Transit agencies seeking to improve transit service delivery are increasingly considering the deployment of transit signal priority (TSP). However, the impact of TSP on transit service and on the general traffic stream is a function of many factors, including intersection geometry, signal timings, traffic demands, TSP strategies and parameters, transit vehicle headways, timing when transit vehicles arrive at the intersection, etc. Previous studies have shown that depending on these factors, the net impact of TSP in terms of vehicle or person delay can be positive or negative. Furthermore, due to financial constraints, transit agencies are often able to deploy TSP at only a portion of all of the candidate intersections. Consequently, there is a need to estimate the impact of TSP prior to implementation in order to assist in determining at which intersections TSP should be deployed. Currently, the impacts of TSP are often estimated using microscopic simulation models. However, the application of these models is resource intensive and requires specialized expertise that is often not available in-house to transit agencies. In this thesis, an analytical model was proposed for estimating the delay impacts of green extension and early green (red truncation) TSP strategies. The proposed model is validated with analytical model reported in the literature and microscopic simulation model. This is followed by model sensitivity analysis. A software module is developed using the proposed model. The usefulness of the model is illustrated through its application to estimate the TSP performance. Finally, a prioritization is conducted on sixteen intersections with different geometric and operational traffic strategies. The overall results indicate that the proposed model is suitable for both estimating the pre-deployment and post-deployment TSP performance. The proposed model is suitable for implementation within a spreadsheet and requires considerably less effort, and less technical expertise, to apply than a typical micro-simulation model and therefore is a more suitable tool for transit agencies to use for prioritising TSP deployment.

The seminal paper by Gerber and Shiu (1998) gave a huge boost to the study of risk theory by not only unifying but also generalizing the treatment and the analysis of various risk-related quantities in one single mathematical function - the Gerber-Shiu expected discounted penalty function, or Gerber-Shiu function in short. The Gerber-Shiu function is known to possess many nice properties, at least in the case of the classical compound Poisson risk model. For example, upon the introduction of a dividend barrier strategy, it was shown by Lin et al. (2003) and Gerber et al. (2006) that the Gerber-Shiu function with a barrier can be expressed in terms of the Gerber-Shiu function without a barrier and the expected value of discounted dividend payments. This result is the so-called dividends-penalty identity, and it holds true when the surplus process belongs to a class of Markov processes which are skip-free upwards. However, one stringent assumption of the model considered by the above authors is that all the interclaim times and the claim sizes are independent, which is in general not true in reality. In this thesis, we propose to analyze the Gerber-Shiu functions under various dependent structures. The main focus of the thesis is the risk model where claims follow a Markovian arrival process (MAP) (see, e.g., Latouche and Ramaswami (1999) and Neuts (1979, 1989)) in which the interclaim times and the claim sizes form a chain of dependent variables. The first part of the thesis puts emphasis on certain dividend strategies. In Chapter 2, it is shown that a matrix form of the dividends-penalty identity holds true in a MAP risk model perturbed by diffusion with the use of integro-differential equations and their solutions. Chapter 3 considers the dual MAP risk model which is a reflection of the ordinary MAP model. A threshold dividend strategy is applied to the model and various risk-related quantities are studied. Our methodology is based on an existing connection between the MAP risk model and a fluid queue (see, e.g., Asmussen et al. (2002), Badescu et al. (2005), Ramaswami (2006) and references therein). The use of fluid flow techniques to analyze risk processes opens the door for further research as to what types of risk model with dependency structure can be studied via probabilistic arguments. In Chapter 4, we propose to analyze the Gerber-Shiu function and some discounted joint densities in a risk model where each pair of the interclaim time and the resulting claim size is assumed to follow a bivariate phase-type distribution, with the pairs assumed to be independent and identically distributed (i.i.d.). To this end, a novel fluid flow process is constructed to ease the analysis. In the classical Gerber-Shiu function introduced by Gerber and Shiu (1998), the random variables incorporated into the analysis include the time of ruin, the surplus prior to ruin and the deficit at ruin. The later part of this thesis focuses on generalizing the classical Gerber-Shiu function by incorporating more random variables into the so-called penalty function. These include the surplus level immediately after the second last claim before ruin, the minimum surplus level before ruin and the maximum surplus level before ruin. In Chapter 5, the focus will be on the study of the generalized Gerber-Shiu function involving the first two new random variables in the context of a semi-Markovian risk model (see, e.g., Albrecher and Boxma (2005) and Janssen and Reinhard (1985)). It is shown that the generalized Gerber-Shiu function satisfies a matrix defective renewal equation, and some discounted joint densities involving the new variables are derived. Chapter 6 revisits the MAP risk model in which the generalized Gerber-Shiu function involving the maximum surplus before ruin is examined. In this case, the Gerber-Shiu function no longer satisfies a defective renewal equation. Instead, the generalized Gerber-Shiu function can be expressed in terms of the classical Gerber-Shiu function and the Laplace transform of a first passage time that are both readily obtainable. In a MAP risk model, the interclaim time distribution must be phase-type distributed. This leads us to propose a generalization of the MAP risk model by allowing for the interclaim time to have an arbitrary distribution. This is the subject matter of Chapter 7. Chapter 8 is concerned with the generalized Sparre Andersen risk model with surplus-dependent premium rate, and some ordering properties of certain ruin-related quantities are studied. Chapter 9 ends the thesis by some concluding remarks and directions for future research.

In our daily life, we often experience waiting in a queue to receive some kind of service. Some customers do not join the queue at the end like other normal customers, and try to cut in the queue hoping to have a shorter waiting time and a higher level of satisfaction. This behaviour is called customer interjection. Some of these customers only try to cut in queue, while some others try to find excuses for interjection. For instance, the first-come-first-served (FCFS) service discipline is usually assumed in public places like restaurants, banks, airports, and supermarkets. However, customer interjections can still be seen in these places. In telecommunications networks, to test the efficiency of transmission, artificial packages are inserted into the normal traffic in a random manner. These interjections can affect the waiting time of other customers in queue. Such interjections may reduce the waiting time of interjecting customers, but increase the waiting time and dissatisfaction of others. In this work, an M/M/1 queueing system with customer interjection is investigated. The arrival of customers to the system is assumed to be a Poisson process with arrival rate . The service times for customers are independent and identically distributed random variables with an exponential distribution with rate . Customers are dispersed into normal customers and interjecting customers. A normal customer joins the queue at the end, and an interjecting customer tries to cut in the queue and occupy a position as close to the head of the queue as possible. Two parameters are introduced to describe the interjection behaviour: the percentage of customers interjecting and the tolerance level of interjection by individual customers who are already waiting in the queue. Using matrix-analytic methods and stochastic comparison methods, the waiting times of normal customers and interjecting customers are being studied. The impacts of the two parameters on the waiting times are analyzed in detail, and the implications of the results are discussed with numerical examples. It is found that the waiting times are sensitive to the tolerance level of interjection by individual customers. It is also found that eliminating customer interjection would be always beneficial to normal customers and arbitrary customers though it would not always be so for interjecting customers.

This thesis explores the queueing performance of a wireless communication system that transmits packets over a correlated erasure channel using the IEEE 802.11 protocol suit. The channel states and the queue length together form a Markov chain. Exploiting this mathematical structure, the probability of the queue exceeding a certain threshold can be obtained. Most previous contributions in this area treat code-rate selection, channel erasure probability and network congestion separately. In this thesis, a simple integrated approach, which jointly considers these factors, is introduced. This approach becomes especially valuable for capturing the performance of delay-sensitive communication systems over time-varying channels. This thesis starts with a review of related work about correlated bit-erasure wireless channel models. A numerical study is then conducted to demonstrate the importance of optimizing overall system performance, and how this process impacts error-control coding at the physical layer. Following this exercise, a packet-erasure channel model with a Poisson arrival process is analyzed. The Baum-Welch algorithm is subsequently presented as a means to estimate the parameters of wireless communication systems. Furthermore, a matrix geometric method for obtaining the stationary distribution of the ensuing Markov chain is discussed. This offers a new perspective on wireless communication in the context of delay-sensitive applications. To complement the analysis platform put forth in this work, illustrative numerical results are contained in the last section of the thesis. From these results, design guidelines for improving the performance of delay-sensitive wireless communication systems are established. Although these results are obtained under simplifying assumptions, the overall methodology applies to more general situations, especially for wide-band delay-sensitive wireless communication applications.

In this dissertation, we study cross-layer design for cooperative wireless data communication networks. Based on the characteristics of cooperative wireless communications, and the requirement of Quality of Service (QoS) provisioning for data networks, we consider cross-layer system design for cooperative wireless networking. Three major design issues which cover cooperative link establishment, information security of cooperative communications, and cross-layer cooperative transmission scheduling, are investigated. Specifically, we follow the communication procedure in cooperative wireless systems and investigate several cross-layer design problems. Considering the queueing behavior of data buffers at the candidate relays, we study relay selection from a queue-aware perspective which takes into account the queueing systems at both the source and the potential relays. With the cooperative link established, we then study the secret key establishment problem by cross-layer cooperative discussion. Then cross-layer transmission scheduling is investigated from two perspectives. We first look at cross-layer adaptive modulation and coding (AMC), which takes both the channel condition and traffic intensity into consideration in the scheduling design. A more general queue-aware scheduler state selection mechanism based on buffer queue occupancy is studied, and optimization by nonlinear integer programming is presented. / Graduate / 0544

Network analysis in GIS is often related to finding solutions to transportation problems. In a GIS the real world is represented by either one of two spatial models, vector-based, or raster-based. Prefering raster or vector GIS is more a question of choice than of accuracy. A raster-based GIS model shows a better fit, when the problem is concerned with finding a path across terrain which does not have predefined paths. The approach of this study is to translate the scenario into a &lsquo / least-cost path&rsquo / graph with an associated cost function on the raster-based GIS layer. Sometimes, computation of shortest paths between different locations on a raster-based GIS has to be done in real-time. Therefore, knowing which shortest path algorithm runs fastest on real networks is needed. In order to meet this requirement, Dijsktra&rsquo / s algorithm with priority queue implementation is selected, because it reduces the time complexity of Dijsktra&rsquo / s algorithm from O(V2 log V) to O(E log V ). The run-time results of Dijsktra&rsquo / s algorithm, Dijsktra&rsquo / s algorithm with priority queue implementation and ArcMap Spatial Analyst Tool are compared for a number of raster GIS layers which have different number of nodes. Dijsktra&rsquo / s algorithm with priority queue implementation and Spatial Analyst tool of ArcMap show a linear relationship between node numbers and time, whereas Dijsktra&rsquo / s algorithm represents a quadratic relationship. Hence, when the number of nodes and edges in graph is increased, the run-time performance of the Dijsktra&rsquo / s algorithm decreases rapidly.

這一篇論文裡，我們討論如何計算開放式有限容量等候系統的穩定機率。其中到達時間和服務時間的機率分配都是Coxian分配。我們利用向量表示法（Product-Form Method）求解穩定機率，並建立C_{k}/C_{m}/1/4與C_{k}/C_{m}/1/6的穩定機率之表格。在使用向量表示法的過程中，計算所需的時間與系統容量無關。因此，在我們計算穩定機率的經驗中，當N>100時，我們可以明顯感覺出向量表示法比一般傳統方法有更快的計算速度。 / In this thesis, we study the C_{k}/C_{m}/1/N open queueing system with finite capacity, N. We use the product-form method to solve the steady-state probabilities and give tables of numerical results in examples of C_{k}/C_{m}/1/4 and C_{k}/C_{m}/1/6. The merit of this method is that the computation time is independent of N. In our computational experiments, we have observed that when the capacity size of queueing system, N>100, the computing efficiency of the product-form method is much better than that of a traditional method.

L’étude du comportement trajectoriel des champs/processus stochastiques est un sujet de recherche classique en théorie des probabilités et dans des domaines connexes comme la géométrie fractale. Dans cet objectif, plusieurs méthodes ont été développées depuis longtemps afin d’étudier le comportement des trajectoires de champs/processus gaussiens. Ces méthodes reposent souvent sur une structure hilbertienne « sympathique », et peuvent aussi nécessiter la finitude de moments d’ordre élevé. Ainsi, elles sont difficilement transposables dans des cadres de lois à queue lourde. Ces dernières sont importantes en probabilités et en statistique parce qu’elles constituent une contrepartie naturelle des lois gaussiennes. Dans le cas de certains champs/processus stables linéaires de type moyenne mobile non anticipative, tels que le drap fractionnaire stable linéaire et le mouvement multifractionnaire stable linéaire, des méthodes d’ondelettes, assez nouvelles, se sont déjà avérées fructueuses dans l’étude du comportement trajectoriel. Peut-on adapter cette méthodologie à certains champs/processus stables harmonisables ? Donner une réponse à cette question est un problème assez délicat car, de façon générale, de grandes différences séparent le cadre stable harmonisable de celui de type moyenne mobile. Le principal objectif de la thèse est d’étudier cette question dans le cadre d’un champ stable harmonisable symétrique à accroissement stationnaire de forme générale. / Studying sample path behaviour of stochastic fields/processes is a classical research topic in probability theory and related areas such as fractal geometry. To this end, many methods have been developed for a long time in order to study sample path behaviour of Gaussian fields/processes. They often rely on some underlying "nice" Hilbertian structure, and can also require finiteness of moments of high order. Therefore, they can hardly be transposed to frames of heavy-tailed stable probability distributions. Such distributions are very important in probability and statistics because they are a natural counterpart to the Gaussian ones. In the case of some linear non-anticipative moving average stable fields/processes, such as the linear fractional stable sheet and the linear multifractional stable motion, rather new wavelet methods have already proved to be successful in studying sample path behaviour. Can this methodology be adapted to some harmonizable stable fields/processes? Providing an answer to this question is a non trivial problem, since, generally speaking, there are large differences between an harmonizable stable setting and a moving average one. The main goal of the thesis is to study this issue in the case of a stationary increments symmetric stable harmonizable field of a general form.

Kernel-level malware is one of the most dangerous threats to the security of users on the Internet, so there is an urgent need for its detection. The most popular detection approach is misuse-based detection. However, it cannot catch up with today's advanced malware that increasingly apply polymorphism and obfuscation. In this thesis, we present our integrity-based detection for kernel-level malware, which does not rely on the specific features of malware. We have developed an integrity analysis system that can derive and monitor integrity properties for commodity operating systems kernels. In our system, we focus on two classes of integrity properties: data invariants and integrity of Kernel Queue (KQ) requests. We adopt static analysis for data invariant detection and overcome several technical challenges: field-sensitivity, array-sensitivity, and pointer analysis. We identify data invariants that are critical to system runtime integrity from Linux kernel 2.4.32 and Windows Research Kernel (WRK) with very low false positive rate and very low false negative rate. We then develop an Invariant Monitor to guard these data invariants against real-world malware. In our experiment, we are able to use Invariant Monitor to detect ten real-world Linux rootkits and nine real-world Windows malware and one synthetic Windows malware. We leverage static and dynamic analysis of kernel and device drivers to learn the legitimate KQ requests. Based on the learned KQ requests, we build KQguard to protect KQs. At runtime, KQguard rejects all the unknown KQ requests that cannot be validated. We apply KQguard on WRK and Linux kernel, and extensive experimental evaluation shows that KQguard is efficient (up to 5.6% overhead) and effective (capable of achieving zero false positives against representative benign workloads after appropriate training and very low false negatives against 125 real-world malware and nine synthetic attacks). In our system, Invariant Monitor and KQguard cooperate together to protect data invariants and KQs in the target kernel. By monitoring these integrity properties, we can detect malware by its violation of these integrity properties during execution.

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