Formula Sheet
Formula Sheet
1
Stochastic Processes CSMA utilisation:
Autocorrelation:
A = kp(1 − p)k−1
R(t1 , t2 ) = E[x(t1 )x(t2 )]
1−A
Autocovariance: E[w] =
A
C(t1 , t2 ) = Cov(x(t1 ), x(t2 )) 1
U=
1 + 2a + a(1 − A)/A
Sampling and random numbers
Sample mean:
n
Queueing Systems
1X
z̄ = zi
n i=1 Kendall Notation parameters:
Sample variance: 1. Arrival distribution
n
1X
V̂ = (zi − z̄)2 2. Service distribution
n i=1
3. Number of servers
Unbiased sample variance (Bessel’s correction):
1 X
n 4. Total capacity (default: infinite)
s2 = (zi − z̄)2
n − 1 i=1
5. Population size (default: infinite)
Confidence intervals:
6. Service disciplien (default: FIFO)
σ
Confidence = P r(|z̄ − µ| ≤ α × √
n Little’s Law:
α = 1.96 gives confidence of 95%. E[R] = λE[TR ]
Inverse method:
Occupancy:
X = F −1 (Y ) λ
ρ=
µ
2
M/M/1/n Network Architectures
Blocking probability: Packet reception rate:
1−ρ n
PB = ρ S
1 − ρn+1 P RR =
T
Carried traffic:
Cellular frequency re-use:
γ = λ(1 − PB )
√
Little’s Law: D = R 3K
E[R] = γE[TR ]
Number of items in the system:
n
Congestion Control
1−ρ X i
E[R] = iρ
1 − ρn+1 i=0 Token bucket:
R = ρT + β
Erlang (M/M/n/n)
Offered traffic: Random Early Discard (RED)
A = λh
(avg − T hmin
Service rate: Pb = Pmax
1 T hmax − T hmin
µ=
h Pb
Erlang loss function: Pa =
1 − count × Pb
An
En (A) = PB = Pnn! Aj
j=0 j!
TCP
Carried traffic: Max bandwidth:
Ac = A(1 − PB )
r
M SS × C 3
BWmax = √ C=
Lost traffic: RT T × p 2
A − Ac
Normalised throughput:
Jackson Networks (
1 W ≥ 2RD
Probability a packet leaves the network from node S= W
2RD W < 2RD
i:
Xn
1− rij Expected (average) round trip time:
j=1
K 1
Total arrival rate to node i: ERT T (K+1) = ERT T (K)+ RT T (K+1)
n
K +1 K +1
X
λi = γi + λj rji Smoothed round trip time:
j=1
3
Other useful formulas
Geometric series:
n−1
X 1 − rn
ark = a
1−r
k=0
∞
X a
ark =
1−r
k=0