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Conference rusure::math

Title:Mathematics at DEC
Moderator:RUSURE::EDP
Created:Mon Feb 03 1986
Last Modified:Fri Jun 06 1997
Last Successful Update:Fri Jun 06 1997
Number of topics:2083
Total number of notes:14613

1543.0. "Probabilility of multiple overlapping operations" by UMLAUT::krishna (Boring personal name) Thu Jan 16 1992 17:44

Can you help me arrive at a formula to represent the following probability?

Over a certain time period consisting of T ticks, N users each start an
operation once. The duration of the operation is D (1 <= D <= T) integral
ticks.

What is the probability that, at time K, i (2 <= i <= N) operations overlap?

Additional assumptions/clarifications -

- the probability that a user starts an operation at time K is the same for
  all K between 1 and T.

- the number of operations that *can* start at time K is 0 <= numops <= N

And, for some additional complexity -

- what is the probability if each of the users starts more than one operation?
- what is the probability if some of the operations are distinct, and each of
  the distinct operations has a different duration?

Thanks very much!
bc
T.RTitleUserPersonal
Name
DateLines
1543.1UMLAUT::krishnaBoring personal nameThu Jan 16 1992 18:3721
To clarify the problem some more, here is a picture showing one configuration -

T = 5
D = 2
N = 3

One combination - 

	1	2	3	4	5
User 1          +----------------+
User 2  +---------------+
User 3                  +----------------+

Thus, at

K = 1, no overlaps occur
K = 2, 2 overlaps occur
K = 3, 2 overlaps occur (User 2's operation ends before K = 3)

bc
1543.2first pass refinementsSGOUTL::BELDIN_RPull us together, not apartThu Jan 16 1992 18:4628

Here are some ideas:

a) I assume you intend that N and D are not randomly chosen, but that you
   treat them as constants in each particular problem.
   
b) "numops" is a significant parameter that you underemphasize when you 
   give it a lower case name.  Let us call it "M".
   
d) The equal probability assumption and the limited number of operations in
   any period may turn out to be mutually inconsistent.
   
      I suggest we replace the former with an assumption like:
      
   The probability that any user starts an operation at time K depends only
   on the number of operations already started (M-X).
   
We still need to specify _HOW_ the probability that a user starts an
operation at time K depends on the number of operations already started.

Your next to final question about multiple starts appears to be answered -
"no implications".  Nowhere do we use the identity of the user who starts the
operation.  Two operations started by one user look exactly like one each
for two users.

If the operations have distinct (but still non-random durations), you have
keep track of the type and duration, but your formulae will be similar (if
more complex).
1543.3Queueing model seems rightCIVAGE::LYNNLynn Yarbrough @WNP DTN 427-5663Thu Jan 16 1992 19:077
After conversing with the poser by mail a few times I am becoming convinced 
that a queueing theory model is appropriate. Assume one queue with 
uniformly distributed arrival times, where each item in the queue stays until 
served or time D elapses. Then the length of the queue is the same as the 
number of active processes (of duration D)./

Unfortunately, I don't know any of the relevant formulas!
1543.4UMLAUT::krishnaBoring personal nameThu Jan 16 1992 19:3446
Re: .2

>a) I assume you intend that N and D are not randomly chosen, but that you
>   treat them as constants in each particular problem.

N and D are constants.

>d) The equal probability assumption and the limited number of operations in
>   any period may turn out to be mutually inconsistent.
>   
>      I suggest we replace the former with an assumption like:
>      
>   The probability that any user starts an operation at time K depends only
>   on the number of operations already started (M-X).

I am sorry for the confusing problem statement. In the initial
statement of the problem, each user executes the operation exactly once
in the time interval T, thus leading to the result that the probability
that the operation starts at time K is 1/T.

The clarifications and assumptions apply to the initial problem
statement. The latter questions I posed as extensions to the problem.
They may invalidate some of the earlier assumptions.

numops is the number of operations that are active at any given time.
It can vary between 0 (if no users start an operation) and N (if all
users start an operation).

I assume that "M" is the number of operations that *one* user can
perform in time T. This applies in the case of the first extension to the problem.

>Your next to final question about multiple starts appears to be answered -
>"no implications".  Nowhere do we use the identity of the user who starts the
>operation.  Two operations started by one user look exactly like one each
>for two users.

Consider the following -

	1	2	3	4	5
User 1	+---------------+---------------+        (M = 2)
User 2  +---------------+			 (M = 1)

In this case, the probability of overlap is higher than if M = 1 for User 1.

bc
1543.5AnswerCLT::TRACE::GILBERTOwnership ObligatesFri Jan 17 1992 14:0222
1543.6Beat me to it.CADSYS::COOPERTopher CooperFri Jan 17 1992 14:5511
RE: .5

    In fact, the answer is, under these circumstances, the binomial
    distribution:

			     k N-k
	prob(k) = comb(N, k)P Q

    Where comb(N,k) = N!/k!(N-k)!

					Topher
1543.7CLT::TRACE::GILBERTOwnership ObligatesFri Jan 17 1992 18:1945
1543.8UMLAUT::krishnaBoring personal nameTue Jan 21 1992 14:1222
Thanks for your help, everybody.

Assuming that the pre-conditions for using it are valid, the binomial
formula provides a good estimate of the probabilities.

As Lynn suggests, Queueing Theory provides a model for the more general
problem (which I have not stated completely). For example, my model is
a simplified instance of a closed queueing network with multiple job
classes, which have been extensively studied by J.R. Jackson, J.P.
Buzen, P.J. Denning and others.

Computationally efficient algorithms for these networks are detailed in -

Computational Algorithms for Closed Queueing Networks

Steven C. Bruell
Gianfranco Balbo

North Holland

bc
1543.9When Published?CHOVAX::YOUNGINSPECT: Ignorance=Security ???Wed Mar 25 1992 11:158
    Re .8:
    
    What year is that book?
    
    I always use the Computer Performance Modelling Handbook, but I worry
    that it might be out of date (1984).
    
    --  Barry