__News:__

**05/07: 2nd mid-term will be in-class on 5/13 (Wednesday).**

**05/07: 2nd mid-term will be from 5:30pm-8:00pm.**

CSE 531, Spring 2015: Performance Analysis of Systems

When: Tu Th, 11:30am - 12:50pm

Where: Frey Hall 217

Instructor: Anshul Gandhi

Office Hours: Tuesday 3pm - 4pm, Wednesday 3pm - 4pm

Also, by appointment (email instructor to schedule)

1307, CS building

When: Tu Th, 11:30am - 12:50pm

Where: Frey Hall 217

Instructor: Anshul Gandhi

Office Hours: Tuesday 3pm - 4pm, Wednesday 3pm - 4pm

Also, by appointment (email instructor to schedule)

1307, CS building

The course is targeted primarily at PhD and Masters students in the Computer Science Department, however upper-level undergraduates can take the course as well. In addition, students from AMS, Math, and ECE would also benefit from the course contents.

Students are expected to voice their opinions on the papers to make the class more interactive (=fun).

Grading will be based on assignments, exams, and class participation.

Date | Topic | Readings | Notes |
---|---|---|---|

Jan 27 (Tuesday) | No class |
- | Snow day :-) |

Jan 29 (Thursday) | Introduction, Class logistics1. Class logistics 2. Overview of syllabus |
- | - |

Feb 03 (Tuesday) | Probs & Stats 11. Probability basics 2. Random variables 3. Discrete: Bernoulli, Binomial, Geometric 4. Continuous: Uniform |
MHB, Ch. 3.1 - 3.9. Ross, Probability book. |
- |

Feb 05 (Thursday) | Probs & Stats 21. Exponential distribution 2. Joint RVs 3. L.O.E., P.O.E., independent RVs 4. Conditional probability |
MHB, Ch. 3.8 - 3.11. | - |

Feb 10 (Tuesday) | DTMC - 11. Probs & Stats - sum of RV number of RVs 2. DTMC basics and definitions 3. Clear/Snowy example 4. Powers of one-step probability matrix, P |
MHB, Ch. 8.1 - 8.4. | - |

Feb 12 (Thursday) | DTMC - 21. Limiting probability and stationary probability 2. Guessing a solution to the DTMC 3. Solving DTMCs |
MHB, Ch. 8.5 - 8.10. | Assignment 1 out.Due in class, 2/26. |

Feb 17 (Tuesday) | DTMC - 31. C-states management 2. PageRank 3. Irreducible and Aperiodic DTMCs 4. Existence of limiting probability for finite DTMCs 5. Single server with unbounded queue |
MHB, Ch. 8.10, 9.1-9.2, 10.1. | - |

Feb 19 (Thursday) | No class |
- | Assignment 2 out.Due in class, 3/05.Career Fair |

Feb 24 (Tuesday) | DTMC - 41. Positive recurrence 2. T _{ii} for M/M/13. T _{ii} for successive failures |
- | - |

Feb 26 (Thursday) | CTMC - 11. Memoryless property 2. Exponential distribution 3. Ordering property for exp 4. Distribution of min of exp 5. Multi-server queue example |
MHB, Ch. 12.1 - 12.4. | - |

March 03 (Tuesday) | CTMC - 21. Poisson distribution 2. Relationship between Poisson and exp 3. Merging property for Poisson 4. Splitting property for Poisson |
MHB, Ch. 12.5 - 12.7. | - |

March 05 (Thursday) | No class |
- | Snow day |

March 10 (Tuesday) | CTMC - 31. Relationship between geometric and exp 2. CTMC as a DTMC 3. Solving a CTMC 4. M/M/1 example |
MHB, Ch. 13, 14.1. | Assignment 3 out.Due in class, 4/2. |

March 12 (Thursday) | Mid-term 1 |
- | - |

March 24 (Tuesday) | No class |
- | Travel |

March 26 (Thursday) | CTMC - 41. Service time and service rate 2. Utilization 3. First-step analysis and T _{ii}4. Little's Law |
MHB, Ch. 2.2, 2.5, 6.1-6.2. | - |

March 31 (Tuesday) | M/M/11. Proof and applications of Little's Law 2. M/M/1 analysis 3. D/D/1 4. Network of parallel M/M/1 systems 5. Network of M/M/1 systems in series |
MHB, Ch. 6.4, 14.1-14.2. | - |

April 02 (Thursday) | M/M/1 variants and M/M/k1. PASTA 2. H _{2}, E_{2}, Coefficient of variation (C^{2})3. M/H _{2}/14. E _{2}/M/15. M _{t}/M/16. M/M/k |
MHB, Ch. 14.3, 22.1-22.2, 15.3. | Assignment 4 out.Due in class, 4/16. |

April 07 (Tuesday) | M/M/k and variants1. M/M/k 2. M/M/k/k 3. M/M/∞ 4. P _{Q}, P_{Block}5. Physical interpretations |
MHB, Ch. 15.2-15.3, 16.1-16.2. | - |

April 09 (Thursday) | Applications of M/M/k1. Modeling multi-core, hyperthreading, DBs 2. Load-dependent service rates 3. Comparison of M/M/1 and M/M/k 4. Capacity provisioning 5. Modeling power consumption |
MHB, Ch. 15.4, 16.2, 28.1. | - |

April 14 (Tuesday) | M/M/1/Setup, RC, TR1. M/M/1/Setup 2. Comparison between M/M/1 and M/M/1/Setup 3. Sleep states, Delaying sleep 4. Rate Conservation 5. Time Reversibility |
MHB, Ch. 16.2. | - |

April 16 (Thursday) | Burke's Theorem1. Burke's Theorem statements 1 and 2 2. Poisson(λ) departures 3. M/M/1 in series 4. Partial CTMC for M/M/1 series 5. Acyclic networks 6. Extension to M/M/k in series |
MHB, Ch. 16.3-16.6. | Assignment 5 out.Due in class, 4/30. |

April 21 (Tuesday) | More on Burke's Theorem1. Proof sketch of statement 1 of Burke's Theorem 2. Product form for Burke's 3. Applications of Burke's Theorem 4. Description of Jackson Networks |
MHB, Ch. 16.4-16.6, 17.1. | - |

April 23 (Thursday) | Jackson Networks1. Arrival rate in Jackson Networks 2. Rate Conservation revisited 3. Setting up state equations 4. Solving balance equations 5. Interpreting the limiting probabilities |
MHB, Ch. 17.1-17.4. | - |

April 28 (Tuesday) | More on Jackson Networks1. Product form for Jackson Networks 2. Applications of Jackson Networks 3. Description of Jackson Networks |
MHB, Ch. 17.4. | - |

April 30 (Thursday) | M/G/11. Description of M/G/1 2. Tagged-job analysis of M/G/1 3. Example distributions for G 4. Inspection Paradox |
MHB, Ch. 23.1-23.2. | Assignment 5 due. |

May 05 (Tuesday) | Renewal-Reward Theory1. Inspection Paradox explained 2. Renewal-Reward Theorem 3. Example applications of Renewal-Reward |
MHB, Ch. 23.3-23.5. | - |

May 07 (Thursday) | Renewal-Reward and M/G/11. Train station problem 2. Recursive Renewal Reward application 3. E[S _{e}]4. E[T] for M/G/1 |
MHB, Ch. 23.3-23.6. | - |

- Recommended text: "Performance Modeling and Design of Computer Systems: Queueing Theory in Action" by Mor Harchol-Balter (MHB).
- There is copy placed on reserve in the library. The instructor also has a few personal copies that you can borrow.
- Others:
- S.M. Ross, Introduction to Probability Models, Academic Press
- L. Kleinrock: Queueing Systems, Vol. I and II, Wiley
- R.W. Wolff: Stochastic Modeling and the Theory of Queues, Prentice Hall
- R. Jain: The Art of Computer System Performance Analysis, Wiley
- S.M. Ross, Stochastic Processes, Wiley

- Assignments: 45%
- Roughly 1 assignment every 2 weeks. Expect 5-8 questions per assignment.
- Collaboration is allowed (max group size 3). Submit one solution per group.
- Assignments are due in class. No late submissions allowed. Hard-copies only, please.
- Exams: 45%
- Two in-class exams.
- Mid-term 1: 20%.
- Mid-term 2: 25%.
- Roughly as difficult as the assignments.
- Class interaction: 10%
- The basic idea is to get you to talk in the class and contribute to discussions.
- By the end of the semester, if I can recognize you based on your contributions to the class discussion, you should get a good score on this.
- Very helpful for bumping your grade if you are on the border.