Results 1  10
of
175
A Comparison of SenderInitiated and ReceiverInitiated Reliable Multicast Protocols
, 1994
"... Senderinitiated reliable multicast protocols based on the use of positive acknowledgments (ACKs) can suffer performance degradation as the number of receivers increases. This degradation is due to the fact that the sender must bear much of the complexity associated with reliable data transfer (e.g. ..."
Abstract

Cited by 253 (10 self)
 Add to MetaCart
(Show Context)
Senderinitiated reliable multicast protocols based on the use of positive acknowledgments (ACKs) can suffer performance degradation as the number of receivers increases. This degradation is due to the fact that the sender must bear much of the complexity associated with reliable data transfer (e.g., maintaining state information and timers for each of the receivers and responding to receivers' ACKs). A potential solution to this problem is to shift the burden of providing reliable data transfer to the receivers  thus resulting in receiverinitiated multicast error control protocols based on the use of negative acknowledgments (NAKs). In this paper we determine the maximum throughputs for generic senderinitiated and receiverinitiated protocols for two classes of applications: (i) onemany applications where one participant sends data to a set of receivers, and (ii) manymany applications where all participants simultaneously send and receive data to/from each other. We show that a receiverinitiated error control protocol which requires receivers to transmit NAKs pointtopoint to the sender provides higher throughput than a senderinitiated counterpart for both classes of applications. We further demonstrate that, in the case of a onemany application, replacing pointtopoint transfer of NAKs with multicasting of NAKs coupled with a random backoff procedure provides a substantial additional increase in the throughput of a receiverinitiated error control protocol over a senderinitiated protocol. We also find, however, that such a modification leads to a throughput degradation in the case of manymany applications.
Stability, queue length and delay of deterministic and stochastic queueing networks
 IEEE Transactions on Automatic Control
, 1994
"... Motivated by recent development in high speed networks, in this paper we study two types of stability problems: (i) conditions for queueing networks that render bounded queue lengths and bounded delay for customers, and (ii) conditions for queueing networks in which the queue length distribution of ..."
Abstract

Cited by 231 (21 self)
 Add to MetaCart
Motivated by recent development in high speed networks, in this paper we study two types of stability problems: (i) conditions for queueing networks that render bounded queue lengths and bounded delay for customers, and (ii) conditions for queueing networks in which the queue length distribution of a queue has an exponential tail with rate `. To answer these two types of stability problems, we introduce two new notions of traffic characterization: minimum envelope rate (MER) and minimum envelope rate with respect to `. Based on these two new notions of traffic characterization, we develop a set of rules for network operations such as superposition, inputoutput relation of a single queue, and routing. Specifically, we show that (i) the MER of a superposition process is less than or equal to the sum of the MER of each process, (ii) a queue is stable in the sense of bounded queue length if the MER of the input traffic is smaller than the capacity, (iii) the MER of a departure process from a stable queue is less than or equal to that of the input process (iv) the MER of a routed process from a departure process is less than or equal to the MER of the departure process multiplied by the MER of the routing process. Similar results hold for MER with respect to ` under a further assumption of independence. These rules provide a natural way to analyze feedforward networks with multiple classes of customers. For single class networks with nonfeedforward routing, we provide a new method to show that similar stability results hold for such networks under the FCFS policy. Moreover, when restricting to the family of twostate Markov modulated arrival processes, the notion of MER with respect to ` is shown to be
Networks in Labor Markets: Wage and Employment Dynamics and Inequality
 CALVÓARMENGOL, ANTONI AND YANNIS IOANNIDES (2005) “SOCIAL NETWORKS IN LABOR MARKETS,” IN THE NEW PALGRAVE, L. BLUME AND S. DURLAUF (EDS), LONDON: MACMILLAN PRESS (IN PRESS) GRANOVETTER, MARK
, 2003
"... We present a model of labor markets that accounts for the social network through which agents hear about jobs. We show that an improvement in the wage or employment status of either an agent's direct or indirect contacts leads to an increase in the agent's employment probability and exp ..."
Abstract

Cited by 74 (4 self)
 Add to MetaCart
We present a model of labor markets that accounts for the social network through which agents hear about jobs. We show that an improvement in the wage or employment status of either an agent's direct or indirect contacts leads to an increase in the agent's employment probability and expected wages, in the sense of first order stochastic dominance. A similar effect results from an increase in the network contacts of an agent. In terms of dynamics and patterns, we show that both wages and employment are positively associated (a strong form of correlation) across time and agents. We also analyze the decisions of agents regarding staying in the labor market or dropping out. If there are costs to staying in the labor market, and we compare two networks of agents that are identical except that one group starts with a worse wage status, then that group's dropout rate will be higher than the other's and there will be a persistent di#erence in wages between the groups.
Towards a Theory of Negative Dependence
 J. Math. Phys
, 1999
"... : The FKG theorem says that the POSITIVE LATTICE CONDITION, an easily checkable hypothesis which holds for many natural families of events, implies POSITIVE ASSOCIATION, a very useful property. Thus there is a natural and useful theory of positively dependent events. There is, as yet, no correspondi ..."
Abstract

Cited by 62 (2 self)
 Add to MetaCart
: The FKG theorem says that the POSITIVE LATTICE CONDITION, an easily checkable hypothesis which holds for many natural families of events, implies POSITIVE ASSOCIATION, a very useful property. Thus there is a natural and useful theory of positively dependent events. There is, as yet, no corresponding theory of negatively dependent events. There is, however, a need for such a theory. This paper, unfortunately, contains no substantial theorems. Its purpose is to present examples that motivate a need for such a theory, give plausibility arguments for the existence of such a theory, outline a few possible directions such a theory might take, and state a number of specific conjectures which pertain to the examples and to a wish list of theorems. Keywords: Associated, negatively associated, negatively dependent, FKG, negative correlations, lattice inequalities, stochastic domination, logconcave Subject classification: 60C05, 62H20, 05E05 1 Research supported in part by National Science F...
Conditional association, essential independence, and monotone unidimensional item response models.
 Annals of Statistics,
, 1993
"... ..."
MULTIPROCESS PARALLEL ANTITHETIC COUPLING FOR BACKWARD AND FORWARD Markov Chain Monte Carlo
, 2005
"... Antithetic coupling is a general stratification strategy for reducing Monte Carlo variance without increasing the simulation size. The use of the antithetic principle in the Monte Carlo literature typically employs two strata via antithetic quantile coupling. We demonstrate here that further stratif ..."
Abstract

Cited by 28 (10 self)
 Add to MetaCart
Antithetic coupling is a general stratification strategy for reducing Monte Carlo variance without increasing the simulation size. The use of the antithetic principle in the Monte Carlo literature typically employs two strata via antithetic quantile coupling. We demonstrate here that further stratification, obtained by using k>2(e.g.,k = 3–10) antithetically coupled variates, can offer substantial additional gain in Monte Carlo efficiency, in terms of both variance and bias. The reason for reduced bias is that antithetically coupled chains can provide a more dispersed search of the state space than multiple independent chains. The emerging area of perfect simulation provides a perfect setting for implementing the kprocess parallel antithetic coupling for MCMC because, without antithetic coupling, this class of methods delivers genuine independent draws. Furthermore, antithetic backward coupling provides a very convenient theoretical tool for investigating antithetic forward coupling. However, the generation of k>2 antithetic variates that are negatively associated, that is, they preserve negative correlation under monotone
A Law Of The Iterated Logarithm For Stable Processes In Random Scenery
 Stoch. Proc. Appl
, 1998
"... . We prove a law of the iterated logarithm for stable processes in a random scenery. The proof relies on the analysis of a new class of stochastic processes which exhibit longrange dependence. Keywords. Brownian motion in stable scenery; law of the iterated logarithm; quasi association 1991 Mathe ..."
Abstract

Cited by 26 (2 self)
 Add to MetaCart
. We prove a law of the iterated logarithm for stable processes in a random scenery. The proof relies on the analysis of a new class of stochastic processes which exhibit longrange dependence. Keywords. Brownian motion in stable scenery; law of the iterated logarithm; quasi association 1991 Mathematics Subject Classification. Primary. 60G18; Secondary. 60E15, 60F15. * Research partially supported by grants from the National Science Foundation and National Security Agency x1. Introduction In this paper we study the sample paths of a family of stochastic processes called stable processes in random scenery. To place our results in context, first we will describe a result of Kesten and Spitzer (1979) which shows that a stable process in random scenery can be realized as the limit in distribution of a random walk in random scenery. Let Y = fy(i) : i 2 Zg denote a collection of independent, identicallydistributed, realvalued random variables and let X = fx i : i ? 1g denote a coll...
A New Ordering for Stochastic Majorization: Theory and Applications
 Advances in Applied Probability
, 1991
"... In this paper, we develop a unified approach for stochastic load balancing on various multiserver systems. We expand the four partial orderings defined in Marshall and Olkin, by defining a new ordering based on the set of functions that are symmetric, Lsubadditive and convex in each variable. This ..."
Abstract

Cited by 23 (7 self)
 Add to MetaCart
(Show Context)
In this paper, we develop a unified approach for stochastic load balancing on various multiserver systems. We expand the four partial orderings defined in Marshall and Olkin, by defining a new ordering based on the set of functions that are symmetric, Lsubadditive and convex in each variable. This new partial ordering is shown to be equivalent to the previous four orderings for comparing deterministic vectors but differ for random vectors. Sample path criteria and a probability enumeration method for the new stochastic ordering are established and the ordering is applied to various forkjoin queues, routing and scheduling problems. Our results generalize previous work and can be extended to multivariate stochastic majorization which includes tandem queues and queues with finite buffers. Keywords: load balancing, stochastic convexity, majorization ordering, routing, scheduling, forkjoin queues 0 1 Introduction Recently, stochastic comparison has received a great deal of attention. ...
A triangular central limit theorem under a new weak dependence condition.
 Statist. and Probab. Lett.,
, 2000
"... Abstract We use a new weak dependence condition from Doukhan and Louhichi (Stoch. Process. Appl. 1999, 84, 313342) to provide a central limit theorem for triangular arrays; this result applies for linear arrays (as in Peligrad and Utev, Ann. Probab. 1997, 25(1), 443456) and standard kernel densi ..."
Abstract

Cited by 19 (4 self)
 Add to MetaCart
(Show Context)
Abstract We use a new weak dependence condition from Doukhan and Louhichi (Stoch. Process. Appl. 1999, 84, 313342) to provide a central limit theorem for triangular arrays; this result applies for linear arrays (as in Peligrad and Utev, Ann. Probab. 1997, 25(1), 443456) and standard kernel density estimates under weak dependence. This extends on strong mixing and includes nonmixing Markov processes and associated or Gaussian sequences. We use Lindeberg method in
Safety Stock Positioning in Supply Chains with Stochastic Lead Times
, 2005
"... We study the safety stock positioning problem in singleproduct multistage supply chains with tree networkstructures, where each stage controls its inventory using an installation continuoustime basestock policy. External demands follow independent Poisson processes, and unsatisfied demands at eac ..."
Abstract

Cited by 17 (6 self)
 Add to MetaCart
We study the safety stock positioning problem in singleproduct multistage supply chains with tree networkstructures, where each stage controls its inventory using an installation continuoustime basestock policy. External demands follow independent Poisson processes, and unsatisfied demands at each stage are fully backordered. The processing (e.g., production) cycle times and transportation lead times are assumed to be stochastic, sequential, and exogenously determined. We derive recursive equations for the backorder delays (because of stockout) at all stages in the supply chain. Based on the recursive equations, we characterize the dependencies of the backorder delays across different stages in the network, and develop insights into the impact of safety stock positioning in various supply chain topologies. We present approximations and algorithms to coordinate the basestock levels in these supply chains, so as to minimize systemwide inventory cost subject to meeting certain servicelevel requirements of the external customers.