Skip to main content

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 5045))

  • 388 Accesses

Abstract

In this paper, we present two validated methods from different application fields in stochastic traffic modelling. First, we show how the autocorrelation of a semi-Markov arrival process can be described as a sum of exponential terms using validated numerics. Next, we use interval arithmetic as a reliable method to analyse the transient states of simple GI/G/1 queueing systems and compute the time required for the system to reach the equilibrium.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Fausten, D., Haßlinger, G.: Verified numerical analysis of the performance of switching systems in telecommunication. In: Alt, R., Frommer, A., Kearfott, R.B., Luther, W. (eds.) Dagstuhl Seminar 2003. LNCS, vol. 2991, pp. 209–228. Springer, Heidelberg (2004)

    Google Scholar 

  2. Traczinski, D., Luther, W., Haßlinger, G.: Polynomial factorization for servers with semi-Markovian workload: Performance and numerical aspects of a verified solution technique. Stochastic Models 21, 643–668 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  3. Kleinrock, L.: Queueing Systems, vol. 1/2. Wiley, Chichester (1975)

    MATH  Google Scholar 

  4. Haßlinger, G.: Semi-Markovian modelling and performance analysis of variable rate traffic in ATM networks. Telecommunication Systems 7, 281–298 (1997)

    Article  Google Scholar 

  5. Seneta, E.: Non-negative matrices and Markov chains. Springer, Heidelberg (1981)

    MATH  Google Scholar 

  6. Takes, P.: Modellierung von Datenverkehr mittels stochastischer Prozesse angewendet auf Video-Übertragungen in IP-basierten Netzen unter besonderer Berücksichtigung autokorrelierter und semi-Markov-prozesse. Master’s thesis, Gerhard-Mercator-Universität Duisburg (2002)

    Google Scholar 

  7. Hildebrand, F.B.: Introduction to numerical analysis. McGraw-Hill Book Co., New York (1974)

    MATH  Google Scholar 

  8. de Prony, G.: Essai experimental et analytique sur les lois de la dilatabilité des fluides élastiques et sur celles de la force expansive de la vapeur de l’eau et de la vapeur de l’alkool, à différentes températures. Journal de l’Ecole Polytechnique 1(2), 24–76 (1975)

    Google Scholar 

  9. Osborne, M., Smyth, G.: A modified Prony algorithm for fitting sums of exponential functions. SIAM Journal of Scientific Computing 16, 119–138 (1995)

    Article  MATH  MathSciNet  Google Scholar 

  10. Rump, S.: INTLAB-Interval laboratory. Developments in Reliable Computing, 77–104 (1999)

    Google Scholar 

  11. Rump, S.: Computational error bounds for multiple or nearly multiple eigenvalues. Linear Algebra and its Applications 324, 209–226 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  12. Rose, O.: Simple and efficient models for variable bit rate MPEG video traffic. Performance Evaluation 30(69-85) (1997)

    Google Scholar 

  13. Fitzek, F.H., Reisslein, M.: MPEG-4 and H.263 video traces for network performance evaluation (extended version). Technical Report TKN-00-06, TU Berlin, Dept. of Electrical Engineering, Telecommunication Networks Group (2000)

    Google Scholar 

  14. Garloff, J., Granvilliers, L., Smith, A.P.: Accelerating consistency techniques and Prony’s method for reliable parameter estimation of exponential sums. In: Jermann, C., Neumaier, A., Sam, D. (eds.) COCOS 2003. LNCS, vol. 3478, pp. 31–45. Springer, Heidelberg (2005)

    Google Scholar 

  15. Chu, M.: Inverse eigenvalue problems. SIAM Review 40(1), 1–39 (1998)

    Article  MATH  MathSciNet  Google Scholar 

  16. Breuer, L.: Numerical results for the transient distribution of the GI/G/1 queue in discrete time. In: Proceedings of the 13th GI/ITG Conference on Measuring, Modelling and Evaluation of Computer and Communication Systems (MMB), pp. 209–218 (2006)

    Google Scholar 

  17. Haßlinger, G., Kempken, S.: Transient analysis of a single server system in a compact state space. In: Proceedings of the 13th International Conference on Analytical and Stochastic Modelling Techniques and Applications, pp. 91–96 (2006)

    Google Scholar 

  18. Lindley, D.: The theory of queues with a single server. In: Proc. Cambridge Philos. Soc., vol. 48, pp. 277–289 (1952)

    Google Scholar 

  19. Kempken, S., Luther, W., Traczinski, D.: Reliable computation of workload distributions using semi-Markov processes. In: Proceedings of the 13th International Conference on Analytical and Stochastic Modelling Techniques and Applications, pp. 111–117 (2006)

    Google Scholar 

  20. Chaudhry, M.: Alternative numerical solutions of stationary queueing-time distributions in discrete-time queues: GI/G/1. Journal of the Operational Research Society 44(10), 1035–1051 (1993)

    Article  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Peter Hertling Christoph M. Hoffmann Wolfram Luther Nathalie Revol

Rights and permissions

Reprints and permissions

Copyright information

© 2008 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Kempken, S., Luther, W. (2008). Verified Methods in Stochastic Traffic Modelling. In: Hertling, P., Hoffmann, C.M., Luther, W., Revol, N. (eds) Reliable Implementation of Real Number Algorithms: Theory and Practice. Lecture Notes in Computer Science, vol 5045. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-85521-7_5

Download citation

  • DOI: https://doi.org/10.1007/978-3-540-85521-7_5

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-85520-0

  • Online ISBN: 978-3-540-85521-7

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics