Next: VLSI Design
Up: Michaelmas Term 1999: Part
Previous: Types
Lecturer: Professor I.M. Leslie
(iml@cl.cam.ac.uk)
No. of lectures: 12
Prerequisite course: Probability
Aims
The aims of this course are to introduce the concepts and principles
of analytic modelling, operational analysis and simulation, with
particular emphasis on computer and communications systems.
Lectures
- Introduction to modelling.
What is it, when is it useful? Overview of analytic techniques,
operational analysis, simulation.
- Simple queueing theory.
Stochastic processes, definition and examples. Restriction to
tractable systems. Markov chains.
- Birth-death processes, general flow balance equations.
Relation to queueing systems. The M-M-1 queue in detail: solution
for state occupancy, average queue length, average residence
time. General observations.
- Queue classifications & variants on the M-M-1 queue &
applications.
Extensions to birth-death models: series and parallel stages; the
Er-M-1 and M-Er-1 queues. Multiple queue systems.
- The M/G/1 queue and its application.
The Pollaczek Khintshine formula; performance measures; the non-preemptive
priority queue.
- Operational analysis
Simple operational quantities. Weakness of assumptions. Bottleneck
analysis. Applicability.
- Introduction to discrete event simulation.
Applicability to computer system modelling and other
problems. Limitations of simulation models. The discrete event
simulation algorithm; examples.
- Random number generation methods, random variate generation.
Statistical measures for simulations, confidence intervals and
stopping criteria. Distributed simulation.
Objectives
At the end of the course students should
- be able to build simple Markov models and understand the
assumptions which are used in their application to a real system
- be able to solve simple birth-death processes
- understand that in general, as utilisation of a system
approaches unity, its response time becomes unbounded
- understand the tradeoffs between different types of
modelling techniques
- be able to perform a bottleneck analysis of a system
- be aware of the issues in building a simulation of a computer
system
Recommended books
Kleinrock, L. (1975). Queueing Systems, vol. 1. Theory. Wiley.
Leung, C. (1988). Quantitative Analysis of Computer Systems.
Wiley.
Jain, A.R. (1991). The Art of Computer Systems Performance
Analysis. Wiley.
Lazowska, E.D., Zahorjan, J., Graham, G.S. &
Sevcik, K.C. (1984). Quantitative System Performance. Prentice-Hall.
Next: VLSI Design
Up: Michaelmas Term 1999: Part
Previous: Types
Christine Northeast
Mon Sep 20 10:28:43 BST 1999