Queue Length Asymptotics for Generalized Max-Weight Scheduling in the presence of Heavy-Tailed Traffic

We investigate the asymptotic behavior of the steady-state queue length distribution under generalized max-weight scheduling in the presence of heavy-tailed traffic. We consider a system consisting of two parallel queues, served by a single server. One of the queues receives heavy-tailed traffic, and the other receives light-tailed traffic. We study the class of throughput optimal max-weight-alpha scheduling policies, and derive an exact asymptotic characterization of the steady-state queue length distributions. In particular, we show that the tail of the light queue distribution is heavier than a power-law curve, whose tail coefficient we obtain explicitly. Our asymptotic characterization also contains an intuitively surprising result - the celebrated max-weight scheduling policy leads to the worst possible tail of the light queue distribution, among all non-idling policies. Motivated by the above negative result regarding the max-weight-alpha policy, we analyze a log-max-weight (LMW) scheduling policy. We show that the LMW policy guarantees an exponentially decaying light queue tail, while still being throughput optimal

A first passage time problem for spectrally positive Lévy processes and its application to a dynamic priority queue

We study a first passage time problem for a class of spectrally positive Lévy processes. By considering the special case where the Lévy process is a compound Poisson process with negative drift, we obtain the Laplace–Stieltjes transform of the steady-state waiting time distribution of low-priority customers in a two-class M/GI/1 queue operating under a dynamic non-preemptive priority discipline. This allows us to observe how the waiting time of customers is affected as the policy parameter varies

Many-Sources Large Deviations for Max-Weight Scheduling

In this paper, a many-sources large deviations principle (LDP) for the transient workload of a multi-queue single-server system is established where the service rates are chosen from a compact, convex and coordinate-convex rate region and where the service discipline is the max-weight policy. Under the assumption that the arrival processes satisfy a many-sources LDP, this is accomplished by employing Garcia's extended contraction principle that is applicable to quasi-continuous mappings. For the simplex rate-region, an LDP for the stationary workload is also established under the additional requirements that the scheduling policy be work-conserving and that the arrival processes satisfy certain mixing conditions. The LDP results can be used to calculate asymptotic buffer overflow probabilities accounting for the multiplexing gain, when the arrival process is an average of \emph{i.i.d.} processes. The rate function for the stationary workload is expressed in term of the rate functions of the finite-horizon workloads when the arrival processes have \emph{i.i.d.} increments.Comment: 44 page

Elastic calls in an integrated services network: the greater the call size variability the better the QoS

We study a telecommunications network integrating prioritized stream calls and delay tolerant elastic calls that are served with the remaining (varying) service capacity according to a processor sharing discipline. The remarkable observation is presented and analytically supported that the expected elastic call holding time is decreasing in the variability of the elastic call size distribution. As a consequence, network planning guidelines or admission control schemes that are developed based on deterministic or lightly variable elastic call sizes are likely to be conservative and inefficient, given the commonly acknowledged property of e.g.\ \textsc{www}\ documents to be heavy tailed. Application areas of the model and results include fixed \textsc{ip} or \textsc{atm} networks and mobile cellular \textsc{gsm}/\textsc{gprs} and \textsc{umts} networks. \u

Random trees in queueing systems with deadlines

AbstractWe survey our research on scheduling aperiodic tasks in real-time systems in order to illustrate the benefits of modelling queueing systems by means of random trees. Relying on a discrete-time single-server queueing system, we investigated deadline meeting properties of several scheduling algorithms employed for servicing probabilistically arriving tasks, characterized by arbitrary arrival and execution time distributions and a constant service time deadline T. Taking a non-queueing theory approach (i.e., without stable-stable assumptions) we found that the probability distribution of the random time sT where such a system operates without violating any task's deadline is approximately exponential with parameter λT = 1μT, with the expectation E[sT] = μT growing exponentially in T. The value μT depends on the particular scheduling algorithm, and its derivation is based on the combinatorial and asymptotic analysis of certain random trees. This paper demonstrates that random trees provide an efficient common framework to deal with different scheduling disciplines and gives an overview of the various combinatorial and asymptotic methods used in the appropriate analysis

Regression Models and Experimental Designs: A Tutorial for Simulation Analaysts

This tutorial explains the basics of linear regression models. especially low-order polynomials. and the corresponding statistical designs. namely, designs of resolution III, IV, V, and Central Composite Designs (CCDs).This tutorial assumes 'white noise', which means that the residuals of the fitted linear regression model are normally, independently, and identically distributed with zero mean.The tutorial gathers statistical results that are scattered throughout the literature on mathematical statistics, and presents these results in a form that is understandable to simulation analysts.metamodels;fractional factorial designs;Plackett-Burman designs;factor interactions;validation;cross-validation

EUROPEAN CONFERENCE ON QUEUEING THEORY 2016

International audienceThis booklet contains the proceedings of the second European Conference in Queueing Theory (ECQT) that was held from the 18th to the 20th of July 2016 at the engineering school ENSEEIHT, Toulouse, France. ECQT is a biannual event where scientists and technicians in queueing theory and related areas get together to promote research, encourage interaction and exchange ideas. The spirit of the conference is to be a queueing event organized from within Europe, but open to participants from all over the world. The technical program of the 2016 edition consisted of 112 presentations organized in 29 sessions covering all trends in queueing theory, including the development of the theory, methodology advances, computational aspects and applications. Another exciting feature of ECQT2016 was the institution of the Takács Award for outstanding PhD thesis on "Queueing Theory and its Applications"