Efficient Heuristics for the Simulation of Buffer Overflow in Series and Parallel Queueing Networks

Many of recent studies have proved the tail equivalence result for Egalitarian Processor Sharing system: [EQUATION], where B (resp. V) is service requirement (resp. sojourn time) of a customer; for PS, g = 1 - ρ. In this paper, we consider time-shared systems in which the server capacity is shared by existing customers in proportion to (dynamic) weights assigned to customers. We consider two systems, 1) in which the weight of a customer depends on it Age (attained service), and 2) in which the weight depends on the residual processing time (RPT). We allow for a parameterized family of weight functions such that the weight associated with a customer that has received a service (or, has a RPT) of x units is ω(x) = xα for some -∞ < α < ∞. We then study the sojourn time of a customer under such scheduling discipline and provide conditions on α for tail equivalence to hold true, and also give the value of g as a function of α

Adaptive Importance Sampling Simulation of Queueing Networks

In this paper, a method is presented for the efficient estimation of rare-event (overflow) probabilities in Jackson queueing networks using importance sampling. The method differs in two ways from methods discussed in most earlier literature: the change of measure is state-dependent, i.e., it is a function of the content of the buffers, and the change of measure is determined using a cross-entropy-based adaptive procedure. This method yields asymptotically efficient estimation of overflow probabilities of queueing models for which it has been shown that methods using a stateindependent change of measure are not asymptotically efficient. Numerical results demonstrating the effectiveness of the method are presented as well

On modelling the performance and reliability of multimode computer systems

We present an effective technique for the combined performance and reliability analysis of multi-mode computer systems. A reward rate (or a performance level) is associated with each mode of operation. The switching between different modes is characterized by a continuous time Markov chain. Different types of service-interruption interactions (as a result of mode switching) are considered. We consider the execution time of a given job on such a system and derive the distribution of its completion time. A useful dual relationship, between the completion time of a given job and the accumulated reward up to a given time, is noted. We demonstrate the use of our technique by means of a simple example

3-quasi-Sasakian manifolds

In the present paper we carry on a systematic study of 3-quasi-Sasakian manifolds. In particular we prove that the three Reeb vector fields generate an involutive distribution determining a canonical totally geodesic and Riemannian foliation. Locally, the leaves of this foliation turn out to be Lie groups: either the orthogonal group or an abelian one. We show that 3-quasi-Sasakian manifolds have a well-defined rank, obtaining a rank-based classification. Furthermore, we prove a splitting theorem for these manifolds assuming the integrability of one of the almost product structures. Finally, we show that the vertical distribution is a minimum of the corrected energy.Comment: 17 pages, minor modifications, references update

Large non-Gaussianities in the Effective Field Theory Approach to Single-Field Inflation: the Trispectrum

We perform the analysis of the trispectrum of curvature perturbations generated by the interactions characterizing a general theory of single-field inflation obtained by effective field theory methods. We find that curvature-generated interaction terms, which can in general give an important contribution to the amplitude of the four-point function, show some new distinctive features in the form of their trispectrum shape-function. These interesting interactions are invariant under some recently proposed symmetries of the general theory and, as shown explicitly, do allow for a large value of the trispectrum.Comment: 29 pages, 13 figure

Efficient exploration of availability models guided by failure distances

Recently, a method to bound the steady-state availability using the failure distance concept has been proposed. In this paper we refine that method by introducing state space exploration techniques. In the methods proposed here, the state space is incrementally generated based on the contributions to the steady-state availability band of the states in the frontier of the currently generated state space. Several state space exploration algorithms are evaluated in terms of bounds quality and memory and CPU time requirements. The more efficient seems to be a waved algorithm which expands transition groups. We compare our new methods with the method based on the failure distance concept without state exploration and a method proposed by Souza e Silva and Ochoa which uses state space exploration but does not use the failure distance concept. Using typical examples we show that the methods proposed here can be significantly more efficient than any of the previous methods.Postprint (published version

Manufacturing flow line systems: a review of models and analytical results

The most important models and results of the manufacturing flow line literature are described. These include the major classes of models (asynchronous, synchronous, and continuous); the major features (blocking, processing times, failures and repairs); the major properties (conservation of flow, flow rate-idle time, reversibility, and others); and the relationships among different models. Exact and approximate methods for obtaining quantitative measures of performance are also reviewed. The exact methods are appropriate for small systems. The approximate methods, which are the only means available for large systems, are generally based on decomposition, and make use of the exact methods for small systems. Extensions are briefly discussed. Directions for future research are suggested.National Science Foundation (U.S.) (Grant DDM-8914277

Machine learning algorithms performed no better than regression models for prognostication in traumatic brain injury

Objective: We aimed to explore the added value of common machine learning (ML) algorithms for prediction of outcome for moderate and severe traumatic brain injury. Study Design and Setting: We performed logistic regression (LR), lasso regression, and ridge regression with key baseline predictors in the IMPACT-II database (15 studies, n = 11,022). ML algorithms included support vector machines, random forests, gradient boosting machines, and artificial neural networks and were trained using the same predictors. To assess generalizability of predictions, we performed internal, internal-external, and external validation on the recent CENTER-TBI study (patients with Glasgow Coma Scale <13, n = 1,554). Both calibration (calibration slope/intercept) and discrimination (area under the curve) was quantified. Results: In the IMPACT-II database, 3,332/11,022 (30%) died and 5,233(48%) had unfavorable outcome (Glasgow Outcome Scale less than 4). In the CENTER-TBI study, 348/1,554(29%) died and 651(54%) had unfavorable outcome. Discrimination and calibration varied widely between the studies and less so between the studied algorithms. The mean area under the curve was 0.82 for mortality and 0.77 for unfavorable outcomes in the CENTER-TBI study. Conclusion: ML algorithms may not outperform traditional regression approaches in a low-dimensional setting for outcome prediction after moderate or severe traumatic brain injury. Similar to regression-based prediction models, ML algorithms should be rigorously validated to ensure applicability to new populations