Package jline.api.snc
Class Snc_bound_backlog
java.lang.Object
jline.api.snc.Snc_bound_backlog
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.
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Method Summary
Modifier and TypeMethodDescriptionstatic SncResultsnc_bound_backlog(SncEnvelope arv, SncEnvelope srv, double b) static SncResultsnc_bound_backlog(SncEnvelope arv, SncEnvelope srv, double b, double thetamax)
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Method Details
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snc_bound_backlog
- Parameters:
arv- arrival envelopesrv- service envelopeb- backlog level, units of the envelopes- Returns:
- the bound on P{B > b} in [0,1], and the minimizing theta
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snc_bound_backlog
public static SncResult snc_bound_backlog(SncEnvelope arv, SncEnvelope srv, double b, double thetamax) - Parameters:
arv- arrival envelopesrv- service envelopeb- backlog levelthetamax- upper end of the theta search- Returns:
- the bound on P{B > b} in [0,1], and the minimizing theta
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