Package jline.api.snc

Class Snc_bound_backlog

java.lang.Object
jline.api.snc.Snc_bound_backlog

public final class Snc_bound_backlog extends Object
Violation probability of a backlog level.

For a flow with arrival envelope (sigmaA,rhoA) served by an element with service envelope (sigmaS,rhoS), the backlog of the stable station obeys, for every theta > 0,

   P{B(t) > b} <= exp(-theta*(b-sigmaA-sigmaS)) / (1-exp(-theta*(rhoS-rhoA))),
 

the union bound over the start of the backlogged period summed as a geometric series on the unit-slot time axis. The returned value is the infimum over theta, clipped at 1, and is an UPPER BOUND on the tail, never an estimate of it: the decay rate is asymptotically exact and the prefactor is loose.

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

  • Method Details

    • snc_bound_backlog

      public static SncResult snc_bound_backlog(SncEnvelope arv, SncEnvelope srv, double b)
      Parameters:
      arv - arrival envelope
      srv - service envelope
      b - backlog level, units of the envelopes
      Returns:
      the bound on P{B > b} in [0,1], and the minimizing theta
    • snc_bound_backlog

      public static SncResult snc_bound_backlog(SncEnvelope arv, SncEnvelope srv, double b, double thetamax)
      Parameters:
      arv - arrival envelope
      srv - service envelope
      b - backlog level
      thetamax - upper end of the theta search
      Returns:
      the bound on P{B > b} in [0,1], and the minimizing theta