Simulation: send packets according to exponential distribution

Question

I am trying to build a network simulation (aloha like) where n nodes decide at any instant whether they have to send or not according to an exponential distribution (exponentially distributed arrival times).

What I have done so far is: I set a master clock in a for loop which ticks and any node will start sending at this instant (tick) only if a sample I draw from a uniform [0,1] for this instant is greater than 0.99999; i.e. at any time instant a node has 0.00001 probability of sending (very close to zero as the exponential distribution requires).

Can these arrival times be considered exponentially distributed at each node and if yes with what parameter?

Answer 1

What you're doing is called a time-step simulation, and can be terribly inefficient. Each tick in your master clock for loop represents a delta-t increment in time, and in each tick you have a laundry list of "did this happen?" possible updates. The larger the time ticks are, the lower the resolution of your model will be. Small time ticks will give better resolution, but really bog down the execution.

To answer your direct questions, you're actually generating a geometric distribution. That will provide a discrete time approximation to the exponential distribution. The expected value of a geometric (in terms of number of ticks) is 1/p, while the expected value of an exponential with rate lambda is 1/lambda, so effectively p corresponds to the exponential's rate per whatever unit of time a tick corresponds to. For instance, with your stated value p = 0.00001, if a tick is a millisecond then you're approximating an exponential with a rate of 1 occurrence per 100 seconds, or a mean of 100 seconds between occurrences.

You'd probably do much better to adopt a discrete-event modeling viewpoint. If the time between network sends follows the exponential distribution, once a send event occurs you can schedule when the next one will occur. You maintain a priority queue of pending events, and after handling the logic of the current event you poll the priority queue to see what happens next. Pull the event notice off the queue, update the simulation clock to the time of that event, and dispatch control to a method/function corresponding to the state update logic of that event. Since nothing happens between events, you can skip over large swatches of time. That makes the discrete-event paradigm much more efficient than the time step approach unless the model state needs updating in pretty much every time step. If you want more information about how to implement such models, check out this tutorial paper.