EDA

Approximate Computation of Joint Stationary Probability for Exponentially Delayed Arrivals (EDA)

Overview

The code in this repository generates the figures appearing on [1].

• plotBound.py Figure 2 and Table 1
• condno_rhoq.py Figure 3
• condno_alpha.py Figure 4
• mtxspy.py Figure 5

Dependencies

1. numpy 1.9.1
2. scipy 0.15.1
3. matplotlib 1.4.2
4. mpmath 0.19

Caveat

The parameter ALPHA is set to 100 in many of the scripts. This value guarantees that the a priori error on the approximate stationary distribution is small for rho and q smaller than 0.98.

The computational time for ALPHA = 100 (and especially the amount of memory required) is quite large, so increasing ALPHA is not recommended.

References

[1] C. Lancia, G. Guadagni, S. Ndreca, and B. Scoppola. Advances on the Late Arrivals Problem. arXiv preprint 1302.1999, 2015.