Documente Academic
Documente Profesional
Documente Cultură
Kishor S. Trivedi
Visiting Professor
Dept. of Computer Science and
Engineering
Indian Institute of Technology, Kanpur
m
servers
Service time
distribution fn. FS
Discrete/Continuous Stochastic
Processes
Nk: Number of jobs waiting in the system at the time of k th
jobs departure Stochastic process {Nk| k=1,2,}:
Discret
e
Discrete
Discrete
Continuo
Continuo
us
Discrete
Y(t): total service time for all jobs in the system at time t. Y(t) forms a continuous-time,
continuous-state stochastic process, Where,
Y(t)
Further Classification
Independence
Markov Process
Markov Process
Homogeneous CTMC-Sojourn
time
This result says that for a homogeneous continuous time Markov chain,
sojourn time in a state follows EXP( ) distribution (not true for non-hom
CTMC)
Hom. DTMC sojourn time dist. Is geometric.
Semi-Markov process is one in which the sojourn time in a state is generally
distributed.
Bernoulli Process
Note:
For a fixed t, N(t) is a random
variable (in this case a discrete
random variable known as the Poisson
random variable)
The family {N(t), t 0} is a stochastic
process, in this case, the
homogeneous Poisson process
{N(t), t 0} is a homogeneous CTMC
as well
Poisson Process
1.
Cond. pmf
Since,
Non-Homogeneous Poisson
Process (NHPP)
Non-Homogeneous Poisson
Process (NHPP)
If the expected number of events per unit time, , changes
with age (time), we have a non-homogeneous Poisson model.
We assume that:
1.
If 0 t, the pmf of N(t) is given by:
P N t k m t / k!e m t
k
k 0, 1, 2, ...
are
2.
mutually independent.
m(t) : the mean value function. (x) :the time-dependent
rate of occurrence of events or time-dependent failure rate
m(t ) 0 (x) dx
t
NHPP(cont.)
Generalizing Poisson
Process
Poisson Process
Non-Homogeneous Poisson
Process (NHPP)
Renewal Counting
Process
Sn
More arrivals
possible
Alternating Renewal
Process
I(t)
Operating
Restoration
0
Time
Where:
Failure times T , T , are mutually independent with a
1
2
common distribution function W
Restoration times D , D , are mutually independent with
1
2
a common distribution function G
The sequences {T } and {D } are independent
n
n
Availability Analysis
T1
D1
T2
D2
T3
D3
T4
D4 .
Availability Expression
x x+dx
However,
Availability Example
Generalizing Poisson
Process
Poisson Process
Renewal Counting
Process
Compound Poisson
Process
Non-Homogeneous Poisson
Process (NHPP)
Non-Homogeneous
Continuous Time
Markov Chain
Bernoulli Process
Homogeneous
Continuous Time
Markov Chain
Homogeneous
Discrete Time
Markov Chain
Semi-Markov
Process
Markov Regenerative
Process