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Problem 1
Given that the video sequence can be represented by the following autoregressive model
equation,

λ(n) = aλ(n − 1) + bw(n) |a| < 1

we can compute the mean of λ(n) as follows.

E {λ(n)} = E {aλ(n − 1) + bw(n)}

= E {aλ(n − 1)} + E {bw(n)}
= aE {λ(n − 1)} + bE {w(n)}
Since the process is stationary, this implies that E {λ(n)} = E {λ(n − 1)} = E {λ},
and E {w(n)} = E {w} = η. Hence,

E {λ} = aE {λ} + bE {w(n)}

(1 − a)E {λ} = bη
bη
E {λ} = |a| < 1
(1 − a)

E λ2 − E 2 [λ]
 
C(0) =
= E [λ(n)λ(n)] − E 2 [λ]
= E [(aλ(n − 1) + bw(n)) (aλ(n − 1) + bw(n))] − E 2 [λ]
= a2 E [λ(n − 1)λ(n − 1)] + 2abE [λ(n − 1)w(n)] + b2 E [w(n)w(n)] − E 2 [λ]
= a2 E [λ(n − 1)λ(n − 1)] + 2abE [λ(n − 1)] E [w(n)] + b2 E [w(n)w(n)] − E 2 [λ]

Since the process is stationary, this implies that E {λ(n)λ(n)} = E {λ(n − 1)λ(n − 1)} =
E {λ2 }, and E {w(n)w(n)} = E {w2 } = σw2 − η 2 = 1 − η 2 . Hence,

C(0) = E λ2 − E 2 [λ]
 

= a2 E λ2 + 2abE [λ] E [w] + b2 E w2 − E 2 [λ]

   

= a2 E λ2 − E 2 [λ] + 2abE [λ] E [w] + b2 E w2 − E 2 [λ] + a2 E 2 [λ]

 
 
   2
2 bη 2 2 2 bη
(1 − a )C(0) = 2ab η + b (1 + η ) − (1 − a )
(1 − a) (1 − a)
2 2 2 2 2 2
2ab η + b (1 − a)(1 + η ) − (1 + a)b η
(1 − a2 )C(0) =
(1 − a)
2ab η + b + b η − b2 a − b2 aη 2 − b2 η 2 − b2 aη 2
2 2 2 2 2
b2 (1 − a)
(1 − a2 )C(0) = =
(1 − a) (1 − a)

1
 Page 2 of ??

b2
Hence, C(0) =
(1 − a2 )

C(1) = E [λ(n)λ(n + 1)] − E 2 [λ]

= E [(aλ(n − 1) + bw(n)) (aλ(n) + bw(n + 1))] − E 2 [λ]
= a2 E [λ(n − 1)λ(n)] + abE [λ(n)w(n)] + abE [λ(n − 1)w(n + 1)]
+ b2 E [w(n)w(n + 1)] − E 2 [λ]
= a2 E [λ(n − 1)λ(n)] + a2 bE [λ(n − 1)w(n)] + ab2 E [w(n)w(n)]
+ abE [λ(n − 1)w(n + 1)] + b2 E [w(n)w(n + 1)] − E 2 [λ]

Since the process is stationary, this implies that E {λ(n)λ(n − 1)} = E {λ(n + 1)λ(n)},
E {λ(n)w(n + i)} = E [λ] E [w] for i > 0, and E {w(n)w(n + i)} = E 2 {w} = η 2 . Hence,

C(1) = a2 E [λ(n − 1)λ(n)] − a2 E [λ] + a2 bE [λ(n − 1)w(n)] + ab2 E [w(n)w(n)]

+ abE [λ(n − 1)w(n + 1)] + b2 E [w(n)w(n + 1)] − E 2 [λ] + a2 E [λ]

(1 − a2 )C(1) = a2 bE [λ] E [w] + ab2 E w2 + abE [λ] E [w] + b2 E [w] E [w]

 

−(1 − a2 )E 2 [λ]
bη 2 b2 η 2
= ab(1 + a) + ab2 (1 + η 2 ) + b2 η 2 − (1 + a)
(1 − a) (1 − a)
2 2 2 2 2 2 2 2 2
ab η + a b η − b η − ab η
= + b2 (1 + a)η 2 + ab2
(1 − a)
b2 η 2 (a2 − 1)
= + b2 (1 + a)η 2 + ab2
(1 − a)
= −(1 + a)b2 η 2 + b2 (1 + a)η 2 + ab2
= ab2

b2
Hence, C(1) = a = aC(0)
(1 − a2 )
b 2
For C(2), it was derived as being C(2) = a2 (1−a2 ) . Hence, and by induction, we have

b2
C(n) = an = an C(0) f or n ≥ 0
(1 − a2 )

2
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Problem 2
Using the Bellman-Ford algorithm, the shortest path tree from every node to node 1
can be found from the following table, where (y, L) under each column node x in the
table refers to the next node y that satisfies L = Dxh+1 .

h node 1 node 2 node 3 node 4 node 5 node 6 node 7

0 (1, 0) (−, ∞) (−, ∞) (−, ∞) (−, ∞) (−, ∞) (−, ∞)

1 (1, 0) (1, 4) (1, 5) (−, ∞) (−, ∞) (−, ∞) (−, ∞)

2 (1, 0) (1, 4) (1, 5) (2, 7) (2, 14) (3, 14) (−, ∞)

3 (1, 0) (1, 4) (1, 5) (2, 7) (4, 13) (4, 10) (5, 16)

4 (1, 0) (1, 4) (1, 5) (2, 7) (6, 12) (4, 10) (6, 12)

5 (1, 0) (1, 4) (1, 5) (2, 7) (6, 12) (4, 10) (6, 12)

The above results imply the shortest path tree from every node to node 1 is given
as follows, along with their corresponding shortest lengths.

node 2 −→ node 1 (Shortest length = 4)

node 3 −→ node 1 (Shortest length = 5)
node 4 −→ node 2 −→ node 1 (Shortest length = 7)
node 5 −→ node 6 −→ node 4 −→ node 2 −→ node 1 (Shortest length = 12)
node 6 −→ node 4 −→ node 2 −→ node 1 (Shortest length = 10)
node 7 −→ node 6 −→ node 4 −→ node 2 −→ node 1 (Shortest length = 12)

The previous results were confirmed with those obtained from a Matlab code (see
Appendix A) that was generated to compute the shortest-paths using the Bellman-Ford
algorithm.

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Problem 3
The probability of a path being intact during the virtual circuit lifetime is given as
follows. Y
P = (1 − pi )
i
X
ln P = ln (1 − pi )
i

Therefore, the best path is the one with the highest P or ln P . In other words, we need
to find the path with the maximum ln P , which is equivalent to finding the minimum
− ln P .
If we let each of the link lengths to be − ln (1 − pi ), then we can use the Bellman-Ford
algorithm to find the path with the minimum length. After running the BellmanFord
Algorithm, we obtain the following results.

Shortest Path From B via node B = 0

Shortest Path From 2 via node B = 0.030459
Shortest Path From 3 via node 2 = 0.050662
Shortest Path From 4 via node 3 = 0.060712
Shortest Path From 5 via node 6 = 0.080915
Shortest Path From 6 via node 3 = 0.070865
Shortest Path From A via node 5 = 0.090965

The above results imply the shortest path tree from every node to node B is given
as follows, along with their corresponding minimum path, i.e. − ln P .

node 2 −→ node B (P = 0.97)

node 3 −→ node 2 −→ node B (P = 0.951)
node 4 −→ node 3 −→ node 2 −→ node B (P = 0.941)
node 5 −→ node 6 −→ node 3 −→ node 2 −→ node B (P = 0.922)
node 6 −→ node 3 −→ node 2 −→ node B (P = 0.932)
node A −→ node 5 −→ node 6 −→ node 3 −→ node 2 −→ node B (P = 0.913)

Hence, the path from node A to node B with the maximum probability that all the
links remaining intact is given above, with that probability being 0.913.
Note that if pi , for all i, are very small, then we could instead approximate the
link lengths as (1 − pi ) rather than ln (1 − pi ), and apply the Bellman-Ford algorithm
accordingly.

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Problem 4
Given that the number of video sources N = 5, and each source can be modeled by 20
minisources, then the number of minisources M = 20 × N = 100.
If the average bit rate for each video source is 4.5 M bits/sec, then the overall
average bit rate E [λ] = 4.5 × 5 = 22.5 M bits/sec. Each video source transmits
30 f rames/sec, where 1 f rame = 250, 000 pixels. Hence, each video source transmits
7.5 × 106 pixels/sec. Therefore, we can state that E [λ] = 22.5
7.5
= 3 bits/pixel. Further-
more, we have that σi = 2 M bits/sec = (4/15) bits/pixel for each video source, which
implies that the overall variance is N σi2 = (16/45).
Therefore, we have the following

E [λ] = M pA
3 = 100pA
0.03 = pA

N σi2 = M A2 p(1 − p)
16
= M A(Ap) − M (Ap)2
45
4
= A(Ap) − (Ap)2
1125
401 81
Solving the above equations yields A = 2700 = 0.149 bits/pixel, and p = 401 = 0.202,
where A is the bit-rate for each minisource model and p is the probability that the
minisource is in the “On” state.

Given that the autocovariance time constant is 2.5 secs−1 , i.e. α + β = 2.5, we can
solve for the following.

α
p =
α+β
81 α
=
401 2.5
405
Hence α = = 0.505 sec−1
802
and β = 2.5 − α = 1.995 sec−1

The asymptotic survivor function G(x) can be computed as follows,

G(x) ≈ AM ρM e−kx
M pA βr
where AM = 2.0294 × 109 ; ρ = ; k =
C KA
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(1 − ρ)(1 + αβ )
r =
1 − MCA
 

Given that C = 80000 cells/sec × (45 × 8) bits/cell = 28.8 M bits/sec, which is

the transmission capacity, we can compute the above quantities as follows. (Note that
C = 28.8 M bits/sec = 3.84bits/pixel)
M pA 100 × 0.202 × 0.149
ρ = = = 0.78125
C 3.84
0.505
(1 − 0.78125)(1 + 1.995 )
r =  3.84
 = 0.369
1 − 100×0.149

K = 30 × 250, 000 = 7.5 × 106 pixels/sec

βr 1.995 × 0.369
k = = = 0.66 × 10−6
KA 0.149 × (7.5 × 106 )
Hence, the asymptotic survivor function for this system can be expressed as follows.
−6
2.0294 × 109 (0.78)100 e−(0.66×10 )x


G(x) ≈