Stochastic inequalities for single-server loss queueing systems

The present paper provides some new stochastic inequalities for the characteristics of the $M/GI/1/n$ and $GI/M/1/n$ loss queueing systems. These stochastic inequalities are based on substantially deepen up- and down-crossings analysis, and they are stronger than the known stochastic inequalities obtained earlier. Specifically, for a class of $GI/M/1/n$ queueing system, two-side stochastic inequalities are obtained.Comment: 17 pages, 11pt To appear in Stochastic Analysis and Application

Characterizing Policies with Optimal Response Time Tails under Heavy-Tailed Job Sizes

We consider the tail behavior of the response time distribution in an M/G/1 queue with heavy-tailed job sizes, specifically those with intermediately regularly varying tails. In this setting, the response time tail of many individual policies has been characterized, and it is known that policies such as Shortest Remaining Processing Time (SRPT) and Foreground-Background (FB) have response time tails of the same order as the job size tail, and thus such policies are tail-optimal. Our goal in this work is to move beyond individual policies and characterize the set of policies that are tail-optimal. Toward that end, we use the recently introduced SOAP framework to derive sufficient conditions on the form of prioritization used by a scheduling policy that ensure the policy is tail-optimal. These conditions are general and lead to new results for important policies that have previously resisted analysis, including the Gittins policy, which minimizes mean response time among policies that do not have access to job size information. As a by-product of our analysis, we derive a general upper bound for fractional moments of M/G/1 busy periods, which is of independent interest

Continuity theorems for the M/M/1/nM/M/1/n queueing system

In this paper continuity theorems are established for the number of losses during a busy period of the $M/M/1/n$ queue. We consider an $M/GI/1/n$ queueing system where the service time probability distribution, slightly different in a certain sense from the exponential distribution, is approximated by that exponential distribution. Continuity theorems are obtained in the form of one or two-sided stochastic inequalities. The paper shows how the bounds of these inequalities are changed if further assumptions, associated with specific properties of the service time distribution (precisely described in the paper), are made. Specifically, some parametric families of service time distributions are discussed, and the paper establishes uniform estimates (given for all possible values of the parameter) and local estimates (where the parameter is fixed and takes only the given value). The analysis of the paper is based on the level crossing approach and some characterization properties of the exponential distribution.Comment: Final revision; will be published as i

A Queueing Characterization of Information Transmission over Block Fading Rayleigh Channels in the Low SNR

Unlike the AWGN (additive white gaussian noise) channel, fading channels suffer from random channel gains besides the additive Gaussian noise. As a result, the instantaneous channel capacity varies randomly along time, which makes it insufficient to characterize the transmission capability of a fading channel using data rate only. In this paper, the transmission capability of a buffer-aided block Rayleigh fading channel is examined by a constant rate input data stream, and reflected by several parameters such as the average queue length, stationary queue length distribution, packet delay and overflow probability. Both infinite-buffer model and finite-buffer model are considered. Taking advantage of the memoryless property of the service provided by the channel in each block in the the low SNR (signal-to-noise ratio) regime, the information transmission over the channel is formulated as a \textit{discrete time discrete state} $D/G/1$ queueing problem. The obtained results show that block fading channels are unable to support a data rate close to their ergodic capacity, no matter how long the buffer is, even seen from the application layer. For the finite-buffer model, the overflow probability is derived with explicit expression, and is shown to decrease exponentially when buffer size is increased, even when the buffer size is very small.Comment: 29 pages, 11 figures. More details on the proof of Theorem 1 and proposition 1 can be found in "Queueing analysis for block fading Rayleigh channels in the low SNR regime ", IEEE WCSP 2013.It has been published by IEEE Trans. on Veh. Technol. in Feb. 201