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Sojourn times and Rare Events

by Norbert Th. Müller, Freimut Brenner
"... Abstract: In this paper, we present and analyze three different algorithms for the evaluation of rare event simulation results. They are loosely based on the AA c method, which in turn is an enhancement of the LRE-algorithm, derived from the sojourn time analysis of that algorithm. The AA c method i ..."
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Abstract: In this paper, we present and analyze three different algorithms for the evaluation of rare event simulation results. They are loosely based on the AA c method, which in turn is an enhancement of the LRE-algorithm, derived from the sojourn time analysis of that algorithm. The AA c method

Quantiles of sojourn times

by Peter G. Harrison, William J. Knottenbelt , 2004
"... Fast response times and the satisfaction of response time quantile targets are important performance criteria for almost all transaction processing and computer-communication systems. However, they tend to be difficult to obtain in stochastic models, even when the mean value of the response time has ..."
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has a relatively simple mathematical expression. Expressions have been obtained for the Laplace transform of the probability density function of sojourn times in many queueing models, including some complex single queues and networks of simple queues. These can sometimes be inverted analytically

Sojourn times in Markov processes

by Bruno Sericola - Journal of Applied Probability , 1989
"... In a homogeneous finite-state Markov process, we consider the occupation times, that is, the times spent by the process in given subsets of the state space during a finite interval of time. We first derive the distribution of the occupation time of one subset and then we generalize that result to th ..."
Abstract - Cited by 27 (12 self) - Add to MetaCart
In a homogeneous finite-state Markov process, we consider the occupation times, that is, the times spent by the process in given subsets of the state space during a finite interval of time. We first derive the distribution of the occupation time of one subset and then we generalize that result

Sojourn Times of Brownian Sheet

by D. Khoshnevisan, R. Pemantle , 2000
"... This paper is dedicated to Professor Endré Csáki on the occasion of his 65th birthday. Let B denote the standard Brownian sheet. That is, B is a centered Gaussian process indexed by R2 + with continuous trajectories and covariance structure ..."
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This paper is dedicated to Professor Endré Csáki on the occasion of his 65th birthday. Let B denote the standard Brownian sheet. That is, B is a centered Gaussian process indexed by R2 + with continuous trajectories and covariance structure

Web-Pages Sojourn Times in High Speed Networks

by Sireen Malik, Ulrich Killat
"... Processor Sharing (PS) queuing systems have been historically applied for the estimation of file sojourn times. We present a model for web-pages sojourn times at the session-layer by incorporating the time spent by TCP in its slow-start and congestion avoidance phases. The model is a function of not ..."
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Processor Sharing (PS) queuing systems have been historically applied for the estimation of file sojourn times. We present a model for web-pages sojourn times at the session-layer by incorporating the time spent by TCP in its slow-start and congestion avoidance phases. The model is a function

Reducing the Variance of Sojourn Times in Queueing Networks with Overtaking

by M. Mittler, N. Gerlich - Forschungsbericht, Preprint-Reihe Nr. 73, Universitat Wurzburg, Institut fur Informatik , 1993
"... In a queueing network with overtaking, the probabilistic effects entailed by a customer propagate in such a manner that the sojourn time of the same customer in a node visited later is affected. The main effect of overtaking is the dependency of node sojourn times on non-overtake-free paths: the soj ..."
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In a queueing network with overtaking, the probabilistic effects entailed by a customer propagate in such a manner that the sojourn time of the same customer in a node visited later is affected. The main effect of overtaking is the dependency of node sojourn times on non-overtake-free paths

Preventing large sojourn times using SMART scheduling

by Misja Nuyens, Adam Wierman, Bert Zwart - Operations Research , 2005
"... Recently, the class of SMART scheduling policies has been introduced in order to formalize the common heuristic of “biasing toward small jobs. ” We study the tail of the sojourn-time (response-time) distribution under both SMART policies and the Foreground-Background policy (FB) in the GI/GI/1 queue ..."
Abstract - Cited by 16 (8 self) - Add to MetaCart
Recently, the class of SMART scheduling policies has been introduced in order to formalize the common heuristic of “biasing toward small jobs. ” We study the tail of the sojourn-time (response-time) distribution under both SMART policies and the Foreground-Background policy (FB) in the GI/GI/1

Recent sojourn time results for Multilevel . . .

by Samuli Aalto, Urtzi Ayesta
"... ..."
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Abstract not found

TABLE OF CONTENTS 4 MESSAGE SOJOURN TIME

by unknown authors
"... Abstract—Access Points play an essential role in fault tolerant architectures for mobile computing environments which engage wireless networks. They are the performance bottleneck in the presence of failures and handoffs of mobile stations. Different message dispatch strategies impose different effe ..."
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effects on the message sojourn time in Access Points. In this paper, we study five dispatch models which are the basic queueing model, the static and the dynamic processor-sharing models, the round-robin model, and the feedback model. We derive the expected message sojourn time in Access Points under

Bottleneck analysis of discrete time networks: Sojourn times

by C. Malchin, H. Daduna, Schwerpunkt Mathematische Statistik, Und Stochastische Prozesse, Christian Malchin, Hans Daduna , 2007
"... For a closed cycle of Bernoulli servers in discrete time with a single bottleneck we prove weak convergence of the suitably rescaled joint queue length vector for all nodes and weak convergence of the suitably rescaled cycle time when the network approaches heavy trac regime. We further investigate ..."
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asymptotic dependencies of the sojourn time vector and nd unexpected behaviour of the covariance structure. A technical device for our proofs is a Harrison-type formula for arrival probabilities which is of independent interest.
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