps. Altman et al. [7] consier a TCP behavior together with losses that are presente by an exogenous stationary point process (an hence inepenent of the TCP winow sizes) an erive the first two moments of the TCP winow size. Also, Brown [8] provies a moel for the winow evolution of the TCP connections with ifferent roun trip s in a tail-rop queue. This paper is organize as follows: We begin by escribing the RED algorithm in Section 2. Moels for the TCP population an the RED controlle queue are erive separately in Sections 3 an 4, an then combine in Section 5. In that section we also inclue the link elays resulting in a retare functional ifferential equation (RFDE) moel, an iscuss various extensions of the moel, e.g., the possibility to hanle ifferentiate service classes with simple moifications an ealing with inhomogeneous roun trip s. The accuracy of stochastic assumptions an approximations are verifie in Section 6 where we compare the moel to a simulate system. Conclusions are given in Section 7. 2 The RED algorithm For the purpose of this paper we will use a simplifie version of the original RED algorithm, which is typical in RED analyzes an also one, e.g., in [5]. To be specific, the following simplifications are mae. We o not cover the case where the exponentially weighte average (EWA) queue xx/2

3 length is compute ifferently when the arrival occurs into an empty queue. However, as we are primarily intereste in heavily loae queues, the effect of this special hanling is of less importance. Aitionally, we o not moel the counter which measures the (in terms of packet arrivals) since the previous packet rop. (Note that the system with the counter can be approximate by a counterless system simply by using a counterless system with twice the value for the RED parameter p max, see, e.g., [1], or [2].) Our simplifie RED algorithm works as follows: Consier a queue with a finite buffer which can hol up to K packets at a. Let q n be the queue length an s n be the EWA queue length (to be efine below) at the n th arrival. For each arriving packet we compute the EWA queue length s n with s n =(1 β)s n 1 + βq n, where 0 <β<1 is an appropriate constant, typically of the orer 3. If the buffer is full, the packet is lost. If s n <T min, the arriving packet is accepte; if s n >T max the packet is iscare. In the intermeiate range T min s n T max, the packet is iscare with probability p(s n )= p max(s n T min ) T max T min, an accepte otherwise. Typical recommenations for setting the parameters are: T min =5, T max = K/2 anp max =0.1, see [9] 3 The TCP moel We aim at moeling the behavior of a TCP connection in its congestion avoiance phase. Our moel is essentially the same as in [4], however, we have altere its erivation to get a clearer iea of the approximations involve. Consier m ientical TCP sources with constant roun trip R (ranom queuing elays are not inclue). To simplify the notation, we temporarily neglect the elays in the arguments an erive the equations as if the changes to the winow sizes occurre instantaneously at packet transmission epochs. The elays are introuce later in Section 5. Denote by w i (t) the winow of TCP source i at t. Corresponingly, the aggregate has a winow W (t) = i w i(t). The throughput (arrival rate), λ i (t), of source i is λ i (t) =w i (t)/r. Consier a small interval (t, t + t), or t for brevity. Let A i ( t) enote the event that there is exactly 1 arrival from source i uring t. Aitionally, given that there is a packet arrival in t from source i, letl i (t) enotetheeventthatthispacketislostanl c i (t) its complement. Our basic assumption on the traffic generate by a TCP source is that it is perioic with epenent perios, but for each TCP source the packet transmission phase is ranom. This implies that given the current winow size w i (t) ofsourcei, the probability of an arrival in t is P{A i ( t) w i (t)} = λ i (t) t = w i (t) t/r an the probability of having more than 1 arrival in t equals zero. In TCP congestion avoiance, for each successfully transmitte packet source i increases its transmission winow by 1/w i (t) (corresponing to an increase by 1 for w i (t) packets), an for each lost packet the winow is halve. We can compute the expectation of the change in the aggregate arrival rate λ(t) = i λ i(t), E[ λ(t)], by conitioning on the set of xx/3

4 winow sizes {w i (t)} an A i ( t) as follows [ ]] E[ λ(t)] = 1 R E[E[ W (t) {w i(t)}]] = [E 1 R E w i (t) {w i (t)} = 1 R E [ i [ = 1 R E i [ = t R 2 E i E[ w i (t) {w i (t)},a i ( t)] P{A i ( t) {w i (t)}} ( P{L c i (t) {w i(t)}} 1 i w i (t) P{L i(t) {w i (t)}} w ) ] i(t) wi (t) 2 R t ) ]. ( P{L c i(t) {w i (t)}} P{L i (t) {w i (t)}} w2 i (t) 2 If we further assume that the w i (t) processes are inepenent of each other an that the number of TCP sources is large, each iniviual source experiences a packet loss as etermine by the queue receiving the aggregate traffic. The conitional probability P{L i (t) {w i (t)}} correspons then to the loss probability in the queue at t, which is enote here by P L (t). Proceeing with the erivation, we obtain E[ λ(t)] = m t R 2 ( (1 P L (t)) P L (t) E[w2 i (t)] 2 We can next make a comment on the effect of the istribution of w i (t) on the coefficients above. Here we temporarily suppress the epenence from the notation. We assume that the istribution of w i is such that it scales with E[w i ], i.e. we assume that E[wi 2]=k E[w i] 2, where k is some constant. If w i is a fixe constant then we have trivially that E[wi 2]=E[w i] 2 = E[W ] 2 /m 2, i.e., k = 1. On the other han, if each TCP source in the population is assume to vary its winow between 2 3 W/m an 4 3W/m an the phases in the population are ranom, then each w i is uniformly istribute in [ 2 3 W/m, 4 3W/m]. Now large winows contribute more to the winow ecrease ue to the packet loss. Then we obtain E[wi 2 3m ]= 2W 4W 3m 2W 3m w 2 i 3m 2W w i = 28 ( ) W 2, 27 m i.e. we have k =28/27 1. Thus, this extension practically results in the same moel as above. In aition, numerical experiments with more realistic winow size istributions yiel only minor changes in the coefficient k. Hence, in this paper we use the simple assumption that k =1anE[wi 2]=E[w i] 2. Then, using the approximation E[wi 2(t)] = E[w i(t)] 2 =E[W (t)] 2 /m 2,weget E[ λ(t)] = ((1 P L (t)) mr ) 2 P L(t) E[λ(t)]2 t 2m By the linearity of the operator, E[ λ(t)] = E[λ(t)], enoting with E[λ(t)] = λ(t), an letting t 0, we arrive at t λ(t) =(1 P L (t)) m R 2 P L(t) λ 2 (t) 2m. (1) ). 4 Moel for the RED Controlle Queue The aim is to evelop a continuous moel for the transient behavior of the expectations of the two queue length processes, the exponentially average queue length s(t) an the instantaneous queue length q(t). These expectations are enote here by s(t) an q(t), respectively. ] xx/4

5 With the earlier assumptions on a large TCP population an ranom phases, the aggregate stream can be approximate by a varying inhomogeneous Poisson process with rate λ(t). Strictly speaking, λ(t) is itself a stochastic process but we may assume that the fluctuations are small an approximate λ(t) E[λ(t)]. With this, the queue part of our moel consists of a RED controlle queue receiving an inhomogeneous Poisson arrival stream with a eterministic varying rate E[λ(t)] = λ(t) governe by Eq. (1). This system has been previously stuie in [2], where by using a similar technique as in the previous section, the expecte change in q(t) an s(t) uring t has been obtaine by conitioning on certain ranom variables. As a result the following approximation has been obtaine for escribing the epenent behavior of s(t) an q(t): t s(t) = λ(t)β( q(t) s(t)), ( )( ) q(t) = λ(t) 1 π K (t) 1 p( s(t)) t ( ) µ 1 π 0 (t), where π 0 an π K enote the steay state probabilities for the queue to be empty an full, respectively. Note that, in the equation for q(t) above, the first term is the expecte rate at which packets are amitte to the queue an the secon term is the expecte rate at which packets leave the queue. To evaluate the terms π 0 (t) anπ K (t) we use a quasi-stationarity approximation. The iea is to replace π 0 (t) anπ K (t) with ones that relate π 0 an π K irectly to the system variable q(t) by using known steay state relations for π 0, π K an q, i.e., in our case those of the M/D/1/K system (in [2] an M/M/1/K queue was consiere). To this en let πk (ρ) enote the steay state probability of state k in the infinite capacity M/D/1 system with loa ρ. These state probabilities can be obtaine by using, e.g., the algorithm by Virtamo []. Then the steay state probability of state k, π k (ρ), in the finite system can be obtaine from the following relations (see [11, p. 230]) πj π j (ρ) = (ρ) π0 j =0,...,K 1, (ρ)+ρg(k), G(K) π K (ρ) = 1 π0 (ρ)+ρg(k), G(K) = K 1 j=0 π j (ρ). Aitionally, we have trivially that q(ρ) = K j=0 jπ j(ρ). The steay state functions π 0 ( q) anπ K ( q) are compute by eliminating ρ from the above relations. This approximation technique is also similar to the one use in [12]. In practice, e.g., the function π 0 ( q) is best erive by computing pairs of values ( q(ρ),π 0 (ρ)) for a suitably ense iscretization of ρ proviing a iscretize version of π 0 ( q). Then one can use interpolation between the iscretization points to compute π 0 ( q) for any value of q. In this paper we use the M/D/1/K system as an example, but the above proceure applies more generally to any packet size istribution. The queue length istribution of the M/G/1 system is given by the well known Pollaczek-Khintchine formula [11, p. 230] an the istribution can be compute algorithmically as presente in, e.g., [13, p. 266]. Finally, the istribution of the M/G/1/K system is obtaine from the infinite buffer system in the same way as was one above. The applicability of the M/G/1/K approximation epens on how fast λ(t) can change. If λ(t) is slowly varying, the queue can be consiere to be in a quasi-stationary state. In our case the changes in λ(t) are riven by packet losses, which are primarily ue to the RED packet iscaring (buffer overflows shoul be rare in a RED controlle queue). The RED packet xx/5 (2)

6 iscaring probability epens on the average queue length s(t), whose scale of changes is etermine by β. In practice β is small (of the orer 3 ), an thus the process s(t) moves slowly an, also, the changes in λ(t) occur relatively slowly. Moreover, our simulations in Section 6 verify the applicability of this approximation. 5 The Moel for the Interacting System In combining the moels for the TCP population an the RED controlle queue we inclue the link elays in the system (but queuing elays are not moele an hence the elays are not epenent). In the following moel λ(t) enotes the expecte TCP throughput at the source. The acknowlegments arrive at the source with the elay R causing the upate action to the current sening rate, an the amount of upate epens on the current rate. Also, the TCP population will ajust its current sening rate base on packet losses having taken place in R/2 prior to the current. Similarly, the packets sent by the TCP population arrive at the queue after the link elay of R/2 an hence the queue will observe the R/2 elaye throughput. This gives rise to a elay ifferential equation (or RFDE): t s(t) = λ(t R/2)β( q(t) s(t)), t q(t) = λ(t R/2)(1 π K ( q(t)))(1 p( s(t))) µ(1 π 0 ( q(t))), (3) t λ(t) = P L(t R/2) λ(t) λ(t R)+(1 P L (t R/2)) m λ(t R) 2m R 2, λ(t) P L (t) =p( s(t)) + π K ( q(t)) p( s(t))π K ( q(t)). Here we have taken a symmetric elay structure, but any other elay structure can be hanle with obvious moifications. Also, note that in the TCP moel in Section 3, P L enote the probability of the packet loss observe by the TCP population. In the above system, packets may be roppe ue to the RED amission control or the buffer overflow. Hence we approximate the packet loss by P L = p( s) +π K ( q) p( s)π K ( q) (see [2] for iscussion on inepenence assumptions). Aitionally, observe that in the last ifferential equation in (3), λ(t) appears with two arguments: λ(t R) represents the upate rate at t, whereas λ(t) arises from the amount of change to the current rate. After the TCP population activates at t 0, the queue ynamics activate at t 0 +R/2 whereas the TCP congestion ynamics activate at t 0 + R. Functions q, s :[t 0,R/2] R an λ :[t 0,R] R are given as initial ata. Also, note that when there are no packet losses, the slope of the linear increase in the throughput is slightly less than m/r 2 ue to the term λ(t R)/ λ(t), a fact also seen in the simulations. 5.1 Two traffic classes We illustrate how the above moel can be extene to ifferent traffic classes following the treatment in [14]. Assume that we have a population of m TCP sources, each with a constant R, an the throughput of the aggregate in enote by λ 1. In aition there is some UDP traffic with intensity λ 2. For simplicity both traffic sources are assume to sen packets of equal size an as a local approximation the packet arrival intensity from each source is assume to be Poissonian. Also the weight parameter β in the RED algorithm is assume to be the same in each class. We refer to the TCP traffic as class 1 traffic an the UDP traffic is enote by class 2. As in Section 4 we can write ifferential equations escribing the evolution of EWA queue lengths s i in each class: s i /t = λ i β ( q i s i ). As the packet size is the same in each class, we may consier the queue with the aggregate arrivals from both classes an enote the expecte queue length xx/6

7 by q. In the queue we may label inepenently each packet in class i, i =1, 2, with probability λ i (1 p i ( s i ))/( λ 1 (1 p 1 ( s 1 )) + λ 2 (1 p 2 ( s 2 ))), where we have taken into account that the RED rops p 1 an p 2 will thin the arrival processes. Hence the expecte queue length in class i satisfies q i = λ i (1 p i ( s i )) λ 1 (1 p 1 ( s 1 )) + λ 2 (1 p 2 ( s 2 )) q. The evolution of the total queue is given by t q =(1 π K( q)) ( λ1 (1 p 1 ( s 1 )) + λ 2 (1 p 2 ( s 2 )) ) µ (1 π 0 ( q)). Finally, the TCP population is escribe by t λ 1 = P L,1 2m λ 2 +(1 P L,1 ) m R 2, where P L,1 = p 1 ( s 1 )+π K ( q) p 1 ( s 1 )π K ( q). (Note that there is no ODE for UDP traffic.) This moel views classes 1 an 2 uncouple in the sense that the ranom packet rop in a class is base on the EWA queue length of that class only. The RIO algorithm [15], in which class 1 has priority an class 2 is amitte into the queue base on the exponentially average total queue length, is obtaine easily by replacing p 2 ( s 2 )withp 2 ( s 1 + s 2 )inabove. 5.2 Approximating variable roun trip s In our moel the simplest way to approximate a TCP population with variable roun trip s is to partition the total TCP population into n sets so that in each set i, m i TCPs have the same roun trip R i. Each subpopulation i can be moele an treate as TCP class i in the previous generalization. No priority structure between the classes is introuce if the classes are uncouple an the RED parameters are the same in each class. This moeling paraigm is scalable; even a large number of ifferential equations can be solve in a reasonable. 6 Moel valiation Here we illustrate the accuracy of our ifferential equations by comparing against simulate results an we use the moel to explore equilibrium surfaces as functions of the system parameters. Simulation is use to valiate the accuracy of the moel, i.e., that the stochastic assumptions are not critical. In the simulation none of the stochastic approximations have been use. Also, each TCP source is a perioic source with a varying sening rate reacting inepenently to successful packet transmissions or ranom packet rops accoring to the congestion avoiance rate control rules. The only assumptions that have been retaine in our simulations are the omission of the counter, that the RTT is a fixe constant, an that TCP congestion control works in the congestion avoiance phase. 6.1 Simulation implementation To be specific, our simulation has been implemente in the following manner. The sources moel the behavior of a greey FTP source population transmitting constant length packets. Hence, each TCP source i has its own congestion winow w i (as oppose to our moel), an R is a common constant for all sources. The iea is to escribe the source as a flui process with instantaneous rate w i /R, an sen a packet at those instants of where the cumulative flui attains an integer value. Thus each source has the following behavior i) it tries to sen w i packets uring R an ii) it tries to space them in a smooth manner, i.e., the packets are xx/7

8 E@qD E@sD Figure 2.: Evolution of λ(t), q(t) an s(t) (unit of is 00 on the x-axis). not sent in one burst, as may happen with the real TCP. Each sent packet arrives into the queue after a elay of R/2. Upon arrival at the queue, an acknowlegement is sent back to the source whether the packet was accepte or iscare (either by RED control or buffer overflow). The acknowlegement reaches the source after a elay of R/2. The source either increases its congestion winow by 1/w i, i.e., sets w i w i +1/w i, if the packet was accepte or halves the congestion winow, i.e., sets w i w i /2. Aitionally, to avoi the sources from being synchronize right from the start of the simulation, each source is initialize with a winow size of 1 but the sources are turne on, i.e., transmit their first packets, at a which is uniformly istribute in the range [0,R]. Thus, the aggregate traffic into the queue consists of a superposition of perioic sources with a varying sening rate. In the numerical examples the following system parameters will remain constant. The buffer size K = 75, the service 1/µ = 1, R=00 an β =0.002 (as is suggeste in the literature). Also, the unit of is taken to be 1/µ. ChoosingR to be 00 s the average packet transmission correspons to a real life system where, assuming the packet size to be 500 bytes an the link spee to be 155 Mbit/s, R is ( bit)/155 Mbit/s 26 ms. Aitionally, in the analytical moel we start the system with initial ata q(t) = s(t) =0for0 t R/2 an λ(t) =m/r for 0 t R which correspons to setting q 0 = s 0 =0anw i = 1 for each source in the simulation. The simulate results have been obtaine by averaging over 0 inepenent simulation runs. 6.2 TCP examples Here we illustrate the accuracy of our moel with two examples. The examples have been chosen to emonstrate a case where the queue reaches equilibrium in a nice manner an a case where severe oscillations are encountere. In both examples we fix the number of TCP sources m = 0 an T max = K/2 =37.5. (Note that a larger TCP population is expecte to improve the accuracy of the analytical moel.) First we look at an example where we set the other RED parameters to T min =0anp max =. The results are shown in Figure 2. for the evolution of λ(t) (left figure), for q(t) (milefigure)anfor s(t) (right figure). In all the figures in this section, the soli lines show the results obtaine from the RFDE system (3) an the ashe lines correspon to simulate results. From the figures we can see that the results from the RFDE system match well with the simulate results an the equilibrium values are quite close. This also verifies, among other stochastic approximations, that our assumption in the moel on the locally Poisson nature of the aggregate traffic is applicable an gives accurate results, even when the actual traffic consists of a superposition of non-poisson sources. Changing T min = 5 an increasing p max =0.5 results in strong oscillations (see Figure 3.). Even in this case, we can observe rather goo agreement between the analytical an the simulate results. The only iscrepancy is that apparently the simulate system contains elements (phase mixing) that ampen the oscillations an prolong the oscillation perios, which oes not take place in the solutions of the RFDE system. As a continuation of the work reporte here, we have erive an submitte for publication xx/8

9 E@qD E@sD Figure 3.: Evolution of λ(t), q(t) an s(t) (unit of is 00 on the x-axis). E@λD E@qD E@sD Figure 4.: Evolution of λ(t), q(t) an s(t) (unit of is 00 on the x-axis). (see Kuusela et al. [3]) the stability analysis of the system giving, not only sufficient, but also necessary conitions for the asymptotic stability. Note that the stability analysis one in Hollot et al. [16] as a continuation of [5], uses a ifferent technique, an provies only sufficient conitions for their system. For the examples shown here our stability analysis verifies the visual observation of the first example being stable an the secon one unstable. 6.3 Uncontrolle UDP traffic an the TCP steay state Next we explore the effect of uncontrolle UDP traffic on the steay state of the system. In this case, the UDP traffic is here moele as a pure Poisson source with arrival rate λ =. The rest of the system parameters are: m = 0 (same as earlier), p max =, T min =0an T max = 40. The system was starte from an empty state, an at the UDP source was turne on an shut off at The results are shown in Figure 4. for λ(t) (left figure), for q(t) (mile figure), an for s(t) (right figure). Here λ(t) is the aggregate arrival rate from the TCP population an the UDP traffic. Again we can observe a goo corresponence an the results show how the system first reaches an equilibrium, how it is affecte by the UDP pulse an how the equilibrium is reache after the pulse isappears. 6.4 Equilibrium surfaces Here we plot some equilibrium surfaces of the system (3) as functions of the system parameters. We consier a buffer of size 40 with RED parameters T min =ant max = 30. The RED rop parameter p max is taken as a free parameter that varies in [0.01, 0.35]. The equilibrium epens on the TCP population parameters only through TCPpar = m/r, which is allowe to vary in [0.05, 0.7]. Figure 5. (left figure) illustrates the queue size at the equilibrium as a function of p max an TCPpar. We point out that if the RED rop probability is small but the TCP population is aggressive (either m is large or R is small) the system (3) oes not have an equilibrium as the queue tens to fill up to T max an then oscillates at values slightly below T max. In aition, even if an equilibrium exists it is not necessarily a stable one (see [3]). The surface of the expecte gooput of the TCP population is illustrate in Figure 5. (right figure). Note that the surfaces clearly illustrate the problematic TCP feature (from the system esigners point of view) that the system performance epens on the number of TCP connections, which xx/9

10 p max TCPpar p max TCPpar Figure 5.: The queue size at equilibrium (left figure) an the gooput of the TCP population at equilibrium (right figure). is also iscusse in [17]. If one wishes to set a fixe target queue length q t [T min,t max ] (which also coincies with the exponentially average queue length) to be achieve at the equilibrium, the relationship ( m R = PL 1 π0 ( q t ) ) 2(1 PL )(1 π K ( q t )) (1 p( q t )), where P L = p( q t )+π K ( q t ) p( q t )π K ( q t ), can be use to explore, e.g., how p max has to be ajuste to compensate the changes in m/r. The above relationship has been erive from (3) at the equilibrium state. 7 Conclusions We have evelope a ynamical moel to escribe the evolution of the TCP aggregate an the RED controlle queue. The TCP sources were iealize to operate only in the congestion avoiance phase. It is worth mentioning that this approach can be easily applie to other aitive-increase-multiplicative-ecrease schemes by changing the ifferential equation for the throughput λ accoringly. In aition, the moel of source an queue interaction can be use to explore, for example, various parameter settings or stability surfaces. Moreover, this approach can be easily extene to stuy the interaction of other traffic behaviors with RED, such as TCP variants, equation-base controls, rate aaptive traffic etc. Because the mathematical moel is in terms of expecte values of the source an queue variables, an equivalent simulation stuy woul require averaging over a large number of replications, making it easily an infeasible approach. In eriving the ifferential equation moel several stochastic assumptions an approximations were necessary, in particular, the aggregate packet arrivals were approximate by an inhomogeneous Poisson process. We point out that our main interest is the congestion control aspect of the complete system, an partial justification to such approximation is the observation by Veres an Boa [18]: several statistical tests inicate that the aggregate TCP traffic entering through a bottleneck buffer is short-range epenent. Moreover, our careful simulation verification, in which neither TCP winow nor stochastic assumptions were use, showe that the approximations were well justifie. xx/

11 The aim of this paper was to carefully erive an then valiate the moel. Aitionally, in [3] we have successfully performe the stability analysis of the system presente here, eriving not only sufficient, but also necessary conitions for the system to be asymptotically stable. This follow-up paper contains several illustrative figures that show how the system parameters affect the system performance. References [1] S. Floy an V. Jacobson, Ranom Early Detection gateways in congestion avoiance, IEEE/ACM Transactions on Networking, vol. 1, no. 3, pp , [2] P. Lassila an J. Virtamo, Moeling the ynamics of the RED algorithm, in Proceeings of QofIS 00, September 2000, pp [3] P. Kuusela, P. Lassila, an J. Virtamo, Stability of TCP-RED congestion control, submitte for publication, available at [4] F. Kelly, Mathematical moelling of the Internet, available at uk./~frank/ (also an extene version in Mathematics Unlimite 2001 an Beyon, Springer Verlag, 2000), [5] V. Misra, W. Gong, an D. Towsley, A flui-base analysis of a network of AQM routers supporting TCP flows with an application to RED, in Proceeings of ACM SIGCOMM, August 2000, pp [6] R. Laalaoua, S. Jȩruś, T. Atmaca, an T. Czachórski, Diffusion moel of RED control mechanism, in in Proceeings of International Conference on Networking, July , Colmar, France. [7] E. Altman, K. Avrachenkov, an C. Barakat, A stochastic moel of TCP/IP with stationary ranom losses, in Proceeings of ACM SIGCOMM, 2000, pp [8] Brown P., Resource sharing of TCP connections with ifferent roun trip s, in Proceeings of IEEE INFOCOM, 2000, pp [9] S. Floy et al., Discussions on setting parameters, REDparameters.txt, November [] J. Virtamo, Numerical evaluation of the istribution of unfinishe work in an M/D/1 system, Electronics Letters, vol. 31, no. 7, pp , [11] D. Gross an C. Harris, Funamentals of queueing theory, Wiley, 3r eition, [12] Wang W., D. Tipper, an Banerjee S., A simple approximation for moeling nonstationary queues, in Proceeings of IEEE INFOCOM, March 1996, pp [13] H. C. Tijms, Stochastic Moels: An Algorithmic Approach, Wiley, [14] P. Kuusela an J. T. Virtamo, Moeling RED with two traffic classes, in Proceeings of NTS-15, August 2000, pp , available at com2/. [15] D. Clark an W. Fang, Explicit allocation of best-effort packet elivery service, IEEE/ACM Transactions of Networking, vol. 6, no. 4, pp , August [16] C. Hollot, V. Misra, D. Towsley, an W-B. Gong, A control theoretic analysis of RED, to appear in Proceeings of IEEE INFOCOM 2001, xx/11

12 [17] T. J. Ott, T. V. Lakshman, an L. H. Wong, SRED: Stabilize RED, in Proceeings of IEEE INFOCOM, March [18] A. Veres an M. Boa, The chaotic nature of TCP congestion control, in Proceeings of IEEE INFOCOM, March 2000, pp xx/12

MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.436J/15.085J Fall 2008 Lecture 14 10/27/2008 MOMENT GENERATING FUNCTIONS

MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.436J/15.085J Fall 2008 Lecture 14 10/27/2008 MOMENT GENERATING FUNCTIONS MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.436J/15.085J Fall 2008 Lecture 14 10/27/2008 MOMENT GENERATING FUNCTIONS Contents 1. Moment generating functions 2. Sum of a ranom number of ranom variables 3. Transforms

More information

JON HOLTAN. if P&C Insurance Ltd., Oslo, Norway ABSTRACT

JON HOLTAN. if P&C Insurance Ltd., Oslo, Norway ABSTRACT OPTIMAL INSURANCE COVERAGE UNDER BONUS-MALUS CONTRACTS BY JON HOLTAN if P&C Insurance Lt., Oslo, Norway ABSTRACT The paper analyses the questions: Shoul or shoul not an iniviual buy insurance? An if so,

More information

A New Pricing Model for Competitive Telecommunications Services Using Congestion Discounts

A New Pricing Model for Competitive Telecommunications Services Using Congestion Discounts A New Pricing Moel for Competitive Telecommunications Services Using Congestion Discounts N. Keon an G. Ananalingam Department of Systems Engineering University of Pennsylvania Philaelphia, PA 19104-6315

More information

GPRS performance estimation in GSM circuit switched services and GPRS shared resource systems *

GPRS performance estimation in GSM circuit switched services and GPRS shared resource systems * GPRS performance estimation in GSM circuit switche serices an GPRS share resource systems * Shaoji i an Sen-Gusta Häggman Helsinki Uniersity of Technology, Institute of Raio ommunications, ommunications

More information

Data Center Power System Reliability Beyond the 9 s: A Practical Approach

Data Center Power System Reliability Beyond the 9 s: A Practical Approach Data Center Power System Reliability Beyon the 9 s: A Practical Approach Bill Brown, P.E., Square D Critical Power Competency Center. Abstract Reliability has always been the focus of mission-critical

More information

Firewall Design: Consistency, Completeness, and Compactness

Firewall Design: Consistency, Completeness, and Compactness C IS COS YS TE MS Firewall Design: Consistency, Completeness, an Compactness Mohame G. Goua an Xiang-Yang Alex Liu Department of Computer Sciences The University of Texas at Austin Austin, Texas 78712-1188,

More information

The most common model to support workforce management of telephone call centers is

The most common model to support workforce management of telephone call centers is Designing a Call Center with Impatient Customers O. Garnett A. Manelbaum M. Reiman Davison Faculty of Inustrial Engineering an Management, Technion, Haifa 32000, Israel Davison Faculty of Inustrial Engineering

More information

On Adaboost and Optimal Betting Strategies

On Adaboost and Optimal Betting Strategies On Aaboost an Optimal Betting Strategies Pasquale Malacaria 1 an Fabrizio Smerali 1 1 School of Electronic Engineering an Computer Science, Queen Mary University of Lonon, Lonon, UK Abstract We explore

More information

11 CHAPTER 11: FOOTINGS

11 CHAPTER 11: FOOTINGS CHAPTER ELEVEN FOOTINGS 1 11 CHAPTER 11: FOOTINGS 11.1 Introuction Footings are structural elements that transmit column or wall loas to the unerlying soil below the structure. Footings are esigne to transmit

More information

View Synthesis by Image Mapping and Interpolation

View Synthesis by Image Mapping and Interpolation View Synthesis by Image Mapping an Interpolation Farris J. Halim Jesse S. Jin, School of Computer Science & Engineering, University of New South Wales Syney, NSW 05, Australia Basser epartment of Computer

More information

Master s Thesis. A Study on Active Queue Management Mechanisms for. Internet Routers: Design, Performance Analysis, and.

Master s Thesis. A Study on Active Queue Management Mechanisms for. Internet Routers: Design, Performance Analysis, and. Master s Thesis Title A Study on Active Queue Management Mechanisms for Internet Routers: Design, Performance Analysis, and Parameter Tuning Supervisor Prof. Masayuki Murata Author Tomoya Eguchi February

More information

Mathematics Review for Economists

Mathematics Review for Economists Mathematics Review for Economists by John E. Floy University of Toronto May 9, 2013 This ocument presents a review of very basic mathematics for use by stuents who plan to stuy economics in grauate school

More information

Risk Management for Derivatives

Risk Management for Derivatives Risk Management or Derivatives he Greeks are coming the Greeks are coming! Managing risk is important to a large number o iniviuals an institutions he most unamental aspect o business is a process where

More information

The one-year non-life insurance risk

The one-year non-life insurance risk The one-year non-life insurance risk Ohlsson, Esbjörn & Lauzeningks, Jan Abstract With few exceptions, the literature on non-life insurance reserve risk has been evote to the ultimo risk, the risk in the

More information

INFLUENCE OF GPS TECHNOLOGY ON COST CONTROL AND MAINTENANCE OF VEHICLES

INFLUENCE OF GPS TECHNOLOGY ON COST CONTROL AND MAINTENANCE OF VEHICLES 1 st Logistics International Conference Belgrae, Serbia 28-30 November 2013 INFLUENCE OF GPS TECHNOLOGY ON COST CONTROL AND MAINTENANCE OF VEHICLES Goran N. Raoičić * University of Niš, Faculty of Mechanical

More information

Digital barrier option contract with exponential random time

Digital barrier option contract with exponential random time IMA Journal of Applie Mathematics Avance Access publishe June 9, IMA Journal of Applie Mathematics ) Page of 9 oi:.93/imamat/hxs3 Digital barrier option contract with exponential ranom time Doobae Jun

More information

MSc. Econ: MATHEMATICAL STATISTICS, 1995 MAXIMUM-LIKELIHOOD ESTIMATION

MSc. Econ: MATHEMATICAL STATISTICS, 1995 MAXIMUM-LIKELIHOOD ESTIMATION MAXIMUM-LIKELIHOOD ESTIMATION The General Theory of M-L Estimation In orer to erive an M-L estimator, we are boun to make an assumption about the functional form of the istribution which generates the

More information

ISSN: 2277-3754 ISO 9001:2008 Certified International Journal of Engineering and Innovative Technology (IJEIT) Volume 3, Issue 12, June 2014

ISSN: 2277-3754 ISO 9001:2008 Certified International Journal of Engineering and Innovative Technology (IJEIT) Volume 3, Issue 12, June 2014 ISSN: 77-754 ISO 900:008 Certifie International Journal of Engineering an Innovative echnology (IJEI) Volume, Issue, June 04 Manufacturing process with isruption uner Quaratic Deman for Deteriorating Inventory

More information

5 Isotope effects on vibrational relaxation and hydrogen-bond dynamics in water

5 Isotope effects on vibrational relaxation and hydrogen-bond dynamics in water 5 Isotope effects on vibrational relaxation an hyrogen-bon ynamics in water Pump probe experiments HDO issolve in liqui H O show the spectral ynamics an the vibrational relaxation of the OD stretch vibration.

More information

A New Evaluation Measure for Information Retrieval Systems

A New Evaluation Measure for Information Retrieval Systems A New Evaluation Measure for Information Retrieval Systems Martin Mehlitz martin.mehlitz@ai-labor.e Christian Bauckhage Deutsche Telekom Laboratories christian.bauckhage@telekom.e Jérôme Kunegis jerome.kunegis@ai-labor.e

More information

Option Pricing for Inventory Management and Control

Option Pricing for Inventory Management and Control Option Pricing for Inventory Management an Control Bryant Angelos, McKay Heasley, an Jeffrey Humpherys Abstract We explore the use of option contracts as a means of managing an controlling inventories

More information

How To Understand The Structure Of A Can (Can)

How To Understand The Structure Of A Can (Can) Thi t t ith F M k 4 0 4 BOSCH CAN Specification Version 2.0 1991, Robert Bosch GmbH, Postfach 50, D-7000 Stuttgart 1 The ocument as a whole may be copie an istribute without restrictions. However, the

More information

BOSCH. CAN Specification. Version 2.0. 1991, Robert Bosch GmbH, Postfach 30 02 40, D-70442 Stuttgart

BOSCH. CAN Specification. Version 2.0. 1991, Robert Bosch GmbH, Postfach 30 02 40, D-70442 Stuttgart CAN Specification Version 2.0 1991, Robert Bosch GmbH, Postfach 30 02 40, D-70442 Stuttgart CAN Specification 2.0 page 1 Recital The acceptance an introuction of serial communication to more an more applications

More information

Math 230.01, Fall 2012: HW 1 Solutions

Math 230.01, Fall 2012: HW 1 Solutions Math 3., Fall : HW Solutions Problem (p.9 #). Suppose a wor is picke at ranom from this sentence. Fin: a) the chance the wor has at least letters; SOLUTION: All wors are equally likely to be chosen. The

More information

Active Queue Management A router based control mechanism

Active Queue Management A router based control mechanism Active Queue Management A router based control mechanism Chrysostomos Koutsimanis B.Sc. National Technical University of Athens Pan Gan Park B.Sc. Ajou University Abstract In this report we are going to

More information

Robust Router Congestion Control Using Acceptance and Departure Rate Measures

Robust Router Congestion Control Using Acceptance and Departure Rate Measures Robust Router Congestion Control Using Acceptance and Departure Rate Measures Ganesh Gopalakrishnan a, Sneha Kasera b, Catherine Loader c, and Xin Wang b a {ganeshg@microsoft.com}, Microsoft Corporation,

More information

Ch 10. Arithmetic Average Options and Asian Opitons

Ch 10. Arithmetic Average Options and Asian Opitons Ch 10. Arithmetic Average Options an Asian Opitons I. Asian Option an the Analytic Pricing Formula II. Binomial Tree Moel to Price Average Options III. Combination of Arithmetic Average an Reset Options

More information

Optimal Control Policy of a Production and Inventory System for multi-product in Segmented Market

Optimal Control Policy of a Production and Inventory System for multi-product in Segmented Market RATIO MATHEMATICA 25 (2013), 29 46 ISSN:1592-7415 Optimal Control Policy of a Prouction an Inventory System for multi-prouct in Segmente Market Kuleep Chauhary, Yogener Singh, P. C. Jha Department of Operational

More information

A Generalization of Sauer s Lemma to Classes of Large-Margin Functions

A Generalization of Sauer s Lemma to Classes of Large-Margin Functions A Generalization of Sauer s Lemma to Classes of Large-Margin Functions Joel Ratsaby University College Lonon Gower Street, Lonon WC1E 6BT, Unite Kingom J.Ratsaby@cs.ucl.ac.uk, WWW home page: http://www.cs.ucl.ac.uk/staff/j.ratsaby/

More information

Game Theoretic Modeling of Cooperation among Service Providers in Mobile Cloud Computing Environments

Game Theoretic Modeling of Cooperation among Service Providers in Mobile Cloud Computing Environments 2012 IEEE Wireless Communications an Networking Conference: Services, Applications, an Business Game Theoretic Moeling of Cooperation among Service Proviers in Mobile Clou Computing Environments Dusit

More information

Lecture L25-3D Rigid Body Kinematics

Lecture L25-3D Rigid Body Kinematics J. Peraire, S. Winall 16.07 Dynamics Fall 2008 Version 2.0 Lecture L25-3D Rigi Boy Kinematics In this lecture, we consier the motion of a 3D rigi boy. We shall see that in the general three-imensional

More information

Modelling and Resolving Software Dependencies

Modelling and Resolving Software Dependencies June 15, 2005 Abstract Many Linux istributions an other moern operating systems feature the explicit eclaration of (often complex) epenency relationships between the pieces of software

More information

Sensitivity Analysis of Non-linear Performance with Probability Distortion

Sensitivity Analysis of Non-linear Performance with Probability Distortion Preprints of the 19th Worl Congress The International Feeration of Automatic Control Cape Town, South Africa. August 24-29, 214 Sensitivity Analysis of Non-linear Performance with Probability Distortion

More information

MODELLING OF TWO STRATEGIES IN INVENTORY CONTROL SYSTEM WITH RANDOM LEAD TIME AND DEMAND

MODELLING OF TWO STRATEGIES IN INVENTORY CONTROL SYSTEM WITH RANDOM LEAD TIME AND DEMAND art I. robobabilystic Moels Computer Moelling an New echnologies 27 Vol. No. 2-3 ransport an elecommunication Institute omonosova iga V-9 atvia MOEING OF WO AEGIE IN INVENOY CONO YEM WIH ANOM EA IME AN

More information

Differentiability of Exponential Functions

Differentiability of Exponential Functions Differentiability of Exponential Functions Philip M. Anselone an John W. Lee Philip Anselone (panselone@actionnet.net) receive his Ph.D. from Oregon State in 1957. After a few years at Johns Hopkins an

More information

Inverse Trig Functions

Inverse Trig Functions Inverse Trig Functions c A Math Support Center Capsule February, 009 Introuction Just as trig functions arise in many applications, so o the inverse trig functions. What may be most surprising is that

More information

FAST JOINING AND REPAIRING OF SANDWICH MATERIALS WITH DETACHABLE MECHANICAL CONNECTION TECHNOLOGY

FAST JOINING AND REPAIRING OF SANDWICH MATERIALS WITH DETACHABLE MECHANICAL CONNECTION TECHNOLOGY FAST JOINING AND REPAIRING OF SANDWICH MATERIALS WITH DETACHABLE MECHANICAL CONNECTION TECHNOLOGY Jörg Felhusen an Sivakumara K. Krishnamoorthy RWTH Aachen University, Chair an Insitute for Engineering

More information

Detecting Possibly Fraudulent or Error-Prone Survey Data Using Benford s Law

Detecting Possibly Fraudulent or Error-Prone Survey Data Using Benford s Law Detecting Possibly Frauulent or Error-Prone Survey Data Using Benfor s Law Davi Swanson, Moon Jung Cho, John Eltinge U.S. Bureau of Labor Statistics 2 Massachusetts Ave., NE, Room 3650, Washington, DC

More information

Optimal Energy Commitments with Storage and Intermittent Supply

Optimal Energy Commitments with Storage and Intermittent Supply Submitte to Operations Research manuscript OPRE-2009-09-406 Optimal Energy Commitments with Storage an Intermittent Supply Jae Ho Kim Department of Electrical Engineering, Princeton University, Princeton,

More information

On Packet Marking Function of Active Queue Management Mechanism: Should It Be Linear, Concave, or Convex?

On Packet Marking Function of Active Queue Management Mechanism: Should It Be Linear, Concave, or Convex? On Packet Marking Function of Active Queue Management Mechanism: Should It Be Linear, Concave, or Convex? Hiroyuki Ohsaki and Masayuki Murata Graduate School of Information Science and Technology Osaka

More information

Chapter 11: Feedback and PID Control Theory

Chapter 11: Feedback and PID Control Theory Chapter 11: Feeback an ID Control Theory Chapter 11: Feeback an ID Control Theory I. Introuction Feeback is a mechanism for regulating a physical system so that it maintains a certain state. Feeback works

More information

Cross-Over Analysis Using T-Tests

Cross-Over Analysis Using T-Tests Chapter 35 Cross-Over Analysis Using -ests Introuction his proceure analyzes ata from a two-treatment, two-perio (x) cross-over esign. he response is assume to be a continuous ranom variable that follows

More information

Unbalanced Power Flow Analysis in a Micro Grid

Unbalanced Power Flow Analysis in a Micro Grid International Journal of Emerging Technology an Avance Engineering Unbalance Power Flow Analysis in a Micro Gri Thai Hau Vo 1, Mingyu Liao 2, Tianhui Liu 3, Anushree 4, Jayashri Ravishankar 5, Toan Phung

More information

The Quick Calculus Tutorial

The Quick Calculus Tutorial The Quick Calculus Tutorial This text is a quick introuction into Calculus ieas an techniques. It is esigne to help you if you take the Calculus base course Physics 211 at the same time with Calculus I,

More information

Modeling and Predicting Popularity Dynamics via Reinforced Poisson Processes

Modeling and Predicting Popularity Dynamics via Reinforced Poisson Processes Proceeings of the Twenty-Eighth AAAI Conference on Artificial Intelligence Moeling an Preicting Popularity Dynamics via Reinforce Poisson Processes Huawei Shen 1, Dashun Wang 2, Chaoming Song 3, Albert-László

More information

DIFFRACTION AND INTERFERENCE

DIFFRACTION AND INTERFERENCE DIFFRACTION AND INTERFERENCE In this experiment you will emonstrate the wave nature of light by investigating how it bens aroun eges an how it interferes constructively an estructively. You will observe

More information

Security Vulnerabilities and Solutions for Packet Sampling

Security Vulnerabilities and Solutions for Packet Sampling Security Vulnerabilities an Solutions for Packet Sampling Sharon Golberg an Jennifer Rexfor Princeton University, Princeton, NJ, USA 08544 {golbe, jrex}@princeton.eu Abstract Packet sampling supports a

More information

Performance Analysis of Bandwidth Allocations for Multi-Services Mobile Wireless Cellular Networks *

Performance Analysis of Bandwidth Allocations for Multi-Services Mobile Wireless Cellular Networks * erformance Analysis of Banwith Allocations for Multi-Serices Mobile Wireless Cellular Networs * Lizhong Li Bin Li Bo Li Xi-Ren Cao Department of Computer Science Department of Electrical an Electronic

More information

Risk Adjustment for Poker Players

Risk Adjustment for Poker Players Risk Ajustment for Poker Players William Chin DePaul University, Chicago, Illinois Marc Ingenoso Conger Asset Management LLC, Chicago, Illinois September, 2006 Introuction In this article we consier risk

More information

State of Louisiana Office of Information Technology. Change Management Plan

State of Louisiana Office of Information Technology. Change Management Plan State of Louisiana Office of Information Technology Change Management Plan Table of Contents Change Management Overview Change Management Plan Key Consierations Organizational Transition Stages Change

More information

Optimizing Multiple Stock Trading Rules using Genetic Algorithms

Optimizing Multiple Stock Trading Rules using Genetic Algorithms Optimizing Multiple Stock Traing Rules using Genetic Algorithms Ariano Simões, Rui Neves, Nuno Horta Instituto as Telecomunicações, Instituto Superior Técnico Av. Rovisco Pais, 040-00 Lisboa, Portugal.

More information

Factoring Dickson polynomials over finite fields

Factoring Dickson polynomials over finite fields Factoring Dickson polynomials over finite fiels Manjul Bhargava Department of Mathematics, Princeton University. Princeton NJ 08544 manjul@math.princeton.eu Michael Zieve Department of Mathematics, University

More information

A NATIONAL MEASUREMENT GOOD PRACTICE GUIDE. No.107. Guide to the calibration and testing of torque transducers

A NATIONAL MEASUREMENT GOOD PRACTICE GUIDE. No.107. Guide to the calibration and testing of torque transducers A NATIONAL MEASUREMENT GOOD PRACTICE GUIDE No.107 Guie to the calibration an testing of torque transucers Goo Practice Guie 107 Measurement Goo Practice Guie No.107 Guie to the calibration an testing of

More information

A Data Placement Strategy in Scientific Cloud Workflows

A Data Placement Strategy in Scientific Cloud Workflows A Data Placement Strategy in Scientific Clou Workflows Dong Yuan, Yun Yang, Xiao Liu, Jinjun Chen Faculty of Information an Communication Technologies, Swinburne University of Technology Hawthorn, Melbourne,

More information

An intertemporal model of the real exchange rate, stock market, and international debt dynamics: policy simulations

An intertemporal model of the real exchange rate, stock market, and international debt dynamics: policy simulations This page may be remove to conceal the ientities of the authors An intertemporal moel of the real exchange rate, stock market, an international ebt ynamics: policy simulations Saziye Gazioglu an W. Davi

More information

Web Appendices of Selling to Overcon dent Consumers

Web Appendices of Selling to Overcon dent Consumers Web Appenices of Selling to Overcon ent Consumers Michael D. Grubb A Option Pricing Intuition This appenix provies aitional intuition base on option pricing for the result in Proposition 2. Consier the

More information

Sensor Network Localization from Local Connectivity : Performance Analysis for the MDS-MAP Algorithm

Sensor Network Localization from Local Connectivity : Performance Analysis for the MDS-MAP Algorithm Sensor Network Localization from Local Connectivity : Performance Analysis for the MDS-MAP Algorithm Sewoong Oh an Anrea Montanari Electrical Engineering an Statistics Department Stanfor University, Stanfor,

More information

10.2 Systems of Linear Equations: Matrices

10.2 Systems of Linear Equations: Matrices SECTION 0.2 Systems of Linear Equations: Matrices 7 0.2 Systems of Linear Equations: Matrices OBJECTIVES Write the Augmente Matrix of a System of Linear Equations 2 Write the System from the Augmente Matrix

More information

Hull, Chapter 11 + Sections 17.1 and 17.2 Additional reference: John Cox and Mark Rubinstein, Options Markets, Chapter 5

Hull, Chapter 11 + Sections 17.1 and 17.2 Additional reference: John Cox and Mark Rubinstein, Options Markets, Chapter 5 Binomial Moel Hull, Chapter 11 + ections 17.1 an 17.2 Aitional reference: John Cox an Mark Rubinstein, Options Markets, Chapter 5 1. One-Perio Binomial Moel Creating synthetic options (replicating options)

More information

TCP, Active Queue Management and QoS

TCP, Active Queue Management and QoS TCP, Active Queue Management and QoS Don Towsley UMass Amherst towsley@cs.umass.edu Collaborators: W. Gong, C. Hollot, V. Misra Outline motivation TCP friendliness/fairness bottleneck invariant principle

More information

Exploratory Optimal Latin Hypercube Designs for Computer Simulated Experiments

Exploratory Optimal Latin Hypercube Designs for Computer Simulated Experiments Thailan Statistician July 0; 9() : 7-93 http://statassoc.or.th Contribute paper Exploratory Optimal Latin Hypercube Designs for Computer Simulate Experiments Rachaaporn Timun [a,b] Anamai Na-uom* [a,b]

More information

Adaptive Virtual Buffer(AVB)-An Active Queue Management Scheme for Internet Quality of Service

Adaptive Virtual Buffer(AVB)-An Active Queue Management Scheme for Internet Quality of Service Adaptive Virtual Buffer(AVB)-An Active Queue Management Scheme for Internet Quality of Service Xidong Deng, George esidis, Chita Das Department of Computer Science and Engineering The Pennsylvania State

More information

Lagrangian and Hamiltonian Mechanics

Lagrangian and Hamiltonian Mechanics Lagrangian an Hamiltonian Mechanics D.G. Simpson, Ph.D. Department of Physical Sciences an Engineering Prince George s Community College December 5, 007 Introuction In this course we have been stuying

More information

Web Appendices to Selling to Overcon dent Consumers

Web Appendices to Selling to Overcon dent Consumers Web Appenices to Selling to Overcon ent Consumers Michael D. Grubb MIT Sloan School of Management Cambrige, MA 02142 mgrubbmit.eu www.mit.eu/~mgrubb May 2, 2008 B Option Pricing Intuition This appenix

More information

Consumer Referrals. Maria Arbatskaya and Hideo Konishi. October 28, 2014

Consumer Referrals. Maria Arbatskaya and Hideo Konishi. October 28, 2014 Consumer Referrals Maria Arbatskaya an Hieo Konishi October 28, 2014 Abstract In many inustries, rms rewar their customers for making referrals. We analyze the optimal policy mix of price, avertising intensity,

More information

An Introduction to Event-triggered and Self-triggered Control

An Introduction to Event-triggered and Self-triggered Control An Introuction to Event-triggere an Self-triggere Control W.P.M.H. Heemels K.H. Johansson P. Tabuaa Abstract Recent evelopments in computer an communication technologies have le to a new type of large-scale

More information

Calculating Viscous Flow: Velocity Profiles in Rivers and Pipes

Calculating Viscous Flow: Velocity Profiles in Rivers and Pipes previous inex next Calculating Viscous Flow: Velocity Profiles in Rivers an Pipes Michael Fowler, UVa 9/8/1 Introuction In this lecture, we ll erive the velocity istribution for two examples of laminar

More information

Minimum-Energy Broadcast in All-Wireless Networks: NP-Completeness and Distribution Issues

Minimum-Energy Broadcast in All-Wireless Networks: NP-Completeness and Distribution Issues Minimum-Energy Broacast in All-Wireless Networks: NP-Completeness an Distribution Issues Mario Čagal LCA-EPFL CH-05 Lausanne Switzerlan mario.cagal@epfl.ch Jean-Pierre Hubaux LCA-EPFL CH-05 Lausanne Switzerlan

More information

Performance Evaluation of Active Queue Management Using a Hybrid Approach

Performance Evaluation of Active Queue Management Using a Hybrid Approach 1196 JOURNAL OF COMPUTERS, VOL. 7, NO. 5, MAY 2012 Performance Evaluation of Active Queue Management Using a Hybrid Approach Chin-Ling Chen* Chia-Chun Yu Department of Information Management, National

More information

Professional Level Options Module, Paper P4(SGP)

Professional Level Options Module, Paper P4(SGP) Answers Professional Level Options Moule, Paper P4(SGP) Avance Financial Management (Singapore) December 2007 Answers Tutorial note: These moel answers are consierably longer an more etaile than woul be

More information

Performance Analysis of AQM Schemes in Wired and Wireless Networks based on TCP flow

Performance Analysis of AQM Schemes in Wired and Wireless Networks based on TCP flow International Journal of Soft Computing and Engineering (IJSCE) Performance Analysis of AQM Schemes in Wired and Wireless Networks based on TCP flow Abdullah Al Masud, Hossain Md. Shamim, Amina Akhter

More information

A Comparison of Performance Measures for Online Algorithms

A Comparison of Performance Measures for Online Algorithms A Comparison of Performance Measures for Online Algorithms Joan Boyar 1, Sany Irani 2, an Kim S. Larsen 1 1 Department of Mathematics an Computer Science, University of Southern Denmark, Campusvej 55,

More information

A Scheme to Estimate One-way Delay Variations for Diagnosing Network Traffic Conditions

A Scheme to Estimate One-way Delay Variations for Diagnosing Network Traffic Conditions Cyber Journals: Multiisciplinary Journals in Science an Technology Journal of Selecte Areas in Telecommunications (JSAT) August Eition 2011 A Scheme to Estimate One-way Delay Variations for Diagnosing

More information

Unsteady Flow Visualization by Animating Evenly-Spaced Streamlines

Unsteady Flow Visualization by Animating Evenly-Spaced Streamlines EUROGRAPHICS 2000 / M. Gross an F.R.A. Hopgoo Volume 19, (2000), Number 3 (Guest Eitors) Unsteay Flow Visualization by Animating Evenly-Space Bruno Jobar an Wilfri Lefer Université u Littoral Côte Opale,

More information

Simplified Modelling and Control of a Synchronous Machine with Variable Speed Six Step Drive

Simplified Modelling and Control of a Synchronous Machine with Variable Speed Six Step Drive Simplifie Moelling an Control of a Synchronous Machine with Variable Spee Six Step Drive Matthew K. Senesky, Perry Tsao,Seth.Saners Dept. of Electrical Engineering an Computer Science, University of California,

More information

The mean-field computation in a supermarket model with server multiple vacations

The mean-field computation in a supermarket model with server multiple vacations DOI.7/s66-3-7-5 The mean-fiel computation in a supermaret moel with server multiple vacations Quan-Lin Li Guirong Dai John C. S. Lui Yang Wang Receive: November / Accepte: 8 October 3 SpringerScienceBusinessMeiaNewYor3

More information

Hybrid Model Predictive Control Applied to Production-Inventory Systems

Hybrid Model Predictive Control Applied to Production-Inventory Systems Preprint of paper to appear in the 18th IFAC Worl Congress, August 28 - Sept. 2, 211, Milan, Italy Hybri Moel Preictive Control Applie to Prouction-Inventory Systems Naresh N. Nanola Daniel E. Rivera Control

More information

DESIGN OF ACTIVE QUEUE MANAGEMENT BASED ON THE CORRELATIONS IN INTERNET TRAFFIC

DESIGN OF ACTIVE QUEUE MANAGEMENT BASED ON THE CORRELATIONS IN INTERNET TRAFFIC DESIGN OF ACTIVE QUEUE MANAGEMENT BASED ON THE CORRELATIONS IN INTERNET TRAFFIC KHALID S. AL-AWFI AND MICHAEL E. WOODWARD { k.s.r.alawf, m.e.woodward }@bradford.ac.uk Department of Computing, University

More information

Asymmetric Neutrality Regulation and Innovation at the Edges: Fixed vs. Mobile Networks

Asymmetric Neutrality Regulation and Innovation at the Edges: Fixed vs. Mobile Networks TSE 521 August 2014 Asymmetric Neutrality Regulation an Innovation at the Eges: Fixe vs. Mobile Networks Jay Pil Choi, Doh Shin Jeon an Byung Cheol Kim Asymmetric Neutrality Regulation an Innovation at

More information

Dynamic Network Security Deployment Under Partial Information

Dynamic Network Security Deployment Under Partial Information Dynamic Network Security Deployment Uner Partial nformation nvite Paper) George Theoorakopoulos EPFL Lausanne, Switzerlan Email: george.theoorakopoulos @ epfl.ch John S. Baras University of Marylan College

More information

Mathematical Models of Therapeutical Actions Related to Tumour and Immune System Competition

Mathematical Models of Therapeutical Actions Related to Tumour and Immune System Competition Mathematical Moels of Therapeutical Actions Relate to Tumour an Immune System Competition Elena De Angelis (1 an Pierre-Emmanuel Jabin (2 (1 Dipartimento i Matematica, Politecnico i Torino Corso Duca egli

More information

Passive Queue Management

Passive Queue Management , 2013 Performance Evaluation of Computer Networks Objectives Explain the role of active queue management in performance optimization of TCP/IP networks Learn a range of active queue management algorithms

More information

About the Stability of Active Queue Management Mechanisms

About the Stability of Active Queue Management Mechanisms About the Stability of Active Queue Management Mechanisms Dario Bauso, Laura Giarré and Giovanni Neglia Abstract In this paper, we discuss the influence of multiple bottlenecks on the stability of Active

More information

ThroughputScheduler: Learning to Schedule on Heterogeneous Hadoop Clusters

ThroughputScheduler: Learning to Schedule on Heterogeneous Hadoop Clusters ThroughputScheuler: Learning to Scheule on Heterogeneous Haoop Clusters Shehar Gupta, Christian Fritz, Bob Price, Roger Hoover, an Johan e Kleer Palo Alto Research Center, Palo Alto, CA, USA {sgupta, cfritz,

More information

IPA Derivatives for Make-to-Stock Production-Inventory Systems With Lost Sales

IPA Derivatives for Make-to-Stock Production-Inventory Systems With Lost Sales IPA Derivatives for Make-to-Stock Prouction-Inventory Systems With Lost Sales Yao Zhao Benjamin Melame Rutgers University Rutgers Business School Newark an New Brunswick Department of MSIS 94 Rockafeller

More information

17: Queue Management. Queuing. Mark Handley

17: Queue Management. Queuing. Mark Handley 17: Queue Management Mark Handley Queuing The primary purpose of a queue in an IP router is to smooth out bursty arrivals, so that the network utilization can be high. But queues add delay and cause jitter.

More information

Rate-Based Active Queue Management: A Green Algorithm in Congestion Control

Rate-Based Active Queue Management: A Green Algorithm in Congestion Control Rate-Based Active Queue Management: A Green Algorithm in Congestion Control Balveer Singh #1, Diwakar Saraswat #2 #1 HOD Computer Sc. & Engg. #2 Astt. Prof. Computer Sc. & Engg PKITM Mathura (UP) India

More information

CALCULATION INSTRUCTIONS

CALCULATION INSTRUCTIONS Energy Saving Guarantee Contract ppenix 8 CLCULTION INSTRUCTIONS Calculation Instructions for the Determination of the Energy Costs aseline, the nnual mounts of Savings an the Remuneration 1 asics ll prices

More information

Safety Stock or Excess Capacity: Trade-offs under Supply Risk

Safety Stock or Excess Capacity: Trade-offs under Supply Risk Safety Stock or Excess Capacity: Trae-offs uner Supply Risk Aahaar Chaturvei Victor Martínez-e-Albéniz IESE Business School, University of Navarra Av. Pearson, 08034 Barcelona, Spain achaturvei@iese.eu

More information

Cost Efficient Datacenter Selection for Cloud Services

Cost Efficient Datacenter Selection for Cloud Services Cost Efficient Datacenter Selection for Clou Services Hong u, Baochun Li henryxu, bli@eecg.toronto.eu Department of Electrical an Computer Engineering University of Toronto Abstract Many clou services

More information

Comparative Analysis of Congestion Control Algorithms Using ns-2

Comparative Analysis of Congestion Control Algorithms Using ns-2 www.ijcsi.org 89 Comparative Analysis of Congestion Control Algorithms Using ns-2 Sanjeev Patel 1, P. K. Gupta 2, Arjun Garg 3, Prateek Mehrotra 4 and Manish Chhabra 5 1 Deptt. of Computer Sc. & Engg,

More information

Transport Layer Protocols

Transport Layer Protocols Transport Layer Protocols Version. Transport layer performs two main tasks for the application layer by using the network layer. It provides end to end communication between two applications, and implements

More information

Lagrange s equations of motion for oscillating central-force field

Lagrange s equations of motion for oscillating central-force field Theoretical Mathematics & Applications, vol.3, no., 013, 99-115 ISSN: 179-9687 (print), 179-9709 (online) Scienpress Lt, 013 Lagrange s equations of motion for oscillating central-force fiel A.E. Eison

More information

Product Differentiation for Software-as-a-Service Providers

Product Differentiation for Software-as-a-Service Providers University of Augsburg Prof. Dr. Hans Ulrich Buhl Research Center Finance & Information Management Department of Information Systems Engineering & Financial Management Discussion Paper WI-99 Prouct Differentiation

More information

Sizing Internet Router Buffers, Active Queue Management, and the Lur e Problem

Sizing Internet Router Buffers, Active Queue Management, and the Lur e Problem Sizing Internet Router Buffers, Active Queue Management, and the Lur e Problem Christopher M. Kellett, Robert N. Shorten, and Douglas J. Leith Abstract Recent work in sizing Internet router buffers has

More information

Pythagorean Triples Over Gaussian Integers

Pythagorean Triples Over Gaussian Integers International Journal of Algebra, Vol. 6, 01, no., 55-64 Pythagorean Triples Over Gaussian Integers Cheranoot Somboonkulavui 1 Department of Mathematics, Faculty of Science Chulalongkorn University Bangkok

More information

A Theory of Exchange Rates and the Term Structure of Interest Rates

A Theory of Exchange Rates and the Term Structure of Interest Rates Review of Development Economics, 17(1), 74 87, 013 DOI:10.1111/roe.1016 A Theory of Exchange Rates an the Term Structure of Interest Rates Hyoung-Seok Lim an Masao Ogaki* Abstract This paper efines the

More information

Calibration of the broad band UV Radiometer

Calibration of the broad band UV Radiometer Calibration of the broa ban UV Raiometer Marian Morys an Daniel Berger Solar Light Co., Philaelphia, PA 19126 ABSTRACT Mounting concern about the ozone layer epletion an the potential ultraviolet exposure

More information

Heat-And-Mass Transfer Relationship to Determine Shear Stress in Tubular Membrane Systems Ratkovich, Nicolas Rios; Nopens, Ingmar

Heat-And-Mass Transfer Relationship to Determine Shear Stress in Tubular Membrane Systems Ratkovich, Nicolas Rios; Nopens, Ingmar Aalborg Universitet Heat-An-Mass Transfer Relationship to Determine Shear Stress in Tubular Membrane Systems Ratkovich, Nicolas Rios; Nopens, Ingmar Publishe in: International Journal of Heat an Mass Transfer

More information

Di usion on Social Networks. Current Version: June 6, 2006 Appeared in: Économie Publique, Numéro 16, pp 3-16, 2005/1.

Di usion on Social Networks. Current Version: June 6, 2006 Appeared in: Économie Publique, Numéro 16, pp 3-16, 2005/1. Di usion on Social Networks Matthew O. Jackson y Caltech Leeat Yariv z Caltech Current Version: June 6, 2006 Appeare in: Économie Publique, Numéro 16, pp 3-16, 2005/1. Abstract. We analyze a moel of i

More information