snc_env_poisson.h File Reference

MGF arrival envelope of a Poisson flow with unit-size jobs. More...

#include <cmath>
#include "line/api/snc/snc_types.h"
#include "line/util/error.h"

Include dependency graph for snc_env_poisson.h:

Go to the source code of this file.

Namespaces
namespace	line
namespace	line::snc

Functions
Env	line::snc::snc_env_poisson (double lambda, double theta)
	MGF arrival envelope of a Poisson flow with unit-size jobs.
Envelope	line::snc::snc_env_poisson_fn (double lambda)
	The same envelope as a function of theta.

Detailed Description

MGF arrival envelope of a Poisson flow with unit-size jobs.

log E[exp(theta*A(0,t))] = lambda*t*(exp(theta)-1) exactly, so the envelope is tight with a zero burst term and rho(theta) = lambda*(exp(theta)-1)/theta.

Port of matlab/src/api/snc/snc_env_poisson.m.

Definition in file snc_env_poisson.h.