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Chapter 3 Delay models in Data Networks

Chapter 3

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Chapter 3. Delay models in Data Networks. Section 3.2. Little`s Theorem. 3.2 Little`s Theorem. : average number of customers in system : mean arrival rate T:mean time a customer spends in system. Little`s Theorem. Proof N( t ) = number of customers in system at time t - PowerPoint PPT Presentation

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Page 1: Chapter 3

Chapter 3

Delay models in Data Networks

Page 2: Chapter 3

Section 3.2

Little`s Theorem

Page 3: Chapter 3

3.2 Little`s Theorem : average number of customers

in system : mean arrival rate T:mean time a customer spends in

system

N

N

T

Page 4: Chapter 3

Little`s Theorem Proof

N(t) = number of customers in system at time t

(t) = number of customers who arrived in interval [0,t]

Ti = time spent in system by the i-th customer

Page 5: Chapter 3

Little`s Theorem

Page 6: Chapter 3

Little`s Theorem

TN

take

t

T

t

tT

tdN

t

t

t

iit

ii

t

lim

)(

)(1)(

1

)(

1)(

10

Page 7: Chapter 3

3.2.3 Application of Little`s Theorem

Ex3.1 : arrival rate in a transmission line NQ : average number of packets

waiting in queue W : average waiting time spent by a

packet in queue

NQ = W

Page 8: Chapter 3

Application of Little`s Theorem

If = average Tx time =

: Average number of packets under Tx I.e. fraction of time that s busy utilization fact

or

XX

Page 9: Chapter 3

Application of Little`s Theorem Ex3.2

N : average number packets in network T : average delay per packet

also Ti : average delay of packets arriving

at node i

n

iiTN

1

iii TN

Page 10: Chapter 3

3.3 M/M/1 Queuing System M/M/1

First M : arrival , Poisson Second M : service , Exponential 1 : server number

Page 11: Chapter 3

M/M/1 Queuing System Arrival Poisson process

A(t) : number of arrivals from 0 to time t

Number of arrivals that occur in disjoint intervals are independent

Number of arrivals in any interval of length is Poisson distributed with parameter , ,1,0,

!

)()()(

nn

entAtAP

Page 12: Chapter 3

M/M/1 Queuing System Properties of Poisson process

1. Inter arrival times are independent and exponentially distributed with parameter

tn : time of the n-th arrival

2

1

1var,

1)( :

0,1

iancemeanePpdf

SeSP

tt

nn

Sn

nnn

Page 13: Chapter 3

M/M/1 Queuing System

2. For every t0, 0

!2

)(1:

0)(

)(2)()(

)(1)()(

)(10)()(

2

0lim

eNote

owhere

otAtAP

otAtAP

otAtAP

Page 14: Chapter 3

M/M/1 Queuing System3. A = A1+A2++AK is also Poisson with

rate = 1+ 2++ K

Poissonmerge

A1

A2

AK…

……

..

Page 15: Chapter 3

M/M/1 Queuing System

4.

Poisson split

P

1-P Poisson with (1-P)

Also Poisson with

P

Page 16: Chapter 3

M/M/1 Queuing System Service time : Exponential distribution

with parameter Sn : service time of n-th customer

nS

n

Sn

eSPpdf

SeSSP

)(:

0,1

Page 17: Chapter 3

M/M/1 Queuing System Properties of Exponential : memoryles

s

0, ),(|

0, ),(|

trforrSPtStrSP

trforrPttrP

nnn

nnn

Page 18: Chapter 3
Page 19: Chapter 3

Markov chain formulation Let's focus at the times,0,,2,…,k,…

Nk = number of customers in system at time k = N(k)

Where N(t) is continuous-time Markov Chain Nk is discrete-time

Let Pij : transition probabilities = P{Nk+1=j|Nk=i}

Page 20: Chapter 3

Markov chain formulation

1,1, ),(

0),(

0),(

1),(1

)(1

,

1,

1,

00

iiijandioP

ioP

ioP

ioP

oP

ji

ii

ii

ii

Page 21: Chapter 3

Markov chain formulation

Note During any time interval, the total number

of transitions from state n to n+1 must differ from the total number of transitions from n+1 to n by at most 1

I.e. frequency of transitions from n+1 to n = frequency of transitions from n to n+1

ntNPnNPP

iesprobabilitstatesteady

tk

kn

)(

limlim

Page 22: Chapter 3

Markov chain formulation

Page 23: Chapter 3

Markov chain formulation

Take ->0 Pn=Pn+1

Pn+1=Pn, n=0, 1, … 等比數列where = / utilization Pn+1= n+1P0, n=0,1,…

Since <1, and

)23.3,...(1,0)1(

110

0

nP

PP

nn

nn

Page 24: Chapter 3

Markov chain formulation

1,

11

)25.3(1

)1(

)24.3(1)1(

1)1(

)1()(lim

2

2

00

WNW

NT

nnPtNEN

Q

n

n

nn

t

Page 25: Chapter 3

M/G/1 System

Let Ci : customer I Wi = waiting time of Ci

Xi = service time of Ci

Ni = # of customers found waiting in queue when Ci arrives Ri = residual service time of the customer in service when Ci arrives

Page 26: Chapter 3

M/G/1 System

Ci start serviceCi arrives

Ri

Ni

Xi-1Xi- Ni

)48.3(1

)()()()(

1lim

1

RW

XENEREWE

WRu

NRW

XRW

jiii

Qi

i

Nijjii

i

In steady-state,

Page 27: Chapter 3

M/G/1 System

To calculate R, by graphical approach:

Time

Residual service time r()

Ci starts service

M(t)=# of service completion in [0, t]

tXM(t)

XM(t)

X2

X2

X1

X1

Page 28: Chapter 3

M/G/1 System

Time avg of r() in [0, t]

)(

)(

2

1

2

11)(

1

)(

1

2

2)(

10

tM

X

t

tM

Xt

drt

tM

ii

i

tM

i

t

Page 29: Chapter 3

M/G/1 System

)1(2

)(

1

)(2

1

)(lim

)(lim

2

1

)(1

lim

2

2

)(

1

2

0

XERW

XE

tM

X

t

tM

drt

R

tTake

tM

ii

tt

t

t

P-K Formula(3.53)

Page 30: Chapter 3

Ex3.15

Consider a go back n ARQ:

Assume that error in the forward channel is p, return channel is error-free

Packet arrives as a Poisson process with rate packets/frame

1 2 3 … n-1 n 1

1 2 3

time

time

sender

receiver

Timeout (n-1) frames

Prop. delay

Page 31: Chapter 3

Ex3.15

Service time X : from when a packet transmitted until it is successfully received

1 , if 1st tx is successful (1-p)X={ 1+n, if 1st tx is un- successful; 2nd is su

ccessful p(1-p)1+kn, if 1st k is un- successful;(k+1)th successful Pk(1-p)

Page 32: Chapter 3

Ex3.15

0

22

0 0

0

)1()1(][

)1(

)1()1()(

k

k

k k

kk

k

k

ppknXE

kpnpp

ppknXE

Page 33: Chapter 3

Ex3.15

WXETXE

XEW

p

ppn

p

npXE

p

npXE

)(,))(1(2

)(

)1(

)(

1

21][

11)(

2

2

222

Page 34: Chapter 3

3.5.1 M/G/1 Queue with vacations

1. When the server has served all customers, it goes on vacation

2. If the system is still idle after a vacation interval, go on another vacation interval

3. If a customer arrives during a vacation, customer waits until the end of vacation. Chapter 1 section 1.3.1 page 34in Network or Transport Layer

Page 35: Chapter 3

M/G/1 Queue with vacations

Page 36: Chapter 3

M/G/1 Queue with vacations

Assume vacation intervals v1, v2… are iid and are independent of customers arrival & service times.→A customer must wait for the completion

of the current service or vacation interval, and then the service of all customers waiting before it.

Page 37: Chapter 3

M/G/1 Queue with vacations

Where R is the mean residual time for completion of service or vacation when the customer arrives.

1

RW

Page 38: Chapter 3

M/G/1 Queue with vacations

Let L(t) = # of vacations completed by tM(t) = # of services completed by t

Page 39: Chapter 3

2)(

1

2)(

10 2

11

2

11)(

1i

tL

ii

tM

i

tV

tX

tdr

t

)(

)(

2

1

2

11

)(

1

2

2)(

1 tL

V

t

tLX

t

tL

ii

i

tM

i

)( 2VE

Page 40: Chapter 3

)(2

)(

)1(2

)(

1

22

VE

VEXERW

)(

)()1(

2

1

2

)( 22

VE

VEXER

)(

1)(),(

)(

)1(lim

VEt

tLVE

tL

tt

Because Fraction of time occupied with vacation = 1-

Page 41: Chapter 3

Ex3.16 : FDM, SFDM, TDM m streams of traffic with rate /m(Poi

sson) FDM system – Divide available bandwi

dth into m subchannels. Transmission time for a packet on each of these subchannels is m.

Page 42: Chapter 3

FDM

mm

XE )(

2222 0)()( mmXEXVarXE

)56.3()1(2)1(2

mmWFDM

Page 43: Chapter 3

Slotted FDM System Packet trans starts only at time m,

2m,…When the queue is idle, server takes a vacation of m. (if idle again after vacation, take another)

)57.3(2)1(2

mW

mW FDMSFDM

Page 44: Chapter 3

TDM System

Look at SFDM queue, ->same queue WTDM=WSFDM

Page 45: Chapter 3

Summary

mm

T

mm

T

mifbetterm

Tm

T

FDM

SFDM

FDMTDM

)1(2

)1(2

2),12

(1)1(2

Service time

Page 46: Chapter 3

Reservations & Polling

Satellite

Collision -> solution:polling or reservation

S1 D1 D1 S2 D2

Cycle

S1 D1 D1 S2 D2…

Page 47: Chapter 3

Reservation & Polling M Poisson traffic streams with rate /m1. Gated System – only those packets

which arrive prior to the user’s preceding reservation period are transmitted.

2. Exhaustive system – all packets are transmitted including those that arrive during this data period

3. Partially gated – all packets that arrive up to the beginning of the data interval.

Page 48: Chapter 3

Single-User

Gated system:

S D D S D D … D

m=1

time

Di arrives Di startsWi

Ri

Vl(I)

Di ends tx

l(i)-th reservation intervalNi : # of packets arrive in front of Di

Page 49: Chapter 3

Single-User A reservation(vacation)starts when the

system has served all packets which arrive prior to the preceding reservation interval.

A vacation(M/G/1 queue with vacation) starts when the system has served all packets which have arrived.(corresponds to exhaustive system)

Page 50: Chapter 3

Single-User

WXWEXENE

WNEN

VE

VEXER

itake

RE

i

i

i

)()()(

)(

)(2

)()1(

2

)(

)(

22

與以前一樣

Page 51: Chapter 3
Page 52: Chapter 3

Single-User

exhaustiveVE

VEXEW

VE

VE

VEXEW

)(2

)(

)1(2

)(

)61.3(1

)(

)(2

)(

)1(2

)(

22

22

Single-user

gated

Page 53: Chapter 3

Multi-User

Ni is redefined as # of packets which must be transmitted before packet i

S D D D … S D D time

Packet i arrives Packet i startsWi

Ri

Ni

Pakcet i ends

… S D D

Sum=Yi

Page 54: Chapter 3

Multi-user

Where Yi : includes all reservation intervals packet I must want for.

)63.3()()()()()( iiii YEXENEREWE

Page 55: Chapter 3

Multi-User If number the users 0, 1, 2,…,m-1, the

l-th reservation interval is used to make reservation for user l mod m

1

0

1

0

22

)(2

)()1(

2

)(m

ll

m

ll

VE

VEXE

R

Page 56: Chapter 3

Multi-user

?),65.3(1

YYR

W

YWRW

Page 57: Chapter 3

Multi-user For an exhaustive systemLet lj=E ( Yj | packet i arrives in user l’s

reservation or data intervals and belongs to user (l+j) mod m)

0,...

0,0

mod)(mod)2(mod)1( jVVV

j

mjlmlml

Packet i belongs to each user with same prob. = 1/m

Page 58: Chapter 3

Multi-user

)66.3(

...

1

1

1

1

mod)(

mod)1(mod)2(mod)1(

mod)2(mod)1(

mod)1(

1

1

1

1

m

j

mjl

mmlmlml

mlml

ml

m

jlj

m

jlj

Vm

jm

VVV

VV

V

m

m

Page 59: Chapter 3

Multi-user

All users have equal average data length in steady state.

P(packet i arrives during user l’s data interval)

P(packet i arrives during user l’s reservation interval)

m

1

0

)1( m

k

k

l

V

V

Page 60: Chapter 3

Multi-user

1

1

m

j

E (Yi|pkt i arrives in user l’s data or reser. int.) X P(pkt i arrives in user l’s reser. Or data int. )

1

0

1

0

2

1

0

1

11

0

mod)(

1

)68.3(2

)1(

2

)(

))1(

(

m

l

l

m

ll

m

l

m

jm

k

k

l

mjl

Vm

Vwhere

Vm

VVm

V

V

mV

m

jm

Page 61: Chapter 3

Multi-user

If Vl’s have same dist.

m

VVwhere

V

VmXW

m

l

ll

V

V

1

0

2

2

22

)(

2)1(2

)(

)1(2

2

Exhaustive system(3.69)

Page 62: Chapter 3

- The partially gated system is the same as the exhaustive system except that if a packet arrives in its own user’s data interval (with prob. /m), it is delayed an extra cycle of reservation periods(mV)

Y is increased by

Multi-user

Vm

Vmm

0)1(

Page 63: Chapter 3

Multi-user- The fully gated system is the same as

partially gated system except if a pkt arrives during a user’s own reservation interval (prob. (1-)/m)

- It is delayed by an additional mV

- Y is increased by Vmm

)1

(

Page 64: Chapter 3

Priority Queuing N classes of customers class i

arrives a Poisson process with rate I

service time

Each class joins a separate queue

2,

1i

i

i Xu

X

1

2

Server

Page 65: Chapter 3

Priority Queuing Single server will server customers from

the highest priority queue first1. Non-preemptive

- a lower priority customer, once started, is allowed to finish, when a high priority customer arrives.

2. Preemptive resume- Service for a low priority customer is interrupted when a high priority customer arrives and is resumed from the point of interruption when all higher priority customers have been served

Page 66: Chapter 3

Non-preemptive

Let NQk=avg. # in queue for priority k

Wk= avg. queueing time for priority k k = k/k = system utilization for

priority k R = mean residual service time.

Page 67: Chapter 3

Non-preemptive

2112

2

1

12

11

111

11

111

1

1

WNNRW

RW

WRNRW

QQ

Q

Where 1W2 is the avg. # of higher priority customers that arrives while you are waiting

Page 68: Chapter 3

Non-preemptive

)...1)(...1(

)1)(1(

21121

2112

kkk

RW

RW

Similarly,

Page 69: Chapter 3

Non-preemptiveR=the residual time

2

1

)(2

1X

n

ii

Where =2nd moment of the service time avg. over all priority

2X

221

1 ... nn XX

Page 70: Chapter 3

Non-preemptive

)81.3()(2

1 2

1

XRn

ii

代入

)83.3(1

)82.3()...1)(...1(2 21121

2

1

kkk

kk

i

n

ii

k

WTand

XW

Page 71: Chapter 3

Preemptive

k

kT 1

Note that Tk will not be affected by customers from class k+1 to n

Unfinished work of Class 1 to k (A)

Work due to class 1to k-1 who arrives whenthis customer is waiting (B)

)84.3(2

)1

(Re...1

)(

1

2

1

k

iii

k

k

k

XRwhere

RWcall

RA

Page 72: Chapter 3

Preemptive

)86.3()1(

)1(1

,1

)87.3()...1)(...1(

)...1(1

...1

1

1)(

1

111

1

111

11

1

11

11

RTkfor

RT

TR

T

TTB

kk

kkk

k

k

iki

k

k

kk

k

iki

k

iki

i