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242-164 Introduction to Queueing
Networks : Engineering Approach
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Chapter Chapter 1 1 Probability Models in Probability Models in
Computer and Electrical Computer and Electrical
Engineering Engineering g g g g
Assoc. Prof. Thossaporn Kamolphiwong
Centre for Network Research (CNR)
Department of Computer Engineering, Faculty of Engineering
Prince of Songkla University, Thailand
Email : kthossaporn@coe.psu.ac.th
Outline
Mat hemat ical Models
Det erminist ic Model
Probabilit y Models
Example of Probabilit y Models
2
Mathematical Models
Syst em work in a chaot ic environment
Probabilit y Models:
Make sense out of t he chaos
Build syst em efficient , reliable, cost -effect ive
I nt roduct ion t o
Theory underlying probabilit y models
Basic t echniques used in t he development of
models
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Mathematical Models(cont.)
Model is an approximat e represent at ion of a
physical sit uat ion
Mathematical models are used when t he
observat ional phenomenon has measurable
t i propert ies.
Det erminist ic Models
Probabilit y Models
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Modeling Process
Formulat e
hypot hesis
Define experiment t o
t est hypot hesis
Physical
process/ syst em
Model
Sufficient
agreement ?
All aspect s of int erest
invest igat ed?
St op
Prediction Observations
Yes No
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Deterministic Models
The condit ions under which an experiment is
carried out det ermine t he exact out come of
experiment .
I n det erminist ic mat hemat ical models, t he
l t i ifi t h t t f t h solut ion specifies t he exact out come of t he
experiment eg. Circuit t heory
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Probability Models
Many syst ems of int erest involve phenomena
t hat exhibit unpredict able variat ion and
randomness
Random experiment : an experiment in which
t he out come varies in an unpredict able fashion t he out come varies in an unpredict able fashion.
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Example of Random Experiment
Example1
A ball is select ed from an urn cont aining ident ical
balls, labeled 0, 1 and 2.
The out comes of t he experiment is a number The out comes of t he experiment is a number
from t he set S = {0, 1, 2}
The set S of t he possible out comes is called
Sample space
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Graph of outcome
m
e
4
3
2
Trial number
O
u
t
c
o
m
100 90 80
-2
10 70 60 50 40 30 20
1
0
-1
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Statistical regularity
Statistical regularity
Many probabilit y models are based on t he fact
t hat averages obt ained in long sequences of
repet it ions (t rials) of random experiment s
statistical regularity property statistical regularity property
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Relative frequency
Example Experiment from example1 is repeat ed n
t imes under ident ical condit ions.
Let N
0
(n), N
1
(n), and N
2
(n) be t he number of t imes
in which t he out comes are balls 0, 1 and 2
t i l respect ively
Relative frequency of out come k be define by
( )
( )
n
n N
n f
k
k
=
11
Probability
By st at ist ical regularit y , f
k
(n) varies less and less
about a const ant value as n is made large, t hat
is,
( )
k k
p n f = lim
The const ant p
k
is called t he probability of t he
out come k
( )
k k
n
p n f

lim
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Graph of Relative Frequency
0.5
0.6
0.7
0.8
0.9
1
F
r
e
q
u
e
n
c
y
Ball no. 0
Ball no. 2
Ball no. 1
0
0.1
0.2
0.3
0.4
0 10 20 30 40
R
e
l
a
t
i
v
e

Number of Trial
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Properties of Relative Frequency
Suppose t hat a random experiment has K
possible out comes S = {1, 2, , K}
0 < N (n) < n for k = 1 2 K 0 < N
k
(n) < n for k = 1, 2, , K
0 < f
k
(n) < 1 for k = 1, 2, , K

( ) n n N
K
k
k
=

=1
( ) 1
1
=

=
K
k
k
n f
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Event
Event : Any out come of experiment sat isfying
cert ain condit ion
Event E : an-even numbered of balls is select ed
( ) ( ) ( ) N N N
( )
( ) ( ) ( )
( ) ( ) n f n f
n
n N n N
n
n N
n f
E
E
2 0
2 0
+ =
+
= =
( ) ( ) ( ) n N n N n N
E 2 0
+ =
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Axiom of Probability
Axiom 1 : 0 < P[A] < 1
Axiom 2 : P[S] = 1
Axiom 3 : I f A
1
, A
2
, , A
n
is a sequence of event s
such t hat A
i
A
j
= Cfor all i = j, t hen
P[A
1
A
2
A
n
] = P[A
1
] + P[A
2
] + + P[A
n
]
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Detailed Example: A Packet Voice
Transmission System
A communicat ion syst em is required t o t ransmit 48
simult aneous conversat ions from cit y A t o cit y B
using packet s of voice informat ion. The speech
of each speaker is convert ed int o volt age
waveforms t hat are first digit ized and t hen waveforms t hat are first digit ized and t hen
bundled int o packet s of informat ion t hat
correspond t o 10-millisecond (ms) segment s of
speech. A source and dest inat ion address is
appended t o each voice packet before it is
t ransmit t ed
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(Continue)
Simple Design
Transmit 48 packet s every 10 ms in each
direct ion
I nefficient design
On average 2/ 3 packet s cont ain silence (no speech
informat ion)
48 speakers produce 48/ 3 = 16 act ive packet s
Need anot her syst em t ransmit s M < 48 packet s
ever 10 ms
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(Continue)
Active
1
T i
Multiplexer
Silence
N
To Site B
M packets/10 ms
N packets/10 ms
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(Continue)
Let
A : number of act ive packet s in 10 ms
I f A < M act ive packet are t ransmit t ed
I f A > M unable t o t ransmit all act ive I f A > M unable t o t ransmit all act ive
packet s
A M of act ive packet are select ed at random and
discard
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(Continue)
Experiment is repeat ed n t imes
A(j) : out come in jt h t rial
N
k
(n) : number of t rials in which t he number of
k
( )
act ive packet s is k
Relat ive frequency :
( )
( )
n
n N
n f
k
k
=
( ) 48 0 lim s s =

k p n f
k k
n
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(Continue)
Act ive packet are produced <A>
n
Sample mean :
( )

=
1
n
n
j A A
( )

=
=
=
48
0
1
1
k
k
j
n
n kN
n
n
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(Continue)
Probabilities for number of active speakers in
a group of 48
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Other Example
Communication over Unreliable channels
Every T seconds, t he t ransmit t er accept s a binary
input , namely, a 0 or a 1, and t ransmit s a
corresponding signal. At t he end of t he T
d t h i k d i i t seconds, t he receiver makes a decision as t o
what t he input was, based on t he signal it has
received. Most communicat ions syst ems are
unreliable in t he sense t hat t he decision of t he
receiver is not always t he same as t he
t ransmit t er input .
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(Continue)
1
1 - c
c
c
0 000
1 111
1
0
Input
1
0
Output
1 - c
Coder
Binary
channel
Decoder
Binary
information
Delivered
information
1
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Example : Processing of Random
Signals
Processing of Random Signals
Signal S(t ) corrupt ed wit h noise N(t)
Y(t) = S(t) + N(t)
The measure of qualit y : signal-t o-noise rat io q y g
(SNR)
( )
( ) ( ) t N t S
t S
SNR
of power average of power average
of power average
+
=
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Example : Reliability Systems
Reliability Systems
C
1
C
3
C
2
C
1
C
3
C
2
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Example : Resource Sharing
Systems
Resource Sharing Systems
Mult i-user comput er syst em : Queueing Syst em
Terminals
Queue System
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Average Resp. Time
20
15
s
p
o
n
s
e

T
i
m
e 25
Number of Users
0 10 20 30 40
50
10
5
A
v
e
r
a
g
e

R
e
s
0
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Internet Scale System
Internet Scale System
I nt ernet
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Throughput performance
g
h
p
u
t
0.8
1.2
Throughput performance of multi-user
computer system
Number of users
T
h
r
o
u
g
0 10 20 30 40 50
0.4
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Reference
1. Albert o Leon-Garcia, Probabilit y and Random
Processes for Elect rical Engineering, 3
rd
edit ion, Addision-Wesley Publishing, 2008
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