Download or read book Large Deviations For Performance Analysis written by Alan Weiss and published by Routledge. This book was released on 2019-03-07 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in 1995, Large Deviations for Performance Analysis consists of two synergistic parts. The first half develops the theory of large deviations from the beginning, through recent results on the theory for processes with boundaries, keeping to a very narrow path: continuous-time, discrete-state processes. By developing only what is needed for the applications, the theory is kept to a manageable level, both in terms of length and in terms of difficulty. Within its scope, the treatment is detailed, comprehensive and self-contained. As the book shows, there are sufficiently many interesting applications of jump Markov processes to warrant a special treatment. The second half is a collection of applications developed at Bell Laboratories. The applications cover large areas of the theory of communication networks: circuit switched transmission, packet transmission, multiple access channels, and the M/M/1 queue. Aspects of parallel computation are covered as well including, basics of job allocation, rollback-based parallel simulation, assorted priority queueing models that might be used in performance models of various computer architectures, and asymptotic coupling of processors. These applications are thoroughly analysed using the tools developed in the first half of the book.
Download or read book Large Deviations For Performance Analysis written by Alan Weiss and published by Routledge. This book was released on 2019-03-07 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in 1995, Large Deviations for Performance Analysis consists of two synergistic parts. The first half develops the theory of large deviations from the beginning, through recent results on the theory for processes with boundaries, keeping to a very narrow path: continuous-time, discrete-state processes. By developing only what is needed for the applications, the theory is kept to a manageable level, both in terms of length and in terms of difficulty. Within its scope, the treatment is detailed, comprehensive and self-contained. As the book shows, there are sufficiently many interesting applications of jump Markov processes to warrant a special treatment. The second half is a collection of applications developed at Bell Laboratories. The applications cover large areas of the theory of communication networks: circuit switched transmission, packet transmission, multiple access channels, and the M/M/1 queue. Aspects of parallel computation are covered as well including, basics of job allocation, rollback-based parallel simulation, assorted priority queueing models that might be used in performance models of various computer architectures, and asymptotic coupling of processors. These applications are thoroughly analysed using the tools developed in the first half of the book.
Download or read book Large Deviations for Gaussian Queues written by Michel Mandjes and published by John Wiley & Sons. This book was released on 2007-04-30 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent years the significance of Gaussian processes to communication networks has grown considerably. The inherent flexibility of the Gaussian traffic model enables the analysis, in a single mathematical framework, of systems with both long-range and short-range dependent input streams. Large Deviations for Gaussian Queues demonstrates how the Gaussian traffic model arises naturally, and how the analysis of the corresponding queuing model can be performed. The text provides a general introduction to Gaussian queues, and surveys recent research into the modelling of communications networks. Coverage includes: Discussion of the theoretical concepts and practical aspects related to Gaussian traffic models. Analysis of recent research asymptotic results for Gaussian queues, both in the large-buffer and many-sources regime. An emphasis on rare-event analysis, relying on a variety of asymptotic techniques. Examination of single-node FIFO queuing systems, as well as queues operating under more complex scheduling disciplines, and queuing networks. A set of illustrative examples that directly relate to important practical problems in communication networking. A large collection of instructive exercises and accompanying solutions. Large Deviations for Gaussian Queues assumes minimal prior knowledge. It is ideally suited for postgraduate students in applied probability, operations research, computer science and electrical engineering. The book’s self-contained style makes it perfect for practitioners in the communications networking industry and for researchers in related areas.
Download or read book Large Deviations written by Frank Hollander and published by American Mathematical Soc.. This book was released on 2000 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt: Offers an introduction to large deviations. This book is divided into two parts: theory and applications. It presents basic large deviation theorems for i i d sequences, Markov sequences, and sequences with moderate dependence. It also includes an outline of general definitions and theorems.
Download or read book Large Deviations Techniques and Applications written by Amir Dembo and published by Springer Science & Business Media. This book was released on 2009-11-03 with total page 409 pages. Available in PDF, EPUB and Kindle. Book excerpt: Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. Amir Dembo and Ofer Zeitouni, two of the leading researchers in the field, provide an introduction to the theory of large deviations and applications at a level suitable for graduate students. The mathematics is rigorous and the applications come from a wide range of areas, including electrical engineering and DNA sequences. The second edition, printed in 1998, included new material on concentration inequalities and the metric and weak convergence approaches to large deviations. General statements and applications were sharpened, new exercises added, and the bibliography updated. The present soft cover edition is a corrected printing of the 1998 edition.
Download or read book Analysis and Approximation of Rare Events written by Amarjit Budhiraja and published by Springer. This book was released on 2019-08-10 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. A feature of the book is the systematic use of variational representations for quantities of interest such as normalized logarithms of probabilities and expected values. By characterizing a large deviation principle in terms of Laplace asymptotics, one converts the proof of large deviation limits into the convergence of variational representations. These features are illustrated though their application to a broad range of discrete and continuous time models, including stochastic partial differential equations, processes with discontinuous statistics, occupancy models, and many others. The tools used in the large deviation analysis also turn out to be useful in understanding Monte Carlo schemes for the numerical approximation of the same probabilities and expected values. This connection is illustrated through the design and analysis of importance sampling and splitting schemes for rare event estimation. The book assumes a solid background in weak convergence of probability measures and stochastic analysis, and is suitable for advanced graduate students, postdocs and researchers.
Download or read book Network Performance Engineering written by Demetres D. Kouvatsos and published by Springer Science & Business Media. This book was released on 2011-05-09 with total page 1073 pages. Available in PDF, EPUB and Kindle. Book excerpt: During recent years a great deal of progress has been made in performance modelling and evaluation of the Internet, towards the convergence of multi-service networks of diverging technologies, supported by internetworking and the evolution of diverse access and switching technologies. The 44 chapters presented in this handbook are revised invited works drawn from PhD courses held at recent HETNETs International Working Conferences on Performance Modelling and Evaluation of Heterogeneous Networks. They constitute essential introductory material preparing the reader for further research and development in the field of performance modelling, analysis and engineering of heterogeneous networks and of next and future generation Internets. The handbook aims to unify relevant material already known but dispersed in the literature, introduce the readers to unfamiliar and unexposed research areas and, generally, illustrate the diversity of research found in the high growth field of convergent heterogeneous networks and the Internet. The chapters have been broadly classified into 12 parts covering the following topics: Measurement Techniques; Traffic Modelling and Engineering; Queueing Systems and Networks; Analytic Methodologies; Simulation Techniques; Performance Evaluation Studies; Mobile, Wireless and Ad Hoc Networks, Optical Networks; QoS Metrics and Algorithms; All IP Convergence and Networking; Network Management and Services; and Overlay Networks.
Download or read book Performance Guarantees in Communication Networks written by Cheng-Shang Chang and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: Providing performance guarantees is one of the most important issues for future telecommunication networks. This book describes theoretical developments in performance guarantees for telecommunication networks from the last decade. Written for the benefit of graduate students and scientists interested in telecommunications-network performance this book consists of two parts. The first introduces the recently-developed filtering theory for providing deterministic (hard) guarantees, such as bounded delay and queue length. The filtering theory is developed under the min-plus algebra, where one replaces the usual addition with the min operator and the usual multiplication with the addition operator. As in the classical linear system theory, the filtering theory treats an arrival process (or a departure process ) as a signal and a network element as a system. Network elements, including traffic regulators and servers, can be modelled as linear filters under the min-plus algebra, and they can be joined by concatenation, "filter bank summation", and feedback to form a composite network element. The problem of providing deterministic guarantees is equivalent to finding the impulse response of composite network elements. This section contains material on: - (s, r)-calculus - Filtering theory for deterministic traffic regulation, service guarantees and networks with variable-length packets - Traffic specification - Networks with multiple inputs and outputs - Constrained traffic regulation The second part of the book addresses stochastic (soft) guarantees, focusing mainly on tail distributions of queue lengths and packet loss probabilities and contains material on: - (s(q), r(q))-calculus and q-envelope rates - The large deviation principle - The theory of effective bandwidth The mathematical theory for stochastic guarantees is the theory of effective bandwidth. Based on the large deviation principle, the theory of effective bandwidth provides approximations for the bandwidths required to meet stochastic guarantees for both short-range dependent inputs and long-range dependent inputs.
Download or read book Large Deviations Applied to Classical and Quantum Field Theory written by Harish Parthasarathy and published by Taylor & Francis. This book was released on 2022-12-22 with total page 269 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with a variety of problems in Physics and Engineering where the large deviation principle of probability finds application. Large deviations is a branch of probability theory dealing with approximate computation of the probabilities of rare events. It contains applications of the LDP to pattern recognition problems like analysis of the performance of the EM algorithm for optimal parameter estimation in the presence of weak noise, analysis and control of non-Abelian gauge fields in the presence of noise, and quantum gravity wherein we are concerned with perturbation to the quadratic component of the Einstein-Hilbert Hamiltonian caused by higher order nonlinear terms in the position fields and their effect on the Gibbs statistics and consequently quantum probabilities of events computed using the quantum Gibbs state. The reader will also find in this book applications of LDP to quantum filtering theory as developed by Belavkin based on the celebrated Hudson-Parthasarathy quantum stochastic calculus. Print edition not for sale in South Asia (India, Sri Lanka, Nepal, Bangladesh, Pakistan and Bhutan).
Download or read book In and Out of Equilibrium 2 written by Vladas Sidoravicius and published by Springer Science & Business Media. This book was released on 2008-11-26 with total page 570 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume consists of a collection of invited articles, written by some of the most distinguished probabilists, most of whom have been personally responsible for advances in the various subfields of probability.
Download or read book Distributed Sensor Networks written by S. Sitharama Iyengar and published by CRC Press. This book was released on 2004-12-29 with total page 1142 pages. Available in PDF, EPUB and Kindle. Book excerpt: The vision of researchers to create smart environments through the deployment of thousands of sensors, each with a short range wireless communications channel and capable of detecting ambient conditions such as temperature, movement, sound, light, or the presence of certain objects is becoming a reality. With the emergence of high-speed networks an
Download or read book Performance Analysis and Grid Computing written by Vladimir Getov and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: Past and current research in computer performance analysis has focused primarily on dedicated parallel machines. However, future applications in the area of high-performance computing will not only use individual parallel systems but a large set of networked resources. This scenario of computational and data Grids is attracting a great deal of attention from both computer and computational scientists. In addition to the inherent complexity of parallel machines, the sharing and transparency of the available resources introduces new challenges on performance analysis, techniques, and systems. In order to meet those challenges, a multi-disciplinary approach to the multi-faceted problems of performance is required. New degrees of freedom will come into play with a direct impact on the performance of Grid computing, including wide-area network performance, quality-of-service (QoS), heterogeneity, and middleware systems, to mention only a few.
Download or read book Stochastic Inequalities and Applications written by Evariste Giné and published by Birkhäuser. This book was released on 2012-12-06 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt: Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics. This volume contains refined versions of these inequalities, and their relationship to many applications particularly in stochastic analysis. The broad range and the high quality of the contributions make this book highly attractive for graduates, postgraduates and researchers in the above areas.
Download or read book Recent Progress and Modern Challenges in Applied Mathematics Modeling and Computational Science written by Roderick Melnik and published by Springer. This book was released on 2017-09-05 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is an excellent resource for professionals in various areas of applications of mathematics, modeling, and computational science. It focuses on recent progress and modern challenges in these areas. The volume provides a balance between fundamental theoretical and applied developments, emphasizing the interdisciplinary nature of modern trends and detailing state-of-the-art achievements in Applied Mathematics, Modeling, and Computational Science. The chapters have been authored by international experts in their respective fields, making this book ideal for researchers in academia, practitioners, and graduate students. It can also serve as a reference in the diverse selected areas of applied mathematics, modelling, and computational sciences, and is ideal for interdisciplinary collaborations.
Download or read book Analytical and Computational Methods in Probability Theory written by Vladimir V. Rykov and published by Springer. This book was released on 2017-12-21 with total page 540 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the First International Conference on Analytical and Computational Methods in Probability Theory and its Applications, ACMPT 2017, held in Moscow, Russia, in October 2017. The 42 full papers presented were carefully reviewed and selected from 173 submissions. The conference program consisted of four main themes associated with significant contributions made by A.D.Soloviev. These are: Analytical methods in probability theory, Computational methods in probability theory, Asymptotical methods in probability theory, the history of mathematics.
Download or read book Mathematical Principles of the Internet Two Volume Set written by Nirdosh Bhatnagar and published by CRC Press. This book was released on 2019-03-18 with total page 1768 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two-volume set on Mathematical Principles of the Internet provides a comprehensive overview of the mathematical principles of Internet engineering. The books do not aim to provide all of the mathematical foundations upon which the Internet is based. Instead, these cover only a partial panorama and the key principles. Volume 1 explores Internet engineering, while the supporting mathematics is covered in Volume 2. The chapters on mathematics complement those on the engineering episodes, and an effort has been made to make this work succinct, yet self-contained. Elements of information theory, algebraic coding theory, cryptography, Internet traffic, dynamics and control of Internet congestion, and queueing theory are discussed. In addition, stochastic networks, graph-theoretic algorithms, application of game theory to the Internet, Internet economics, data mining and knowledge discovery, and quantum computation, communication, and cryptography are also discussed. In order to study the structure and function of the Internet, only a basic knowledge of number theory, abstract algebra, matrices and determinants, graph theory, geometry, analysis, optimization theory, probability theory, and stochastic processes, is required. These mathematical disciplines are defined and developed in the books to the extent that is needed to develop and justify their application to Internet engineering.
Download or read book Mathematical Principles of the Internet Volume 1 written by Nirdosh Bhatnagar and published by CRC Press. This book was released on 2018-11-20 with total page 1022 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two-volume set on Mathematical Principles of the Internet provides a comprehensive overview of the mathematical principles of Internet engineering. The books do not aim to provide all of the mathematical foundations upon which the Internet is based. Instead, they cover a partial panorama and the key principles. Volume 1 explores Internet engineering, while the supporting mathematics is covered in Volume 2. The chapters on mathematics complement those on the engineering episodes, and an effort has been made to make this work succinct, yet self-contained. Elements of information theory, algebraic coding theory, cryptography, Internet traffic, dynamics and control of Internet congestion, and queueing theory are discussed. In addition, stochastic networks, graph-theoretic algorithms, application of game theory to the Internet, Internet economics, data mining and knowledge discovery, and quantum computation, communication, and cryptography are also discussed. In order to study the structure and function of the Internet, only a basic knowledge of number theory, abstract algebra, matrices and determinants, graph theory, geometry, analysis, optimization theory, probability theory, and stochastic processes, is required. These mathematical disciplines are defined and developed in the books to the extent that is needed to develop and justify their application to Internet engineering.
