State Dependent Attempt Rate Modeling of Single Cell IEEE 802.11 WLANs with Homogeneous Nodes and Poisson Arrivals

Analytical models of IEEE 802.11-based WLANs are invariably based on approximations, such as the well-known mean-field approximations proposed by Bianchi for saturated nodes. In this paper, we provide a new approach for modeling the situation when the nodes are not saturated. We study a State Dependent Attempt Rate (SDAR) approximation to model M queues (one queue per node) served by the CSMA/CA protocol as standardized in the IEEE 802.11 DCF. The approximation is that, when n of the M queues are non-empty, the attempt probability of the n non-empty nodes is given by the long-term attempt probability of n saturated nodes as provided by Bianchi's model. This yields a coupled queue system. When packets arrive to the M queues according to independent Poisson processes, we provide an exact model for the coupled queue system with SDAR service. The main contribution of this paper is to provide an analysis of the coupled queue process by studying a lower dimensional process and by introducing a certain conditional independence approximation. We show that the numerical results obtained from our finite buffer analysis are in excellent agreement with the corresponding results obtained from ns-2 simulations. We replace the CSMA/CA protocol as implemented in the ns-2 simulator with the SDAR service model to show that the SDAR approximation provides an accurate model for the CSMA/CA protocol. We also report the simulation speed-ups thus obtained by our model-based simulation.

A mathematical programming approach to optimal Markovian switching of Poisson arrival streams to queueing systems

Motivated by certain situations in manufacturing systems and communication networks, we look into the problem of maximizing the profit in a queueing system with linear reward and cost structure and having a choice of selecting the streams of Poisson arrivals according to an independent Markov chain. We view the system as a MMPP/GI/1 queue and seek to maximize the profits by optimally choosing the stationary probabilities of the modulating Markov chain. We consider two formulations of the optimization problem. The first one (which we call the PUT problem) seeks to maximize the profit per unit time whereas the second one considers the maximization of the profit per accepted customer (the PAC problem). In each of these formulations, we explore three separate problems. In the first one, the constraints come from bounding the utilization of an infinite capacity server; in the second one the constraints arise from bounding the mean queue length of the same queue; and in the third one the finite capacity of the buffer reflect as a set of constraints. In the problems bounding the utilization factor of the queue, the solutions are given by essentially linear programs, while the problems with mean queue length constraints are linear programs if the service is exponentially distributed. The problems modeling the finite capacity queue are non-convex programs for which global maxima can be found. There is a rich relationship between the solutions of the PUT and PAC problems. In particular, the PUT solutions always make the server work at a utilization factor that is no less than that of the PAC solutions.

Systems analysis for planning of air fleets and maintenance facilities

The high cost and extraordinary demands made on sophisticated air defence systems, pose hard challenges to the managers and engineers who plan the operation and maintenance of such systems. This paper presents a study aimed at developing simulation and systems analysis techniques for the effective planning and efficient operation of small fleets of aircraft, typical of the air force of a developing country. We consider an important aspect of fleet management: the problem of resource allocation for achieving prescribed operational effectiveness of the fleet. At this stage, we consider a single flying-base, where the operationally ready aircraft are stationed, and a repair-depot, where the planes are overhauled. An important measure of operational effectiveness is ‘ availability ’, which may be defined as the expected fraction of the fleet fit for use at a given instant. The tour of aircraft in a flying-base, repair-depot system through a cycle of ‘ operationally ready ’ and ‘ scheduled overhaul ’ phases is represented first by a deterministic flow process and then by a cyclic queuing process. Initially the steady-state availability at the flying-base is computed under the assumptions of Poisson arrivals, exponential service times and an equivalent singleserver repair-depot. This analysis also brings out the effect of fleet size on availability. It defines a ‘ small ’ fleet essentially in terms of the important ‘ traffic ’ parameter of service rate/maximum arrival rate.A simulation model of the system has been developed using GPSS to study sensitivity to distributional assumptions, to validate the principal assumptions of the analytical model such as the single-server assumption and to obtain confidence intervals for the statistical parameters of interest.

Temporary and Permanent Buyout Prices in Online Auctions

Increasingly used in online auctions, buyout prices allow bidders to instantly purchase the item listed. We distinguish two types: a temporary buyout option disappears if a bid above the reserve price is made; a permanent one remains throughout the auction or until it is exercised. In a model featuring time-sensitive bidders with uniform valuations and Poisson arrivals but endogenous bidding times, we focus on finding temporary and permanent buyout prices maximizing the seller's discounted revenue, and examine the relative benefit of using each type of option in various environments. We characterize equilibrium bidder strategies in both cases and then solve the problem of maximizing seller's utility by simulation. Our numerical experiments suggest that buyout options may significantly increase a seller’s revenue. Additionally, while a temporary buyout option promotes early bidding, a permanent option gives an incentive to the bidders to bid late, thus leading to concentrated bids near the end of the auction.

Quasi-Likelihood Estimation for Ornstein-Uhlenbeck Diffusion Observed at Random Time Points

2000 Mathematics Subject Classification: 60J60, 62M99.

State Dependent Attempt Rate modeling of single cell IEEE 802.11 WLANs with homogeneous nodes and Poisson packet arrivals

We study a State Dependent Attempt Rate (SDAR) approximation to model M queues (one queue per node) served by the Carrier Sense Multiple Access with Collision Avoidance (CSMA/CA) protocol as standardized in the IEEE 802.11 Distributed Coordination Function (DCF). The approximation is that, when n of the M queues are non-empty, the (transmission) attempt probability of each of the n non-empty nodes is given by the long-term (transmission) attempt probability of n saturated nodes. With the arrival of packets into the M queues according to independent Poisson processes, the SDAR approximation reduces a single cell with non-saturated nodes to a Markovian coupled queueing system. We provide a sufficient condition under which the joint queue length Markov chain is positive recurrent. For the symmetric case of equal arrival rates and finite and equal buffers, we develop an iterative method which leads to accurate predictions for important performance measures such as collision probability, throughput and mean packet delay. We replace the MAC layer with the SDAR model of contention by modifying the NS-2 source code pertaining to the MAC layer, keeping all other layers unchanged. By this model-based simulation technique at the MAC layer, we achieve speed-ups (w.r.t. MAC layer operations) up to 5.4. Through extensive model-based simulations and numerical results, we show that the SDAR model is an accurate model for the DCF MAC protocol in single cells. (C) 2012 Elsevier B.V. All rights reserved.

On the optimality of exhaustive service policies in multiclass queueing systems with modulated arrivals and switchovers

Consider a single-server multiclass queueing system with K classes where the individual queues are fed by K-correlated interrupted Poisson streams generated in the states of a K-state stationary modulating Markov chain. The service times for all the classes are drawn independently from the same distribution. There is a setup time (and/or a setup cost) incurred whenever the server switches from one queue to another. It is required to minimize the sum of discounted inventory and setup costs over an infinite horizon. We provide sufficient conditions under which exhaustive service policies are optimal. We then present some simulation results for a two-class queueing system to show that exhaustive, threshold policies outperform non-exhaustive policies.

Single-Server Queueing System with Markov-Modulated Arrivals and Service Times

Key words: Markov-modulated queues, waiting time, heavy traffic.

A Numerical Solution Using an Adaptively Preconditioned Lanczos Method for a Class of Linear Systems Related with the Fractional Poisson Equation

This study considers the solution of a class of linear systems related with the fractional Poisson equation (FPE) (−∇2)α/2φ=g(x,y) with nonhomogeneous boundary conditions on a bounded domain. A numerical approximation to FPE is derived using a matrix representation of the Laplacian to generate a linear system of equations with its matrix A raised to the fractional power α/2. The solution of the linear system then requires the action of the matrix function f(A)=A−α/2 on a vector b. For large, sparse, and symmetric positive definite matrices, the Lanczos approximation generates f(A)b≈β0Vmf(Tm)e1. This method works well when both the analytic grade of A with respect to b and the residual for the linear system are sufficiently small. Memory constraints often require restarting the Lanczos decomposition; however this is not straightforward in the context of matrix function approximation. In this paper, we use the idea of thick-restart and adaptive preconditioning for solving linear systems to improve convergence of the Lanczos approximation. We give an error bound for the new method and illustrate its role in solving FPE. Numerical results are provided to gauge the performance of the proposed method relative to exact analytic solutions.

Poisson, Poisson-gamma and zero-inflated regression models of motor vehicle crashes: balancing statistical fit and theory

There has been considerable research conducted over the last 20 years focused on predicting motor vehicle crashes on transportation facilities. The range of statistical models commonly applied includes binomial, Poisson, Poisson-gamma (or negative binomial), zero-inflated Poisson and negative binomial models (ZIP and ZINB), and multinomial probability models. Given the range of possible modeling approaches and the host of assumptions with each modeling approach, making an intelligent choice for modeling motor vehicle crash data is difficult. There is little discussion in the literature comparing different statistical modeling approaches, identifying which statistical models are most appropriate for modeling crash data, and providing a strong justification from basic crash principles. In the recent literature, it has been suggested that the motor vehicle crash process can successfully be modeled by assuming a dual-state data-generating process, which implies that entities (e.g., intersections, road segments, pedestrian crossings, etc.) exist in one of two states—perfectly safe and unsafe. As a result, the ZIP and ZINB are two models that have been applied to account for the preponderance of “excess” zeros frequently observed in crash count data. The objective of this study is to provide defensible guidance on how to appropriate model crash data. We first examine the motor vehicle crash process using theoretical principles and a basic understanding of the crash process. It is shown that the fundamental crash process follows a Bernoulli trial with unequal probability of independent events, also known as Poisson trials. We examine the evolution of statistical models as they apply to the motor vehicle crash process, and indicate how well they statistically approximate the crash process. We also present the theory behind dual-state process count models, and note why they have become popular for modeling crash data. A simulation experiment is then conducted to demonstrate how crash data give rise to “excess” zeros frequently observed in crash data. It is shown that the Poisson and other mixed probabilistic structures are approximations assumed for modeling the motor vehicle crash process. Furthermore, it is demonstrated that under certain (fairly common) circumstances excess zeros are observed—and that these circumstances arise from low exposure and/or inappropriate selection of time/space scales and not an underlying dual state process. In conclusion, carefully selecting the time/space scales for analysis, including an improved set of explanatory variables and/or unobserved heterogeneity effects in count regression models, or applying small-area statistical methods (observations with low exposure) represent the most defensible modeling approaches for datasets with a preponderance of zeros