Large Deviations For Performance Analysis: QUEUES, Communication and Computing

Author:   Adam Shwartz (Israel Institute of Tech.) ,  Alan Weiss ,  Adam Shwartz
Publisher:   Taylor & Francis Ltd
Volume:   5
ISBN:  

9780412063114


Pages:   560
Publication Date:   01 September 1995
Format:   Hardback
Availability:   Awaiting stock   Availability explained


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Large Deviations For Performance Analysis: QUEUES, Communication and Computing


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Overview

"This book consists of two synergistic parts. The first half develops the theory of large deviations from the beginning (iid random variables) 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: 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 analyzed using the tools developed in the first half of the book. Features: A transient analysis of the M/M/1 queue; a new analysis of an Aloha model using Markov modulated theory; new results for Erlang's model; new results for the AMS model; analysis of ""serve the longer queue"", ""join the shorter queue"" and other simple priority queues; and a simple analysis of the Flatto-Hahn-Wright model of processor-sharing."

Full Product Details

Author:   Adam Shwartz (Israel Institute of Tech.) ,  Alan Weiss ,  Adam Shwartz
Publisher:   Taylor & Francis Ltd
Imprint:   Chapman & Hall/CRC
Volume:   5
Dimensions:   Width: 21.60cm , Height: 3.80cm , Length: 27.90cm
Weight:   0.975kg
ISBN:  

9780412063114


ISBN 10:   0412063115
Pages:   560
Publication Date:   01 September 1995
Audience:   College/higher education ,  Professional and scholarly ,  Tertiary & Higher Education ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Out of Print
Availability:   Awaiting stock   Availability explained

Table of Contents

What this is, and what it is not; Large deviations of random variables; General principles; Random walks, branching processes; Poisson and related processes; Large deviation for processes; Freidlin-Wentzell theory; Boundary theory; Allocating independent subtasks; Parallel algorithms: rollback; Accelerated simulation; the M/M/1 queue; The Flatto-Hahn-Wright model; Erlang's model; The Anick-Mitra-Sondhi model; ALOHA; Priority queues; Flatto's models; Analysis and Probability; Discrete-space markov processes; Calculus of variations; Large deviations techniques.

Reviews

This book is a successful attempt to apply a sophisticated new mathematic technique, the theory of large deviations, to a broad class of problems in performance analysis of large systems. --Zentralblatt


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