2012 Fall Final Review Prof.

Izhak Rubin
1
EE132B Finals Review
Disclaimer: This is not a cheat sheet! Please double check the equations before using them.

Probability Review
(a) Random variables (uniform, exponential, geometric, Poisson)
(b) CDF, PDF, expectation, moment generating function
(c) Geometric series equations

Advantages and disadvantages of different schemes:
(a) Multiplexing schemes:
Fixed assigned vs. demand assigned (ATDM statistical multiplexing)
(b) Multiples Access schemes:
Fixed assigned, demand assigned (reservation-based vs. polling), random access
(c) Circuit switching vs. packet switching

ARQ: Automatic repeat request
(a) Stop and Wait, Go Back N, Selective Repeat
(b)
| | | | ,
T R
E N E N , throughput calculation (bps, packets/sec)

Routing Algorithm
Distance vector vs. link-state based routing (Dijkstras algorithm)
( ) ( )
( )
( )
( )
Notations:
, weight associated with edge ,
, distance from node to node
, if and are directly connected by an edge
, 0 if
otherwise
w i j i j
d i j i j
w i j i j
h i j i j
=
=

= =

{ }
j T
Let node 1 be the source node.
Step 1: Set P = {1}
Set T = {2, 3, 4, ...}
for j = 2, 3, ... set d(1, j) = h(1, j)
Setp 2: Find i T where d(1, i) = min d(1, j)
Set
e
e
{ }
T = T - {i}
Set P = P + {i}
If T = , we are done.
Step 3: For all j T:
Set d(1, j) = min d(1, j), d(1, i)+h(i, j)
Go to setp 2
C
e


OSI Layer Models
(a) Layer services, functionalities and examples
(b) Transport, Network, Data Link and Physical layers


2012 Fall Final Review Prof. Izhak Rubin
2
Markov Chain
( ) ( )
1 0 1 2 1
is considered to be a Markov Chain if it satisfies the Markov Property:
Future evolution of the process is independent of the past given the present
: | , , ,..., |
: (
n n n n
X
DTMC P X j X X X X P X j X
CTMC P X
+ +

= = =
| , ) ( | )
t s u t s t
j X u t P X j X
+ +
= s = =


Discrete Time Markov Chain
(a) Transition Probability Function (TPF)
( ) ( ) ( ) ( )
1 1 0
, ,
n n n
P i j P X j X i P X j X i P i j
+
= = = = = = =
Note: List all the different possibilities (scenarios) when calculating
( ) , P i j .
(b) Transient state analysis
( ) ( )
( ) ( )
( ) ( ) ( )
( ) ( ) ( )
0
0
State distribution at time :
The -step TPF: ,
Initital state computation: ,
: , , , , , 1
k k
m
m
k
k
l S
m n m n
l S
k P j P X j
m P i j P X j X i
P j P i P i j
Chapman Kolmogorov P i j P i l P l j m n
e
+
e
= =
= = =
=
= >

(c) Steady state analysis
( )
i S
(i) ( ) = 1
(ii) Matrix form:
(iii) lim , ( )
n
n
i
P
P i j j
t
t t
t
e

=
=

DT/CT Birth and Death Processes


Balanced Equations
0 1
1 1
Flows into a node = Flows out of a node
At node 0:
(0) (1)
At any other node :
( ) ( ) ( 1) ( 1)
j j j j
P P
j
P j P j P j


+
=
+ = + +

1
0 1 1
0
0 1 2
...
1, , 1, (0)
...
Steady state distribution: ( ) (0) , 0
j
j i
i j
j
a a j P a
P j P a j

=
| |
= > =
|
\ .
= >

0 1 2

0
1

3
3
2012 Fall Final Review Prof. Izhak Rubin
3
Queuing System Definitions
(a) Message arrival processes (exponential, geometric etc.)
(b) Counting process (Poisson)
(c) Inter-arrival time, service time, message blocking
(d) Busy period properties (Walds Lemma)
, 1
D D
C NT T N C = = =
(e) Littles Theorem
| | | | ( ) | | 1
D B
E X E D P E D = =

Discrete Time Queuing System
(a) Inter-arrival times and service times are geometrically distributed
(b) Arrivals and departures can only occur at the beginning of a time slot
(c) Only single message arrivals and departures (one server)


1 1
1 0 0 1 1
1 0 0 1 1
1
1
( ) , 0
( | , ,..., )
( ( ) | , ,..., )
( ( ) )
( ( ) ) ( , )
k k D k k
k k
k D k k k
D k
k D
X X N X M k
P X j X i X i X i
P X N X M j X i X i X i
P i N i M j
P M N i j i p i j
+ + +
+ +
+ + + +
+
+ + + + +
+
+
+
= + >
= = = =
= + = = = =
= + =
= = =


(d) Applying DT B&T MC to Geom/Geom/1 QS
( ) ( )
0
Consider the following:
(1 ) , 0
(1 ) , 0
(1 )
Consequently, we have , 1,
(1 )
(1 )
Stationary distribution exists if 1 1
(1 )
1 , 0
i
i
j
j
j
p q i
q p i
p q
a a a
q p
p q
a p q
q p
P j a a j

= >
= >
| |
= =
|

\ .

< < <

= >


k-1 k+1
X
k
k
X
k
M
k
X
k
+
N
D
(X
k
+
)
X
k+1
M
k+1
X
k+1
+
2012 Fall Final Review Prof. Izhak Rubin
4

(e) Geom/Geom/1 QS
| |
| |
0 0
1
( ) (1 )
1
(1 ) ( 1) [ ]
Little's formula: [ ] [ ], where is the departure rate of the QS

[ ] [ ] [ ]
1 (1 )
[
[ ]
n
n n
n
n
D D
a
E X P n n a a n
a
E Q a a n E X a
E X E D
a p
E X E X E M p
a q a
E
E D


= =

=
+
+
= = =

= =
=
= + = + =

=

] 1
, since for non-blocking QS
(1 )
1 1
[ ] [ ] [ ]
(1 ) (1 )
Note: Do not use Little's formula on waiting time in Geom/Geom/1 QS
D
D
X
p
q a
a
E W E D E S
q a q q a

+
= =

= = =



Stationary distributions:
( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
( ) ( )
( )
1
1
1
1
1 1 1 , 1
1 1 1 , 1
1
1 1 , 1
1
1
1
Important : units of is in .
j
j
k
k
k
P W j a a q a q j
P D j a q a q j
q
P D k a q k
p
q
P W k a
p
k slots

= = >
= = >
| |
> = = > (
|

\ .
| |
> =
|

\ .


( )
( ) ( )
( ) ( )
1
0 0
1
Since ( ) 1 ,
( ) 1 1
,
j
k k
j k
j j
k k
P j a a
P X k P j a a a
P X k a P X k a
+
= =
+
=
s = = =
> = > =



(f) Geom/Geom/1/N QS
Important : steady state exist only when 1. a <
( )
( )
( )
( )
1
0
1
1
( ) (0)
1
, 0,1,..., , 1
1
( )
1
, 0,1,..., , 1
1
1
, 1
1
( )
1
, 1
1
N
j j i
i
j
N
N
N
B
P j P a a a
a a
j N a
a
P j
j N a
N
a a
a
a
P P N
a
N

=
+
+
| |
= =
|
\ .

= =

= =

+

=

= =

2012 Fall Final Review Prof. Izhak Rubin
5
Continuous Time Queuing System
(a) M/M/1 QS
( )
| |
| | | |
( )
| | | |
( )
( ) ( )
( )
( )
( )
( )
( )
( )
0
1
1
1
1
, 0; , 1; 1
( ) 1 , 0
( )
1
1
, since
1
1
1 , 0
( ) ( ) 1 , 0
i i
j
j
D D
t
t
i i
P j j
E X j P j
E D E X
E W E D
W t P W t e u t t
D t P D t e u t t

= > = > = <
= >
= =

= = =

= =

= s = >
= s = >

(b) M/M/m QS (c) M/M/m/N QS
( )
| |
1
0
0
, 0
min , , 1
Erlang
1
( ) (0) , 0
(0)
, 0
!
1 ,
,
!
Little's formula:
[ ] [ ] (no blocking, )
i
i
j
i
i
j
j
j
j m
D D
i
i m i
f
m
P j P a j
P a
f
j m
j
a a
f
j m
m m
E D E X

= >
= >
=
= <
= >
| |
=
|
\ .

s <

>

= =

( )
( )
( )
1
0
0
, 0 1
0,
min , , 1
( ) (0) , 0
(0)
, 0
!
1 ,
,
!
(0)
!
1
i
i
j
N
i
i
j
j
j
j m
N
B N m
D B
i N
i N
i m i
P j P a j
P a
f
j m
j
a a
f
m j N
m m
f
P P N P
m m
P

s s
=

= >
= >
| |
=
|
\ .

s <

s s

= =
=

(d) M/M/m/m
( )
| |
| |
( )
0
!
( ) , 0
!
1
1
j
m
k
k
B
B
f
j
P j k m N
f
k
P P m
E X
E D
P
=
= s s =
=
= =