Human activity modeling and Barabasi's queueing systems

It has been shown by A.-L. Barabasi that the priority based scheduling rules in single stage queuing systems (QS) generates fat tail behavior for the tasks waiting time distributions (WTD). Such fat tails are due to the waiting times of very low priority tasks which stay unserved almost forever as the task priority indices (PI) are "frozen in time" (i.e. a task priority is assigned once for all to each incoming task). Relaxing the "frozen in time" assumption, this paper studies the new dynamic behavior expected when the priority of each incoming tasks is time-dependent (i.e. "aging mechanisms" are allowed). For two class of models, namely 1) a population type model with an age structure and 2) a QS with deadlines assigned to the incoming tasks which is operated under the "earliest-deadline-first" policy, we are able to analytically extract some relevant characteristics of the the tasks waiting time distribution. As the aging mechanism ultimately assign high priority to any long waiting tasks, fat tails in the WTD cannot find their origin in the scheduling rule alone thus showing a fundamental difference between the present and the A.-L. Barabasi's class of models.Comment: 16 pages, 2 figure

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

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

On the transition from heavy traffic to heavy tails for the M/G/1 queue: The regularly varying case

Two of the most popular approximations for the distribution of the steady-state waiting time, $W_{\infty}$, of the M/G/1 queue are the so-called heavy-traffic approximation and heavy-tailed asymptotic, respectively. If the traffic intensity, $\rho$, is close to 1 and the processing times have finite variance, the heavy-traffic approximation states that the distribution of $W_{\infty}$ is roughly exponential at scale $O((1-\rho)^{-1})$, while the heavy tailed asymptotic describes power law decay in the tail of the distribution of $W_{\infty}$ for a fixed traffic intensity. In this paper, we assume a regularly varying processing time distribution and obtain a sharp threshold in terms of the tail value, or equivalently in terms of $(1-\rho)$, that describes the point at which the tail behavior transitions from the heavy-traffic regime to the heavy-tailed asymptotic. We also provide new approximations that are either uniform in the traffic intensity, or uniform on the positive axis, that avoid the need to use different expressions on the two regions defined by the threshold.Comment: Published in at http://dx.doi.org/10.1214/10-AAP707 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Customer sojourn time in GI/G/1 feedback queue in the presence of heavy tails

We consider a single-server GI/GI/1 queueing system with feedback. We assume the service times distribution to be (intermediate) regularly varying. We find the tail asymptotics for a customer's sojourn time in two regimes: the customer arrives in an empty system, and the customer arrives in the system in the stationary regime. In particular, in the case of Poisson input we use the branching processes structure and provide more precise formulae. As auxiliary results, we find the tail asymptotics for the busy period distribution in a single-server queue with an intermediate varying service times distribution and establish the principle-of-a-single-big-jump equivalences that characterise the asymptotics.Comment: 34 pages, 4 figures, to appear in Journal of Statistical Physic