Large Deviations Analysis for Distributed Algorithms in an Ergodic Markovian Environment

We provide a large deviations analysis of deadlock phenomena occurring in distributed systems sharing common resources. In our model transition probabilities of resource allocation and deallocation are time and space dependent. The process is driven by an ergodic Markov chain and is reflected on the boundary of the d-dimensional cube. In the large resource limit, we prove Freidlin-Wentzell estimates, we study the asymptotic of the deadlock time and we show that the quasi-potential is a viscosity solution of a Hamilton-Jacobi equation with a Neumann boundary condition. We give a complete analysis of the colliding 2-stacks problem and show an example where the system has a stable attractor which is a limit cycle

Agent Behavior Prediction and Its Generalization Analysis

Machine learning algorithms have been applied to predict agent behaviors in real-world dynamic systems, such as advertiser behaviors in sponsored search and worker behaviors in crowdsourcing. The behavior data in these systems are generated by live agents: once the systems change due to the adoption of the prediction models learnt from the behavior data, agents will observe and respond to these changes by changing their own behaviors accordingly. As a result, the behavior data will evolve and will not be identically and independently distributed, posing great challenges to the theoretical analysis on the machine learning algorithms for behavior prediction. To tackle this challenge, in this paper, we propose to use Markov Chain in Random Environments (MCRE) to describe the behavior data, and perform generalization analysis of the machine learning algorithms on its basis. Since the one-step transition probability matrix of MCRE depends on both previous states and the random environment, conventional techniques for generalization analysis cannot be directly applied. To address this issue, we propose a novel technique that transforms the original MCRE into a higher-dimensional time-homogeneous Markov chain. The new Markov chain involves more variables but is more regular, and thus easier to deal with. We prove the convergence of the new Markov chain when time approaches infinity. Then we prove a generalization bound for the machine learning algorithms on the behavior data generated by the new Markov chain, which depends on both the Markovian parameters and the covering number of the function class compounded by the loss function for behavior prediction and the behavior prediction model. To the best of our knowledge, this is the first work that performs the generalization analysis on data generated by complex processes in real-world dynamic systems

Integration of streaming services and TCP data transmission in the Internet

We study in this paper the integration of elastic and streaming traffic on a same link in an IP network. We are specifically interested in the computation of the mean bit rate obtained by a data transfer. For this purpose, we consider that the bit rate offered by streaming traffic is low, of the order of magnitude of a small parameter \eps \ll 1 and related to an auxiliary stationary Markovian process (X(t)). Under the assumption that data transfers are exponentially distributed, arrive according to a Poisson process, and share the available bandwidth according to the ideal processor sharing discipline, we derive the mean bit rate of a data transfer as a power series expansion in \eps. Since the system can be described by means of an M/M/1 queue with a time-varying server rate, which depends upon the parameter \eps and process (X(t)), the key issue is to compute an expansion of the area swept under the occupation process of this queue in a busy period. We obtain closed formulas for the power series expansion in \eps of the mean bit rate, which allow us to verify the validity of the so-called reduced service rate at the first order. The second order term yields more insight into the negative impact of the variability of streaming flows

Queueing analysis of opportunistic scheduling with spatially correlated channels

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