Simple and explicit bounds for multi-server queues with 1/(1−ρ)1/(1 - \rho) (and sometimes better) scaling

We consider the FCFS $GI/GI/n$ queue, and prove the first simple and explicit bounds that scale as $\frac{1}{1-\rho}$ (and sometimes better). Here $\rho$ denotes the corresponding traffic intensity. Conceptually, our results can be viewed as a multi-server analogue of Kingman's bound. Our main results are bounds for the tail of the steady-state queue length and the steady-state probability of delay. The strength of our bounds (e.g. in the form of tail decay rate) is a function of how many moments of the inter-arrival and service distributions are assumed finite. More formally, suppose that the inter-arrival and service times (distributed as random variables $A$ and $S$ respectively) have finite $r$th moment for some $r > 2.$ Let $\mu_A$ (respectively $\mu_S$) denote $\frac{1}{\mathbb{E}[A]}$ (respectively $\frac{1}{\mathbb{E}[S]}$). Then our bounds (also for higher moments) are simple and explicit functions of $\mathbb{E}\big[(A \mu_A)^r\big], \mathbb{E}\big[(S \mu_S)^r\big], r$, and $\frac{1}{1-\rho}$ only. Our bounds scale gracefully even when the number of servers grows large and the traffic intensity converges to unity simultaneously, as in the Halfin-Whitt scaling regime. Some of our bounds scale better than $\frac{1}{1-\rho}$ in certain asymptotic regimes. More precisely, they scale as $\frac{1}{1-\rho}$ multiplied by an inverse polynomial in $n(1 - \rho)^2.$ These results formalize the intuition that bounds should be tighter in light traffic as well as certain heavy-traffic regimes (e.g. with $\rho$ fixed and $n$ large). In these same asymptotic regimes we also prove bounds for the tail of the steady-state number in service. Our main proofs proceed by explicitly analyzing the bounding process which arises in the stochastic comparison bounds of amarnik and Goldberg for multi-server queues. Along the way we derive several novel results for suprema of random walks and pooled renewal processes which may be of independent interest. We also prove several additional bounds using drift arguments (which have much smaller pre-factors), and make several conjectures which would imply further related bounds and generalizations

Scheduling for today’s computer systems: bridging theory and practice

Scheduling is a fundamental technique for improving performance in computer systems. From web servers to routers to operating systems, how the bottleneck device is scheduled has an enormous impact on the performance of the system as a whole. Given the immense literature studying scheduling, it is easy to think that we already understand enough about scheduling. But, modern computer system designs have highlighted a number of disconnects between traditional analytic results and the needs of system designers. In particular, the idealized policies, metrics, and models used by analytic researchers do not match the policies, metrics, and scenarios that appear in real systems. The goal of this thesis is to take a step towards modernizing the theory of scheduling in order to provide results that apply to today’s computer systems, and thus ease the burden on system designers. To accomplish this goal, we provide new results that help to bridge each of the disconnects mentioned above. We will move beyond the study of idealized policies by introducing a new analytic framework where the focus is on scheduling heuristics and techniques rather than individual policies. By moving beyond the study of individual policies, our results apply to the complex hybrid policies that are often used in practice. For example, our results enable designers to understand how the policies that favor small job sizes are affected by the fact that real systems only have estimates of job sizes. In addition, we move beyond the study of mean response time and provide results characterizing the distribution of response time and the fairness of scheduling policies. These results allow us to understand how scheduling affects QoS guarantees and whether favoring small job sizes results in large job sizes being treated unfairly. Finally, we move beyond the simplified models traditionally used in scheduling research and provide results characterizing the effectiveness of scheduling in multiserver systems and when users are interactive. These results allow us to answer questions about the how to design multiserver systems and how to choose a workload generator when evaluating new scheduling designs

Analysis of Aircraft Sortie Generation with Concurrent Maintenance and General Service Times

The primary objective of this study was to develop an analytical methodology for evaluating an aircraft sortie generation process. The process is modeled as a closed network of general service queues with a fork join node to model concurrent servicing. The model uses the Mean Value Analysis (MVA) algorithm and general queueing network analysis by decomposition to approximate network performance measures including resource utilization and the overall sortie generation rate. The results of the study show that the analytical approximation\u27s accuracy decreases as server utilization increases. However, when server utilization is kept in realistic ranges, the approximation is very accurate. When applied to a closed system of single server queues and delay stations, the approximation performs significantly better than a pure MVA-based approach. For closed or capacitated open systems with multiserver queues, the approximation can still be applied to provide upper and lower bounds on system performance

Approximations for the Moments of Nonstationary and State Dependent Birth-Death Queues

In this paper we propose a new method for approximating the nonstationary moment dynamics of one dimensional Markovian birth-death processes. By expanding the transition probabilities of the Markov process in terms of Poisson-Charlier polynomials, we are able to estimate any moment of the Markov process even though the system of moment equations may not be closed. Using new weighted discrete Sobolev spaces, we derive explicit error bounds of the transition probabilities and new weak a priori estimates for approximating the moments of the Markov processs using a truncated form of the expansion. Using our error bounds and estimates, we are able to show that our approximations converge to the true stochastic process as we add more terms to the expansion and give explicit bounds on the truncation error. As a result, we are the first paper in the queueing literature to provide error bounds and estimates on the performance of a moment closure approximation. Lastly, we perform several numerical experiments for some important models in the queueing theory literature and show that our expansion techniques are accurate at estimating the moment dynamics of these Markov process with only a few terms of the expansion

Analysis of generic discrete-time buffer models with irregular packet arrival patterns

De kwaliteit van de multimediadiensten die worden aangeboden over de huidige breedband-communicatienetwerken, wordt in hoge mate bepaald door de performantie van de buffers die zich in de diverse netwerkele-menten (zoals schakelknooppunten, routers, modems, toegangsmultiplexers, netwerkinter- faces, ...) bevinden. In dit proefschrift bestuderen we de performantie van een dergelijke buffer met behulp van een geschikt stochastisch discrete-tijd wachtlijnmodel, waarbij we het geval van meerdere uitgangskanalen en (niet noodzakelijk identieke) pakketbronnen beschouwen, en de pakkettransmissietijden in eerste instantie één slot bedragen. De grillige, of gecorreleerde, aard van een pakketstroom die door een bron wordt gegenereerd, wordt gekarakteriseerd aan de hand van een algemeen D-BMAP (discrete-batch Markovian arrival process), wat een generiek kader creëert voor het beschrijven van een superpositie van dergelijke informatiestromen. In een later stadium breiden we onze studie uit tot het geval van transmissietijden met een algemene verdeling, waarbij we ons beperken tot een buffer met één enkel uitgangskanaal. De analyse van deze wachtlijnmodellen gebeurt hoofdzakelijk aan de hand van een particuliere wiskundig-analytische aanpak waarbij uitvoerig gebruik gemaakt wordt van probabiliteitsgenererende functies, die er toe leidt dat de diverse performantiematen (min of meer expliciet) kunnen worden uitgedrukt als functie van de systeemparameters. Dit resul-teert op zijn beurt in efficiënte en accurate berekeningsalgoritmen voor deze grootheden, die op relatief eenvoudige wijze geïmplementeerd kunnen worden

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"