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Continuous time

Consider a model of resource sharing - Mutex1 [Fer92].
In this model, $ N$ distinguishable processes share a resource. Each process alternates between sleeping state and using state. The number of processes concurrently use is bounded by $ P$, where $ 1\leq P \leq N$.
We shall let $ \lambda_i$ be the rate at which proces $ i$ awakes from the sleeping state wishing to access the resource, and $ \mu_i$, the rate at which this same process releases the resource after possession of this one.




Figure 5.1: Resource Sharing Model - Mutex1
\begin{figure}\begin{center}
\input{ressources.pstex_t}
\end{center} \end{figure}


Take for example, a Mutex1 model, with $ N=3$ processes, $ P=1$ resource, and rates values :


We obtain as generator matrix :



$\displaystyle \mathbf{Q}=
\left(\begin{tabular}{cccc}
-18 & 6 & 6 & 6 \\
4 & -4 & 0 & 0 \\
4 & 0 & -4 & 0 \\
4 & 0 & 0 & -4 \\
\end{tabular} \right)
$



Note that we are :

Consider this'n3p1.marca' importation file :



\fbox{\usebox{\fmbox}}




Then, uniformization step, gives the equivalent discrete5.1 time Markov chain :




\fbox{\usebox{\fmbox}}

And it follows the Aliasing data file :




\fbox{\usebox{\fmbox}}





Note that it is ESSENTIAL for simulation, to provide a 'simu' file, where Aliasing data are stored by column !!!










You're now ready for Perfect Simulation.


next up previous contents
Next: Source Code Up: Examples Previous: Discrete time   Contents
Florent Morata 2002-12-11