Call Completion Probability with Generalized Call Holding Time and Cell Dwell Time Distributions

George P. Efthymoglou
Department of Digital Systems University of Piraeus Piraeus, Greece

Suwat Pattaramalai
King Mongkuts University of Technology Thonburi, Bangkok, Thailand

Valentine A. Aalo
Department of Electrical Engineering Florida Atlantic University Boca Raton, Florida, USA

AbstractIn this paper, we derive simple closed-form expressions that closely approximate the call completion probability in a wireless cellular network under generalized gamma distributed cell dwell time and call holding time with arbitrary distribution. The derived expressions are given in terms of the moment generating function of the call holding time and only require finite first and second moments of the cell dwell time distribution. Keywords- call completion probability, call hoding time, generalized gamma distribution.

I.

INTRODUCTION

In the performance analysis of wireless networks, the duration of time that a mobile user (MU) dwells under the radio coverage of a base station is called the cell dwell time (CDT). The distribution of the CDT has been well characterized by the gamma, Weibull, Pareto, and lognormal distributions [1], [2]. In analyzing a complete call in a homogeneous wireless network, the MU is usually tracked from the time that the call is started until the time that the call is completed, as the MU moves from cell to cell via a handoff process [3], [4]. The call holding time (CHT) is another important system parameter. For wired networks, the Weibull and Pareto distributions have been employed to model the call holding time of integrated voice and multimedia packet data services [5]. For wireless networks, empirical data for the call holding time has been fitted to distributions such as exponential, gamma, Weibull, Erlang, hyper-Erlang, and mixed log-normal [4], [6]. Especially for internet type of traffic, a two-term hyper-exponential distribution was introduced in [7] to model heavy-tailed service times. In this respect, the three-parameter generalized gamma (GG3) distribution (which includes many distributions as special or limiting cases) belongs to the class of long-tail distributions that could model CHT for internet related traffic. The performance analysis of homogeneous wireless networks under generalized CDTs and CHT has been studied extensively by Fang et al. [8]. Their approach, which is based on the residue theorem, requires that the Laplace transform function (LTF) of the distribution of the CHT be a rational function. However, the LTF of the Weibull distribution or the gamma distribution with non-integer shape parameter, do not

have rational forms and the approach based on the residue theorem is not applicable. In [9], a new approach based on the notion of random sums was proposed by the authors, which provided simple closed-form expressions for call performance measures when the CHT follows the Weibull distribution. In this paper, we use the notion of geometric random sum to evaluate the call completion probability in a cellular network under a three-parameter generalized gamma distributed CHT and arbitrary CDTs. Two approximations for the distribution of the sum of independent CDTs are given. These approximations are shown to be very accurate when the probability of handoff failure is small. Consequently, the call completion probability can be expressed in terms of the LTF of the CHT distribution. II. SYSTEM MODEL Fig. 1 shows the timing diagram for tracking one complete call by the MU in a homogeneous wireless network. Let Tl ( l = 1, 2, 3,... ) be independent and identically distributed (i.i.d.) non-negative random variables representing the CDT in the l-th cell (i.e., the time that the MU resides in the l-th cell). An arbitrary CDT is denoted by the random variable T that has pdf fT ( t ) and finite r-th moment r = E T

( ) < .
r

Furthermore, it is assumed that the MU starts a call at an arbitrary point in the first cell and let the excess life of the first CDT be denoted by the random variable R 1 . Using the pdf of
R 1 from [10, eq. (1)], the r-th moment of R 1 can be obtained

via integration by parts as

E R1

( )
r

fT ( ) d =

r +1

( r + 1) 1

(1)

Let p denote the probability that a handoff attempt fails. Then the success probability of a handoff attempt is (1 p ) .

Assuming that the call is completed in the (random) K-th cell, then the sum of CDTs is a random variable S K = R1 + l = 2 Tl ,
K

where K is a geometric random variable with parameter p . The distribution of S K is given by

978-1-4244-2517-4/09/$20.00 2009 IEEE

Start call Call holding time, Tc

End call

E S K = E[ R1 ] + ( E K 1) E T =

pE R1 + (1 p ) E T . p (6)

R1 T1 T2 TK-1 TK

B. Improved Accuracy to Higher Orders of p

The distribution of the random sum S K can be accurately expressed to the r -th order accuracy in the parameter p as

Cell dwell time, Ti

Figure 1. The time diagram for the call holding time and the cell dwell time.

Pr ( S K x Tc = x ) = p n hn ( x ) + O p r ,
n =0

r 1

( )

(7)

Pr ( S K x ) = p (1 p )
n =1

n 1

Pr R1 + Tl x . (2)
l =2

where

The compound random sum in (2) is called a geometric compound sum. In wireless networks, the geometric compound sum may be used to study performance metrics such as call completion probability and handoff rate [9]. III. PRELIMINARIES

hn ( y ) = an

d n 1 dy
n n 1

( )
dj

e y bj
j =1

d j 1 dy
j 1

( h ( y ) * e )
y n j

+ b j +1 j ( hn j ( y ) * e ) dy j =1
y

(8)

A. Exponential Approximation Based on the Renyi limit theorem [11], [12], when p is sufficiently small (rare events), the tail of the geometric compound sum converges in distribution to the exponential distribution, i.e.,

with =

the derivative
O p
r

( ) is the remainder term. The proof can be found in [13].

r 1 n

( 1) a = ( n + 1) ! of h ( y ) , *
n n 1
n

n +1 n +1

, bj =

( 1)

j
j

j ! 1

, hn ( y ) is

denotes convolution, and

lim Pr ( S K x Tc = x ) = lim p (1 p )
p 0 p 0 n =1

n 1

Following this result, the conditional distribution of S K can be expressed as a weighted sum of Erlang distributions [13], i.e.,

Pr ( R1 + T2 + T3 + ... + Tn x Tc = x )
x 1 exp , E [ SK ]
(3)

(9) Then, averaging over the distribution of the CHT random variable, the distribution of S K becomes
n=0

Pr ( S K x Tc = x ) = 1 wn ( x ) e x + O p r .

( )

where E [ S K ] is the mean of S K . distribution of Tc , it follows that

Averaging over the

Pr ( S K Tc ) = 1 ( 1) wn n
n n =0

r 1

dn ds
n

LT ( s )
c

s =

+ O pr

( )
(10)

Pr ( S K Tc ) = lim p (1 p ) 0 p 0

n =1

n 1

Pr R1 + T2 + T3 + ... + Tn x Tc = x fTc ( x ) dx x 1 exp f ( x ) dx 0 E S K Tc

where

n n

ds

denotes the n-th derivative. IV. CALL COMPLETION PROBABILITY

= 1 LTc
0

1 . E SK
st

(4)

where LTc ( s ) = e

fT

( t ) dt denotes the LTF of Tc . Note

that when the call originates at the beginning of the first cell (i.e., R1 = T1 ) [10], we have (5) E S K = E K E T = E T p . However, as is usually the case in practice, the call may not originate at the beginning of the first cell. Accordingly, the mean of S K is then given by [9]

We assume further that the call ends in the (random) K -th cell (as in Fig. 1). This implies that the CHT is less than the sum of the first K CDTs. Let po denote the new call blocking probability, which is the probability that a new call is blocked before it can be connected to the wireless network. We also define the call completion probability Pc as the probability that a new call, that is not initially blocked, is successfully connected to the cellular network and is not dropped until the call is ended only by the mobile user in any cell. This probability may be expressed as Pc = (1 po ) Pr (Tc < S K ) = (1 po ) 1 Pr ( S K Tc ) , (11) where S K = R1 + T2 + T3 + ... + TK is a random independent non-negative random variables. sum of

A. Exponential Approximation for Generalised Gamma CHT Substituting (4) and (6) in (11), the call completion probability can be accurately approximated as
p . (12) pE [ R ] + (1 p ) E [T ] 1 In order to account for a wide range of CHT distributions, we consider the generalized gamma distribution which includes several well-known distributions as summarized in the table below:

Using [15], we can show that v 1 LTc ( s ) = cv ( sb ) ( c ) 2 i

Pc

(1 po ) LT

+ i i

( z ) ( cv vz )( bs ) dz
vz

( sb )cv ( c )

H1,1 ( sb )
1,1

(1,1) ( cv, v )

(17)

Generalized Gamma ( c , b, v ) Exponential ( ) Erlang ( m, b ) Gamma ( , ) Weibull ( , ) Lognormal ( m, )

c
1 Integer m

v
1 1 1

where the last expression uses the definition of Foxs Hfunction [14]. To facilitate the numerical computation of LTc ( s ), we restrict our analysis to rational values of the
parameter v (that is, we let v = j k , where j and k are arbitrary integers), so that the LTF of Tc becomes

LTc ( s ) =

1
c

( sb )cj k ( c )
cj k

H 1,1

1,1

(1, k ) ( sb ) j ( cj k , j )
2 j k

c 1/
(bc )
1/

j = sb
Gk , j
j ,k

j ( 2 ) k

1 (c )
(18)

m
c0 b

Pareto (b, p ) c p
Table I.

Generalized gamma distribution and its special and limiting cases

1 2 k 1 k sb j 1,1 k ,1 k , ...,1 k k . j c , c + 1 , c + 2 , ..., c + j 1 k k j k j k j

Therefore, if the CHT Tc follows the three-parameter generalized gamma distribution its pdf is given by

fTc ( t ) =

v b (c)
cv

t cv 1e

( t / b )

, t 0,

(13)

whereas all pdfs given in Table I can be derived as special or limiting cases of (13). Moreover, the LTF is given as [14]:

LTc ( s ) = e st fTc ( t ) dt
0

The call completion probability is obtained by substituting in (12) the LTF of the generalized gamma distribution given by (18). To the best of our knowledge, this result is novel. Note that for c = 1 , the LTF of the Weibull distribution and the call completion probability for Weibull distributed CHT are derived from (18) and (12), respectively. These results agree with those obtained in [9], as expected. Furthermore, for gamma distributed CHT, i.e., Tc ~ Gamma (c, b), with arbitrary shape parameter value c, using the property

cv

We note that the exponential function in (14) can be expressed in terms of the inverse Mellin transform [15]:

(c)

t cv 1e st e

( t / b )

dt.

(14)

(1 + bs )

1,1 = G1,1 bs

1 c 0
c

(19)

the call completion probability in (12) can be shown to be

( t / b )

t = i ( z ) b 2 i
1
+ i

vz

dz ,

> 0,

(15)

Pc

bp (1 po ) 1 + . p ( 2 2 1 ) + (1 p ) 1

(20)

where i =

1 . Substituting (15) in (14), we have

For the special case when the CDTs are exponentially distributed (with R1 = T1 ) and the CHT is also exponentially distributed ( i.e., c = 1) , the call completion probability in (20) becomes (1 po ) (1 + bp 1 ) , which agrees with the result given in [4].

LTc ( s ) =

cv

( c ) 2 i

+ i i

( z ) b vz t cv vz 1e st dt dz
0

(16)

B. Improved Approximation for Generalised Gamma CHT In this section, we derive the call completion probability by using the improved accuracy approximation for the conditional distribution of S K . Assuming a third order approximation to parameter p, we have [13]

LT(c1) ( s ) =

j ( 2 ) k

2 j k

kc js 1 (c )

Pr ( S K x Tc = x ) = 1 wn ( x ) e x + O p 3
n n =0

( )
(21)
4 1

j k 1 j 1 c c +1 c+2 c + k 1 0, ,..., ,1 ,1 ,1 ,...,1 j j k k k k , Gkj+kj+ j j q s j ,2 1 2 j 1 1 2 0, , ,..., , , ,...,1 j j j j j j j

where = p 1 and

and

w0 = 1 p 2 2 1 m1 1 + p
2

(
2 1

6
2 2

3 1

2 2

),
(22a)
3 1

LT(c2) ( s ) =

j ( 2 ) k

2 j k

k c 2 2 js (c )

w1 = p 1 2 2 w2 = p
2

2 1

) + p (1 +
2 2 2 4 1

2 3 6

4 1

),

with O p

( ) being the remainder term [13].

3

2 1

4 1 2 ,

(22b) (22c) Using the result

j k 1 j 1 c c +1 c+2 c + k 1 0, ,..., ,1 ,1 ,1 ,...,1 j j k k k k , . Gkj+kj+ j j q s j ,2 1 2 j 1 2 3 j +1 0, , ,..., , , ,..., j j j j j j j j

of (21) in (11), the call completion probability can be expressed as Pc = (1 po ) [1 Pr ( S K Tc )]

(1 po ) ( 1) wn n
n

dn ds n
(1)
c

= (1 po ) w0 L T ( ) w1 L T
c

n=0

LT ( s )
c

s =
2

Note that for the general case of generalized gamma distributed CHT with rational shape parameter , the results for the call completion probability given by (18) and (23) are given in terms of the Meijer-G function, which can be easily computed using mathematical software such as Mathematica and Maple. V. NUMERICAL RESULTS In this section, numerical results are presented in order to illustrate the accuracy of the two approximation methods proposed for the computation of the call completion probability. The results provided in this section assume gamma distributed CDTs with parameters ( a = 0.5, = 1.5 ) . Furthermore,
=
E [Tc ] E [T ] =

( s ) s = + w2

LT

( 2)
c

( s ) s = }
(23)

where LTc () is the n-th derivative of the LTF of Tc. Using the following property of Meijers G-function [15] ap ap m , n m,n

(n)

z G p ,q z
j ( 2 ) k

= G p ,q z b bq q
kc (c )

(24)

we
a (c )

define

the

call-to-mobility

factor

b (c + 1/ )

. For initial comparison, the residue

we can express the LTF of the CHT distribution in (18) as

LTc ( s ) =

2 j k

Gkj,,k j

c c +1 c+2 c + k 1 1 ,1 ,1 ,...,1 k k k k q s j . 1 2 j 1 0, , ,..., j j j

j

(25)

where q = k (b / j ) . Then using the differential property of Meijers G-function [15]

k k

dz

m G p ,,qn gz r

(a p )

where ( r , k ) =

r ( r , 0), ( a p ) k m ,n + r = r G p + r , q + r gz (b ), ( r , k ) (26) (bq ) q

k k +1 k + r 1 represents a set of r , ,..., r r r

theorem-based approach in [8] is also used to evaluate the call completion probability. Note that the algorithm in [8] is limited to the case of gamma distribution (v=1) with integer shape parameters c (i.e., exponential and Erlang distributions) for the CHT. Table II lists the values of the call completion probability computed by the residue theorem and the two approximation methods for c = 2 and for different values of p. We observe that the discrepancy between the approximations and the exact (i.e. residue approach) probabilities is extremely small. Therefore, the geometric sum approximation is very accurate even for relatively large values of p , whereas its computational complexity is much simpler than the residue method which relies on recursive computations of high order function derivatives [8]. Figs 2 and 3 plot the improved approximation result given by (23) for the call completion probability versus with

p = po = 0.02 and p = po = 0.05, respectively, for the case of

CHT Tc ~ GG3 ( c = 1.5, b, v ) and varying the shape parameter

parameters, the fist two derivatives of LTc respectively, by

() are given,

VI.

CONCLUSION

call completion probability

v. Note that the value of b is calculated from . From these graphs we observe that the call completion probability is greatly affected by the values of the shape parameter that are less than one (heavy tail region) whereas the effect is much smaller for values that are greater than one (light tail region).
The call completion probability for a wireless network under three-parameter generalized gamma distributed call holding time and arbitrarily distributed cell dwell times was derived using the random sum approach. The conditional distribution of the geometric random sum was approximated by two methods. The first method used the exponential approximation and resulted in the call completion probability to be expressed in terms of the LTF of the CHT distribution. The second method used the improved approximation and the results were given in terms of derivatives of the LTF of the CHT distribution. For the generalized gamma distributed CHT with rational shape parameter , the results for the call completion probability were given in terms of the Meijer-G function, which can be easily computed using mathematical software such as Mathematica and Maple.

1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0 v =1/4 v =1/2 v =1 v =1.5 v =2 v =4 5 10 15 call-to-mobility factor 20 25

Figure 3.

Call completion probability versus the call-to-mobility factor with

p = pO = 0.05, Tc ~ GG3 ( c = 1.5, b , v ) .

REFERENCES
[1] Thajchayapong, S., and Peha, J.M., Mobility Patterns in Microcellular Wireless Networks, IEEE Trans. Mobile Computing, vol. 5, no. 1, pp. 52-63, 2006. M. M. Zonoozi and P. Dassanayake, User mobility modeling and characterization of mobility patterns, IEEE J. Select. Areas Comm., vol. 15, no. 7, pp. 1239-1252, 1997. Zhang, Y., and Soong, B.-H., Channel Holding Time in Hierarchical Cellular Systems, IEEE Comm. Lett., vol. 8, no. 10, pp. 614-616. 2004. Fang, Y., Modeling and Performance Analysis for Wireless Mobile Networks: A New Analytical Approach, IEEE/ACM Trans. Networking, vol. 13, no. 5, pp. 989-1002 , 2005. R. Litjens and R. J. Boucherie, Elastic calls in an integrated services networks: the greater the call size variability the better the QoS, Performance Evaluation, vol. 52, pp. 193-220, 2003. J. Ferreira and F. J. Velez, Enhanced UMTS services and applications characterization, Telektronikk, vol. 1, pp. 113-131, 2005. J. F. Shortle, An equivalent random method with hyper-exponential service, Performance Evaluation, vol. 57, pp. 409-422, 2004. Y. Fang, I. Chlamtac, and Y. B. Lin, Call performance for a PCS network, IEEE J. Select. Areas Commun., vol. 15, pp. 1568-1581, 1997. S. Pattaramalai, V. A. Aalo, and G. P. Efthymoglou, Call completion probability with Weibull distributed call holding time and cell dwell time, in Proc. IEEE GLOBECOM 07, Washington, DC, Nov. 2007. Hung, H.N., Lee, P.C., and Lin, Y.B., Random Number Generation for Excess Life of Mobile User Residence Time, IEEE Trans. Veh. Tech., vol. 55, pp.1045-1050, 2006. V. Kalashnikov, Geometric Sums: Bounds for Rare Events with Applications, Kluwer Academic Publishers, 1997. J. L. Bon and A. Philippe, Numerical comparisons of approximations of geometric sums, Appl. Stochastic Models Bus. Ind., vol. 20, pp. 37-48, 2004. S. Pattaramalai and V. A. Aalo, On the distribution of a random sum cell dwell times in a wireless network, Electron Lett, vol. 44, no.4, Feb. 2008. M. Abramowitz and I. A. Stegun, Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, Dover Publications, 1970. I. Gradshteyn, I. M. Ryzhik, and A. Jeffrey, Tables of Integrals, Series, and Products, New York: Academic, 1994.

p
10 10 10
4 3

Pc

(Residue)

Pc

eq.(20)

Pc

eq.(23)
[2]

0.9790207806 0.9702776026 0.8892906782 0.4492843698 0.0541197263

0.9790207834 0.9702778378 0.8893102131 0.4497190426 0.0521893491

0.9790207810 0.9702776050 0.8892906299 0.4492843937 0.0541196746

10 10

[3] [4]

2 1

[5]

Table II.

Call completion probability computed by residue theorem and [6] [7]

1

geometric sum methods for po = 0.02, c = 2, = 10, and different values of p.

[8] [9]

0.95 0.9 call completion probability 0.85 0.8 0.75 0.7 0.65 0.6 0.55 0.5 0 v =1/4 v =1/2 v =1 v =1.5 v =2 v =4 5 10 15 call-to-mobility factor 20 25

[10]

[11] [12]

[13]

[14]

Figure 2. Call completion probability versus the call-to-mobility factor with

p = pO = 0.02, Tc ~ GG3 ( c = 1.5, b , v ) .

[15]