Queues and risk processes with dependencies

We study the generalization of the G/G/1 queue obtained by relaxing the assumption of independence between inter-arrival times and service requirements. The analysis is carried out for the class of multivariate matrix exponential distributions introduced in [12]. In this setting, we obtain the steady state waiting time distribution and we show that the classical relation between the steady state waiting time and the workload distributions re- mains valid when the independence assumption is relaxed. We also prove duality results with the ruin functions in an ordinary and a delayed ruin process. These extend several known dualities between queueing and risk models in the independent case. Finally we show that there exist stochastic order relations between the waiting times under various instances of correlation

A tandem queue with server slow-down and blocking

We consider two variants of a two-station tandem network with blocking. In both variants the first server ceases to work when the queue length at the second station hits a `blocking threshold'. In addition, in variant $2$ the first server decreases its service rate when the second queue exceeds a `slow-down threshold', which is smaller than the blocking level. In both variants the arrival process is Poisson and the service times at both stations are exponentially distributed. Note, however, that in case of slow-downs, server $1$ works at a high rate, a slow rate, or not at all, depending on whether the second queue is below or above the slow-down threshold or at the blocking threshold, respectively. For variant $1$, i.e., only blocking, we concentrate on the geometric decay rate of the number of jobs in the first buffer and prove that for increasing blocking thresholds the sequence of decay rates decreases monotonically and at least geometrically fast to $\max\{\rho_1,\rho_2\}$, where $\rho_i$ is the load at server $i$. The methods used in the proof also allow us to clarify the asymptotic queue length distribution at the second station. Then we generalize the analysis to variant $2$, i.e., slow-down and blocking, and establish analogous results. \u

The Embedding Capacity of Information Flows Under Renewal Traffic

Given two independent point processes and a certain rule for matching points between them, what is the fraction of matched points over infinitely long streams? In many application contexts, e.g., secure networking, a meaningful matching rule is that of a maximum causal delay, and the problem is related to embedding a flow of packets in cover traffic such that no traffic analysis can detect it. We study the best undetectable embedding policy and the corresponding maximum flow rate ---that we call the embedding capacity--- under the assumption that the cover traffic can be modeled as arbitrary renewal processes. We find that computing the embedding capacity requires the inversion of very structured linear systems that, for a broad range of renewal models encountered in practice, admits a fully analytical expression in terms of the renewal function of the processes. Our main theoretical contribution is a simple closed form of such relationship. This result enables us to explore properties of the embedding capacity, obtaining closed-form solutions for selected distribution families and a suite of sufficient conditions on the capacity ordering. We evaluate our solution on real network traces, which shows a noticeable match for tight delay constraints. A gap between the predicted and the actual embedding capacities appears for looser constraints, and further investigation reveals that it is caused by inaccuracy of the renewal traffic model rather than of the solution itself.Comment: Sumbitted to IEEE Trans. on Information Theory on March 10, 201

How wireless queues benefit from motion: an analysis of the continuum between zero and infinite mobility

This paper considers the time evolution of a queue that is embedded in a Poisson point process of moving wireless interferers. The queue is driven by an external arrival process and is subject to a time-varying service process that is a function of the SINR that it sees. Static configurations of interferers result in an infinite queue workload with positive probability. In contrast, a generic stability condition is established for the queue in the case where interferers possess any non-zero mobility that results in displacements that are both independent across interferers and oblivious to interferer positions. The proof leverages the mixing property of the Poisson point process. The effect of an increase in mobility on queueing metrics is also studied. Convex ordering tools are used to establish that faster moving interferers result in a queue workload that is smaller for the increasing-convex stochastic order. As a corollary, mean workload and mean delay decrease as network mobility increases. This stochastic ordering as a function of mobility is explained by establishing positive correlations between SINR level-crossing events at different time points, and by determining the autocorrelation function for interference and observing that it decreases with increasing mobility. System behaviour is empirically analyzed using discrete-event simulation and the performance of various mobility models is evaluated using heavy-traffic approximations.Comment: Preliminary version appeared in WiOPT 2020. New version with revision