Publication Details
Title: Evaluation of Overflow Probabilities in Resource Management
Author: D. C. Verma and D. Ferrari
Group: ICSI Technical Reports
Date: October 1991
PDF: http://www.icsi.berkeley.edu/pubs/techreports/tr-91-051.pdf
Overview:
In a number of network and database management applications, we need to evaluate an overflow probability, which is an upper bound on the probability that the capacity of a server will be exceeded. The problem can be essentially reduced to evaluating the probability that the sum of N independent random variables exceed a given threshold. Evaluation of this probability by brute-force enumeration requires exponential time, so attempts have been made to approximate the overflow probability by using Chernoff bounds. This paper presents a simple scheme that can be used to evaluate the overflow probability with a higher degree of accuracy and lower computational efforts than the Chernoff bound approach.
Bibliographic Information:
ICSI Technical Report TR-91-051
Bibliographic Reference:
D. C. Verma and D. Ferrari. Evaluation of Overflow Probabilities in Resource Management. ICSI Technical Report TR-91-051, October 1991
Author: D. C. Verma and D. Ferrari
Group: ICSI Technical Reports
Date: October 1991
PDF: http://www.icsi.berkeley.edu/pubs/techreports/tr-91-051.pdf
Overview:
In a number of network and database management applications, we need to evaluate an overflow probability, which is an upper bound on the probability that the capacity of a server will be exceeded. The problem can be essentially reduced to evaluating the probability that the sum of N independent random variables exceed a given threshold. Evaluation of this probability by brute-force enumeration requires exponential time, so attempts have been made to approximate the overflow probability by using Chernoff bounds. This paper presents a simple scheme that can be used to evaluate the overflow probability with a higher degree of accuracy and lower computational efforts than the Chernoff bound approach.
Bibliographic Information:
ICSI Technical Report TR-91-051
Bibliographic Reference:
D. C. Verma and D. Ferrari. Evaluation of Overflow Probabilities in Resource Management. ICSI Technical Report TR-91-051, October 1991