23 research outputs found

    Extreme-Value Theory for Large Fork-Join Queues

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    Π₯арактСристики ΠΏΡ€ΠΎΠΈΠ·Π²ΠΎΠ΄ΠΈΡ‚Π΅Π»ΡŒΠ½ΠΎΡΡ‚ΠΈ систСмы массового обслуТивания с расщСплСниСм запросов

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    Objectives. The problem of investigating a fork-join queuing system is considered. It is required to build the process of the system functioning, to find the condition for the existence of a stationary distribution, and propose algorithms for calculating the stationary distribution and the main stationary performance characteristics. The special interest of the study is to obtain the lower and upper bounds of the mean sojourn time of a customer in the system.Methods. Methods of probability theory, queuing theory and matrix theory are used.Results. The functioning of the system is described in terms of a multidimensional Markov chain. A constructive condition for the existence of a stationary distribution is found, and algorithms for calculating the stationary distribution and stationary performance characteristics of the system are proposed. Analytical expressions are obtained for the lower and upper bounds of the mean sojourn time of customers in the system.Conclusion. The functioning of the fork-join queuing system with a stationary Poisson flow has been studied. Each of the arriving customers forks into two tasks that go to two subsystems, each of which consists of a server and a buffer. We assume that the buffer to one of the servers is unlimited, and to the second server has a finite volume. Service times have, generally speaking, different phase distributions (PH-Phase type distributions). For this system, a condition for the existence of a stationary distribution is obtained, algorithms for calculating the stationary distribution and a number of stationary performance measures of the system are proposed. Analytical expressions for the lower and upper bounds of the mean sojourn time of a customer in the system from the moment it enters the system to the moment of synchronization, which is a critical performance indicator of the fork-join queues, are obtained. The results of the study can be used for modeling various computer and communication systems, in particular, systems that perform parallel computing, customer processing in distributed databases, and parallel disk access.Π¦Π΅Π»ΠΈ. РассматриваСтся Π·Π°Π΄Π°Ρ‡Π° построСния ΠΈ исслСдования матСматичСской ΠΌΠΎΠ΄Π΅Π»ΠΈ стохастичСской систСмы с расщСплСниСм ΠΈ сборкой запросов. ВрСбуСтся ΠΏΠΎΡΡ‚Ρ€ΠΎΠΈΡ‚ΡŒ процСсс функционирования систСмы, Π½Π°ΠΉΡ‚ΠΈ условиС сущСствования стационарного распрСдСлСния, ΠΏΡ€Π΅Π΄Π»ΠΎΠΆΠΈΡ‚ΡŒ Π°Π»Π³ΠΎΡ€ΠΈΡ‚ΠΌΡ‹ Π΅Π³ΠΎ вычислСния ΠΈ основных стационарных характСристик ΠΏΡ€ΠΎΠΈΠ·Π²ΠΎΠ΄ΠΈΡ‚Π΅Π»ΡŒΠ½ΠΎΡΡ‚ΠΈ систСмы. ΠžΡΠΎΠ±Ρ‹ΠΉ интСрСс Π²Ρ‹Π·Ρ‹Π²Π°Π΅Ρ‚ Π·Π°Π΄Π°Ρ‡Π° получСния Π½ΠΈΠΆΠ½Π΅ΠΉ ΠΈ Π²Π΅Ρ€Ρ…Π½Π΅ΠΉ Π³Ρ€Π°Π½ΠΈΡ† матСматичСского оТидания Π²Ρ€Π΅ΠΌΠ΅Π½ΠΈ прСбывания запроса Π² систСмС.ΠœΠ΅Ρ‚ΠΎΠ΄Ρ‹. Π˜ΡΠΏΠΎΠ»ΡŒΠ·ΡƒΡŽΡ‚ΡΡ ΠΌΠ΅Ρ‚ΠΎΠ΄Ρ‹ Ρ‚Π΅ΠΎΡ€ΠΈΠΈ вСроятностСй, Ρ‚Π΅ΠΎΡ€ΠΈΠΈ массового обслуТивания ΠΈ Ρ‚Π΅ΠΎΡ€ΠΈΠΈ ΠΌΠ°Ρ‚Ρ€ΠΈΡ†.Π Π΅Π·ΡƒΠ»ΡŒΡ‚Π°Ρ‚Ρ‹. Π€ΡƒΠ½ΠΊΡ†ΠΈΠΎΠ½ΠΈΡ€ΠΎΠ²Π°Π½ΠΈΠ΅ систСмы описано Π² Ρ‚Π΅Ρ€ΠΌΠΈΠ½Π°Ρ… ΠΌΠ½ΠΎΠ³ΠΎΠΌΠ΅Ρ€Π½ΠΎΠΉ Ρ†Π΅ΠΏΠΈ ΠœΠ°Ρ€ΠΊΠΎΠ²Π°. НайдСно конструктивноС условиС сущСствования стационарного распрСдСлСния, ΠΏΡ€Π΅Π΄Π»ΠΎΠΆΠ΅Π½Ρ‹ Π°Π»Π³ΠΎΡ€ΠΈΡ‚ΠΌΡ‹ Π΅Π³ΠΎ вычислСния ΠΈ стационарных характСристик ΠΏΡ€ΠΎΠΈΠ·Π²ΠΎΠ΄ΠΈΡ‚Π΅Π»ΡŒΠ½ΠΎΡΡ‚ΠΈ систСмы. ΠŸΠΎΠ»ΡƒΡ‡Π΅Π½Ρ‹ аналитичСскиС выраТСния для Π½ΠΈΠΆΠ½Π΅ΠΉ ΠΈ Π²Π΅Ρ€Ρ…Π½Π΅ΠΉ Π³Ρ€Π°Π½ΠΈΡ† матСматичСского оТидания Π²Ρ€Π΅ΠΌΠ΅Π½ΠΈ прСбывания запросов Π² систСмС.Π—Π°ΠΊΠ»ΡŽΡ‡Π΅Π½ΠΈΠ΅. ИсслСдован стационарный Ρ€Π΅ΠΆΠΈΠΌ функционирования систСмы массового обслуТивания с расщСплСниСм ΠΈ сборкой запросов, ΠΏΠΎΡΡ‚ΡƒΠΏΠ°ΡŽΡ‰ΠΈΡ… Π² систСму Π² стационарном пуассоновском ΠΏΠΎΡ‚ΠΎΠΊΠ΅. ΠšΠ°ΠΆΠ΄Ρ‹ΠΉ ΠΈΠ· ΠΏΠΎΡΡ‚ΡƒΠΏΠ°ΡŽΡ‰ΠΈΡ… запросов расщСпляСтся Π½Π° Π΄Π²Π° задания, ΠΊΠΎΡ‚ΠΎΡ€Ρ‹Π΅ ΠΈΠ΄ΡƒΡ‚ Π² Π΄Π²Π΅ подсистСмы, состоящиС ΠΈΠ· ΠΎΠ±ΡΠ»ΡƒΠΆΠΈΠ²Π°ΡŽΡ‰Π΅Π³ΠΎ ΠΏΡ€ΠΈΠ±ΠΎΡ€Π° ΠΈ Π±ΡƒΡ„Π΅Ρ€Π°. Π’Ρ€Π΅ΠΌΠ΅Π½Π° обслуТивания Π·Π°Π΄Π°Π½ΠΈΠΉ ΠΈΠΌΠ΅ΡŽΡ‚ Ρ€Π°Π·Π½Ρ‹Π΅ Ρ„Π°Π·ΠΎΠ²Ρ‹Π΅ распрСдСлСния (PH-Phase type distributions). Для Π΄Π°Π½Π½ΠΎΠΉ систСмы Π½Π°ΠΉΠ΄Π΅Π½ΠΎ условиС сущСствования стационарного распрСдСлСния, ΠΏΡ€Π΅Π΄Π»ΠΎΠΆΠ΅Π½Ρ‹ Π°Π»Π³ΠΎΡ€ΠΈΡ‚ΠΌΡ‹ вычислСния стационарного распрСдСлСния ΠΈ ряда стационарных характСристик ΠΏΡ€ΠΎΠΈΠ·Π²ΠΎΠ΄ΠΈΡ‚Π΅Π»ΡŒΠ½ΠΎΡΡ‚ΠΈ систСмы. ΠŸΠΎΠ»ΡƒΡ‡Π΅Π½Ρ‹ аналитичСскиС выраТСния для Π½ΠΈΠΆΠ½Π΅ΠΉ ΠΈ Π²Π΅Ρ€Ρ…Π½Π΅ΠΉ Π³Ρ€Π°Π½ΠΈΡ† матСматичСского оТидания Π²Ρ€Π΅ΠΌΠ΅Π½ΠΈ прСбывания запроса Π² систСмС ΠΎΡ‚ ΠΌΠΎΠΌΠ΅Π½Ρ‚Π° Π΅Π³ΠΎ поступлСния Π² систСму Π΄ΠΎ ΠΌΠΎΠΌΠ΅Π½Ρ‚Π° синхронизации, ΠΊΠΎΡ‚ΠΎΡ€ΠΎΠ΅ являСтся критичСским ΠΏΠΎΠΊΠ°Π·Π°Ρ‚Π΅Π»Π΅ΠΌ ΠΏΡ€ΠΎΠΈΠ·Π²ΠΎΠ΄ΠΈΡ‚Π΅Π»ΡŒΠ½ΠΎΡΡ‚ΠΈ систСмы с расщСплСниСм ΠΈ сборкой запросов

    Analysis of structured multi-dimensional Markov processes

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    Topics in Modeling and Analysis of Low-Latency Systems

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    Cloud-based architectures have become integral elements of modern networking infrastructure and are characterized by a large number of servers operating in parallel. Optimizing performance in these systems, with a particular focus on specific metrics such as system response time and the probability of loss, is critical to ensure user satisfaction. To address this challenge, this thesis analyzes load balancing policies that are designed to efficiently assign incoming user requests to the servers such that the system performance is optimized. In particular, the thesis focuses on a specialized category known as "randomized dynamic load balancing policies". These policies optimize system performance by dynamically adapting assignment decisions based on the current state of the system while interacting with a randomly selected subset of servers. Given the complex interdependencies among servers and the large size of these systems, an exact analysis of these systems is intractable. Consequently, the thesis studies these systems in the system size limit. It employs relevant limit theorems, including mean-field techniques and Stein's approach, as crucial mathematical tools. Furthermore, the thesis evaluates the accuracy of these limits when applied to systems of finite size, providing valuable insights into the practical applicability of the proposed load balancing policies. Motivated by different types of user requests or jobs, the thesis focuses on two main job categories: single-server jobs which can only run on a single server to represent non-parallelizable requests, and multiserver jobs, which can run on multiple servers simultaneously modeling parallelizable requests. The first part of the thesis studies single-server jobs in a system comprising a large number of processor sharing servers operating in parallel, where servers have different processing speeds and unlimited queueing buffers. The objective is to design randomized load balancing policies that minimize the average response time of jobs. A novel policy is introduced that allocates incoming jobs to servers based on predefined thresholds, state information from a randomly sampled subset of servers, and their processing speeds. The policy subsumes a broad class of other load balancing policies by adjusting the threshold levels, offering a unified framework for concurrent analysis of multiple load balancing policies. It is shown that under this policy, the system achieves the maximal stability region. Moreover, it is shown that as the system size approaches infinity, the transient and stationary stochastic occupancy measure of the system converges to a deterministic mean-field limit and the unique fixed point of this mean-field limit, respectively. As a result, the study of the asymptotic average response time of jobs becomes feasible through the fixed point of the mean-field limit. The analysis continues by studying error estimation related to asymptotic values in finite-sized systems. It is shown that when the mean delay of the finite-size system is approximated by its asymptotic value, the error is proportional to the inverse square root of the system size. Subsequently, the thesis analyzes adaptive multiserver jobs in loss systems, where they can be parallelized across a variable number of servers, up to a maximum degree of parallelization. In loss systems, each server can process only a finite number of jobs simultaneously and blocks any additional jobs beyond this capacity. Therefore, the goal is to devise randomized job assignment schemes that optimize the average response time of accepted jobs and the blocking probability while interacting with a sampled subset of servers. A load balancing policy is proposed, where the number of allocated servers for processing each job depends on the state information of a randomly sampled subset of servers and the maximum degree of parallelization. Employing Stein's method, it is shown that, provided that the sampling size grows at an appropriate rate, the difference between the steady-state system and a suitable deterministic system that exhibits optimality, decreases to zero as the system size increases. Thus, as the system size approaches infinity, the steady-state system achieves a zero blocking probability and optimal average response time for accepted jobs. Additionally, the thesis analyzes error estimation for these asymptotic values in finite-sized systems and establishes the error bounds as a function of the number of servers in the system

    LIPIcs, Volume 261, ICALP 2023, Complete Volume

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    LIPIcs, Volume 261, ICALP 2023, Complete Volum
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