EEL6507sp09L35

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EEL6507 Spring 2009, Lecture 35, Monday 2009/04/13 (Notes created by Adam Flynn)

Agenda: Idle/Busy: Time, Distribution

Idle Time Distribution

Below, I represents Idle Time.

Prob[I \le y] = F(y)

For M/G/1, the probability of k arrivals in a time interval y is: \frac{(\lambda y)^k}{k!} e^{-\lambda y}.

Also, if we are idle for a time period y, we know that 0 arrivals have occurred.

Therefore,

Prob[I > y] = Prob[no \ arrivals \ in \ y] = e^{-\lambda y}

Prob[I \le y] = 1 - e^{-\lambda y}

Hence, idle time is Markovian!

Busy Time Distribution

Observation: If we only care about total work/busy time, the order jobs are served doesn't matter.

  • If we were concerned with minimizing the number of jobs in the queue, we would want to serve the shortest jobs first.

Since we only care about the total work/busy time, we can model the queue as a stack instead (last-come, first-served).

Busy time illustration
Busy time illustration

Define the following:

Χi = RV to describe the time required to solve Ci and all customers that arrive before we serve Ci − 1.

  • Χi is independent of Χj

Busy Period and Χi

Prob[Busy \ Period] \le x] = Prob[\Chi_1 \le x]

What is Χi?

  • In the example above, there are 3 arrivals while C1 is in service
  • Χ1 = x1 + Χ4 + Χ3 + Χ2
  • B^*_1(s) = B^*(s) B^*_4(s) B^*_3(s) B^*_2(s)
    • B^*_i(s) is Laplace Transform of busy time, \ B^*(s) is Laplace Transform of service time

Derivation of general B^*_1(s)

  • Note: Errors may have occurred during transcription of derivation presented in lecture, please update if needed ...

E[e^{-s \Chi_1} | x_1 = x, v = k] = e^{-s x} E[e^{-s \Chi_1}] ... E[e^{-s \Chi_k}]

  • Since E[e^{-s \Chi_i}] = B^*_1(s),

E[e^{-s \Chi_1} | x_1 = x, v = k] = e^{-s x} [B^*_1(s)]^k

E[e^{-s \Chi_1} | x_1 = x] =  \sum_{k}{Prob[k \ arrivals \ in \ x]} E[e^{-s \Chi_1} | x_1 = x, v = k] = \sum_{k}{e^{-\lambda x} \frac{(\lambda x)^k}{k!} e^{-s x} (B^*_1(s))^k}

B^*_1(s) = E[e^{-s \Chi_1}] = \int_{0}^{\infty}E[e^{-s \Chi_1} | x_1 =x]b(x)dx

Using these equations,

=\int_{0}^{\infty}e^{-(s+\lambda)x} e^{\lambda x B^*_1(s)} b(x)dx


=\int_{0}^{\infty}e^{-\left ( s + \lambda - \lambda B^*_1(s) \right )x} b(x)dx

Recognizing the above is the Laplace transform of \ b(x) evaluated at  s = s + \lambda (1-B^*_1(s) ) , that is

B^*_1(s) = B^*(s + \lambda (1-B^*_1(s) ))

Thus we have a recursive definition of the busy time.

Lecture Vocie Recording

No lecture recording for this lecture.

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