2,370 research outputs found
Separation of timescales in a two-layered network
We investigate a computer network consisting of two layers occurring in, for
example, application servers. The first layer incorporates the arrival of jobs
at a network of multi-server nodes, which we model as a many-server Jackson
network. At the second layer, active servers at these nodes act now as
customers who are served by a common CPU. Our main result shows a separation of
time scales in heavy traffic: the main source of randomness occurs at the
(aggregate) CPU layer; the interactions between different types of nodes at the
other layer is shown to converge to a fixed point at a faster time scale; this
also yields a state-space collapse property. Apart from these fundamental
insights, we also obtain an explicit approximation for the joint law of the
number of jobs in the system, which is provably accurate for heavily loaded
systems and performs numerically well for moderately loaded systems. The
obtained results for the model under consideration can be applied to
thread-pool dimensioning in application servers, while the technique seems
applicable to other layered systems too.Comment: 8 pages, 2 figures, 1 table, ITC 24 (2012
Sample path large deviations for multiclass feedforward queueing networks in critical loading
We consider multiclass feedforward queueing networks with first in first out
and priority service disciplines at the nodes, and class dependent
deterministic routing between nodes. The random behavior of the network is
constructed from cumulative arrival and service time processes which are
assumed to satisfy an appropriate sample path large deviation principle. We
establish logarithmic asymptotics of large deviations for waiting time, idle
time, queue length, departure and sojourn-time processes in critical loading.
This transfers similar results from Puhalskii about single class queueing
networks with feedback to multiclass feedforward queueing networks, and
complements diffusion approximation results from Peterson. An example with
renewal inter arrival and service time processes yields the rate function of a
reflected Brownian motion. The model directly captures stationary situations.Comment: Published at http://dx.doi.org/10.1214/105051606000000439 in the
Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute
of Mathematical Statistics (http://www.imstat.org
Heavy traffic analysis of a polling model with retrials and glue periods
We present a heavy traffic analysis of a single-server polling model, with
the special features of retrials and glue periods. The combination of these
features in a polling model typically occurs in certain optical networking
models, and in models where customers have a reservation period just before
their service period. Just before the server arrives at a station there is some
deterministic glue period. Customers (both new arrivals and retrials) arriving
at the station during this glue period will be served during the visit of the
server. Customers arriving in any other period leave immediately and will retry
after an exponentially distributed time. As this model defies a closed-form
expression for the queue length distributions, our main focus is on their
heavy-traffic asymptotics, both at embedded time points (beginnings of glue
periods, visit periods and switch periods) and at arbitrary time points. We
obtain closed-form expressions for the limiting scaled joint queue length
distribution in heavy traffic and use these to accurately approximate the mean
number of customers in the system under different loads.Comment: 23 pages, 2 figure
Decomposing the queue length distribution of processor-sharing models into queue lengths of permanent customer queues
We obtain a decomposition result for the steady state queue length distribution in egalitarian processor-sharing (PS) models. In particular, for an egalitarian PS queue with customer classes, we show that the marginal queue length distribution for class factorizes over the number of other customer types. The factorizing coefficients equal the queue length probabilities of a PS queue for type in isolation, in which the customers of the other types reside \textit{ permanently} in the system. Similarly, the (conditional) mean sojourn time for class can be obtained by conditioning on the number of permanent customers of the other types. The decomposition result implies linear relations between the marginal queue length probabilities, which also hold for other PS models such as the egalitarian processor-sharing models with state-dependent system capacity that only depends on the total number of customers in the system. Based on the exact decomposition result for egalitarian PS queues, we propose a similar decomposition for discriminatory processor-sharing (DPS) models, and numerically show that the approximation is accurate for moderate differences in service weights. \u
Analysis of Multiserver Retrial Queueing System: A Martingale Approach and an Algorithm of Solution
The paper studies a multiserver retrial queueing system with servers.
Arrival process is a point process with strictly stationary and ergodic
increments. A customer arriving to the system occupies one of the free servers.
If upon arrival all servers are busy, then the customer goes to the secondary
queue, orbit, and after some random time retries more and more to occupy a
server. A service time of each customer is exponentially distributed random
variable with parameter . A time between retrials is exponentially
distributed with parameter for each customer. Using a martingale
approach the paper provides an analysis of this system. The paper establishes
the stability condition and studies a behavior of the limiting queue-length
distributions as increases to infinity. As , the paper
also proves the convergence of appropriate queue-length distributions to those
of the associated `usual' multiserver queueing system without retrials. An
algorithm for numerical solution of the equations, associated with the limiting
queue-length distribution of retrial systems, is provided.Comment: To appear in "Annals of Operations Research" 141 (2006) 19-52.
Replacement corrects a small number of misprint
Waiting times in queueing networks with a single shared server
We study a queueing network with a single shared server that serves the
queues in a cyclic order. External customers arrive at the queues according to
independent Poisson processes. After completing service, a customer either
leaves the system or is routed to another queue. This model is very generic and
finds many applications in computer systems, communication networks,
manufacturing systems, and robotics. Special cases of the introduced network
include well-known polling models, tandem queues, systems with a waiting room,
multi-stage models with parallel queues, and many others. A complicating factor
of this model is that the internally rerouted customers do not arrive at the
various queues according to a Poisson process, causing standard techniques to
find waiting-time distributions to fail. In this paper we develop a new method
to obtain exact expressions for the Laplace-Stieltjes transforms of the
steady-state waiting-time distributions. This method can be applied to a wide
variety of models which lacked an analysis of the waiting-time distribution
until now
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