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CEN 501: Queueing Theory and Simulation.
Description
Probability theory: random variables, transformation of random variables. Markov chains: stochastic processes, Poisson and Exponential processes, birth-death Markov chains. Queuing theory: Little’s theorem, M/M/1, M/M/1/K, M/M/S/S, M/G/1. Network of queues: Burke theorem, Jackson theorem. Computer simulation: random number generators, validation tests, generating random variables, event-driven simulation, simulation project of networking systems.
Objectives
A comprehensive course in formulation, implementation and application of both analytical and simulation models to the performance study of computer network systems.
Topics include a brief review of probability theory, statistics and Stochastic processes. Then, it will be followed by an initiation to computer simulation of computer network systems. It will include algorithms for random number generation, randomness test tools, random variates generation, followed by the design and implementation of event-driven simulation experiments. Special emphasis will be given to problems with computer networks applications.
The last part will be reserved to queuing theory fundamentals (Poisson process, Markov process, M/M/1 queue, Little's formula, Birth-death process, M/G/1 queue), and its application to the modeling and analysis of computer networks (Polling, Priority queues, Random access techniques, Wireless LANs).
Topics
| Part One |
|
| Systems, Models, and Simulation |
1 |
| Review of Probability and Statistics |
1 |
| Part Two |
|
| Random Number Generators |
1 |
| Randomness tests |
1 |
| Random Variates Generation |
1 |
| Input Modeling |
1 |
| Event-driven simulation |
1 |
| Event-driven simulation |
1 |
| Validation tools |
1 |
| Part Three |
|
| Stochastic Processes: Poisson Process |
1 |
| Basics of queues |
1 |
| M/G/1 queue |
1 |
| Network of queues |
1 |
| Part Four |
|
| Simulation Tools (Opnet, NS2, Comnet, ) |
1 |
| Simulation in Computer Networks (case studies) |
1 |
Project Policies
At least two projects will be assigned. The projects will be of two types:
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Writing or modifying a simulation program: besides bringing the program on a disk (to be tested), a report should be written to explain the method followed by the student, including all steps and subroutines. The use of flow charts is advised to present the structure of the program. Also, schematic diagrams are preferred to clarify your ideas and comments. A partial grade will be given for a well-organized and structured program, and for a clear and ordered report.
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Modeling and analysis of a computer network system: it will be based on either a system presented in class, or a system presented in a paper.
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One project should be presented by each student.
Text and References
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Probability, Random Variables, and Stochastic Processes, by Papoulis and Pillai, McGraw-Hill, 2002.
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Probability and Random Processes for Electrical Engineers, by Alberto Leon-Garcia, Addison Wesley, 1994.
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Data Networks, by Bertsekas and Gallager, Prentice Hall, 1992.
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Discrete event system simulation, by J. Banks, J. Carson and B. Nelson, David Nicol, Fourth Edition, Prentice - Hall, 2005.
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Simulation a Statistical Perspective, Jack Kleijnen and Willem Van Groenendaal, John & Wiley, 1994.
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Queueing Systems - vol. 1-2: computer applications, by Kleinrock.
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Telecommunication Networks - protocols, modeling and analysis, by Mischa Schwartz, Addison Wesley, 1988.
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Stochastic Processes, by Ross, John & Wiley, 1983.
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Stochastic Methods of Operations Research, by Kohlas, Cambridge University Press, 1982.
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Discrete Event Simulation - A practical Approach, Udo W. Pooch and James A. Wall, CRC Press, 1993.
Grade Distribution
| Quizes |
5 |
| Homework |
15 |
| Projects |
15 |
| Exam |
25 |
| Final |
40 |
Exams
Projects
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Project 1: Monday 28/11/1430.
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Project 3: .
Homework
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HW1: due on Sunday 29/10/1430.
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HW2: due on Monday 7/11/1430.
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HW3: due on Monday 14/11/1430.
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HW4: due on Monday 21/11/1430.
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HW5: due on Monday 20/12/1430.
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2007 | Disclaimer
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