On the Suprema Distribution of Gaussian Processes with Stationary Increment and Drift

In this report we study the suprema distribution of a class of Gaussian processes having stationary increments and negative drift using key results from ~Txtrerne Value Theory. We focus on deriving an asymptotic upper bound to the tail of the suprema distribution of such processes. Our bound is valid for both discrete- and continuous-time processes. VVe discuss the importance of the bound, its applicability to queueing problems, and show numerical examples to illustrate its performance

Scheduling analysis with martingales

This paper proposes a new characterization of queueing systems by bounding a suitable exponential transform with a martingale. The constructed martingale is quite versatile in the sense that it captures queueing systems with Markovian and autoregressive arrivals in a unified manner; the second class is particularly relevant due to Wold’s decomposition of stationary processes. Moreover, using the framework of stochastic network calculus, the martingales allow for a simple handling of typical queueing operations: (1) flows’ multiplexing translates into multiplying the corresponding martingales, and (2) scheduling translates into time-shifting the martingales. The emerging calculus is applied to estimate the per-flow delay for FIFO, SP, and EDF scheduling. Unlike state-of-the-art results, our bounds capture a fundamental exponential leading constant in the number of multiplexed flows, and additionally are numerically tight

Estimação de Probabilidade de Perda de Dados em Redes Através de Modelagem Multifractal de Tráfego e Teoria de Muitas Fontes

Neste artigo, propomos uma abordagem para estimação da probabilidade de perda de bytes em enlaces de redes de computadores considerando propriedades multifractais dos fluxos de tráfego. Mais especificamente, deduzimos uma expressão matemática para o cálculo da probabilidade de perda para servidores com buffer finito alimentados com fluxos multifractais de tráfego. A abordagem proposta se baseia na teoria das muitas fontes e na modelagem multifractal de tráfego baseada em cascatas multiplicativas. Por fim, avaliamos a proposta de estimação de probabilidade de perda através de simulações computacionais utilizando séries de tráfego real, verificando assim sua eficiência como ferramenta relacionada à provisão de qualidade de serviço em redes de computadores

FBM Model Based Network-Wide Performance Analysis with Service Differentiation

ABSTRACT In this paper, we demonstrate that traffic modeling with the fractional Brownian motion (FBM) process is an efficient tool for end-to-end performance analysis over a network provisioning differentiated services (DiffServ). The FBM process is a parsimonious model involving only three parameters to describe the Internet traffic showing the property of selfsimilarity or long-range dependence (LRD). As a foundation for network-wide performance analysis, the FBM modeling can significantly facilitate the single-hop performance analysis. While accurate FBM based queueing analysis for an infinite/finite first-in-first-out (FIFO) buffer is available in the existing literature, we develop a generic FBM based analysis for multiclass single-hop analysis where both inter-buffer priority and intra-buffer priority are used for service differentiation. Moreover, we present both theoretical and simulation studies to reveal the preservation of the self-similarity, when the traffic process is multiplexed or randomly split, or goes through a queueing system. It is such self-similar preservation that enables the concatenation of FBM based single-hop analysis into a network-wide performance analysis

Sharp Bounds in Stochastic Network Calculus

The practicality of the stochastic network calculus (SNC) is often questioned on grounds of potential looseness of its performance bounds. In this paper it is uncovered that for bursty arrival processes (specifically Markov-Modulated On-Off (MMOO)), whose amenability to \textit{per-flow} analysis is typically proclaimed as a highlight of SNC, the bounds can unfortunately indeed be very loose (e.g., by several orders of magnitude off). In response to this uncovered weakness of SNC, the (Standard) per-flow bounds are herein improved by deriving a general sample-path bound, using martingale based techniques, which accommodates FIFO, SP, EDF, and GPS scheduling. The obtained (Martingale) bounds gain an exponential decay factor of ${\mathcal{O}}(e^{-\alpha n})$ in the number of flows $n$. Moreover, numerical comparisons against simulations show that the Martingale bounds are remarkably accurate for FIFO, SP, and EDF scheduling; for GPS scheduling, although the Martingale bounds substantially improve the Standard bounds, they are numerically loose, demanding for improvements in the core SNC analysis of GPS

Video streaming over the internet using application layer multicast

Multicast is a very important communication paradigm. However, the deployment of multicast at IP layer is very slow, due to development and deployment issues such as ISPs' lack of incentives to update routers and inter-operability among multicast routing protocols. Application Layer Multicast (ALM) is a good alternative, where participating peers organize themselves into a logical overlay network atop the physical links and data is \tunneled" to each other via unicast links. The distinctive feature between IP multicast and ALM is that in ALM, data replication and forwarding functionalities are performed by participating peers (a.k.a. end systems), rather than the routers in Internet Protocol (IP) multicast. This fundamental difference enables ALM to be able to circumvent the development and deployment issues of IP multicast, by exploiting the resources (e.g., CPU cycles, storage, and access bandwidth) at the edge of the network. Nevertheless, it also raises other challenges, as peers are not as stable as routers since they may join and depart the on-going session at will. In this thesis, we address some of the challenges and they are summarized as follows: First, most current P2P or ALM streaming systems are equipped with a non-scalable membership management algorithm, greatly hindering their applicability to large-scale implementations over the Internet: they either rely on a central entity to handle group membership, or simply assume that all group members are visible to each other and flooding is the main mechanism used to disseminate membership-related updates to all participating group members. This implies that they are only applicable to small groups. Second, one of ALM's prominent features, flexility, has not been fully exploited: moving the multicast functionalities from lower layer (IP layer) to higher layer (Application layer) can greatly facilitate the integration of Quality-of-Service (QoS) support. The end-to-end philosophy states that it is better to leave those functionalities to higher layers because the heterogeneity among users' requirements can be handled much better by end users, rather than the network. However, QoS, and in particular, reliability has not been thoroughly addressed in existing ALM schemes. Third, admission control algorithms are essential to the success of any ALM system, due to the fact that in ALM, each peer acts as both a client as well as a server. On the other hand, the heterogeneity among peers, in terms of their computational power, storage capacity, and access bandwidth, further complicates the design of a good admission control. Several contributions are made to address the aforementioned research challenges, and they are outlined as follows: The first contribution is a devised gossip-based membership management algorithm that is able to collect and disseminate membership-related information under high rate of churn, using relatively low communication overheads. The second contribution is a reliability-centric multicast tree construction algorithm that greatly enhance peers' perceived reliability. The third contribution is a QoS-aware tree construction algorithm that accommodates the heterogeneity among peers, such as access bandwidth, network distance, and reliability. The last contribution is the identification of the admission control problem in this overlay video streaming

Contribución a las metodologías de estimación de demanda de tráfico de Internet mediante la caracterización de perfiles de usuario

Esta tesis doctoral propone una metodología de estimación de demanda de tráfico de Internet basada en la caracterización de perfiles de usuario de Internet, con el objetivo de analizar el rendimiento y dimensionamiento de una red de acceso. Se realiza un exhaustivo análisis del estado del arte clasificado en tres partes. La primera parte se encuentra relacionada con la caracterización de usuarios en Internet. Incluye un estudio de las metodologías de extracción de conocimiento basado en técnicas de minería de datos, y un análisis de modelos teóricos y estudios previos de usuarios de Internet. En la segunda parte, se incluye un análisis de modelos teóricos para caracterizar fuentes de tráfico de aplicaciones de Internet, así como un estudio comparativo de los modelos de tráfico ON/OFF para un conjunto de aplicaciones representativas de Internet. En la última parte, se incluye un estudio de las arquitecturas de redes de acceso más relevantes y se propone un modelo genérico de arquitectura de red de acceso. Esta tesis doctoral define un marco metodológico basado en Procesos de Descubrimiento de Conocimiento (KDPs), con el que extraer, identificar y caracterizar, a los usuarios de Internet a partir de fuentes de información estadística. Se ha aplicado esta metodología a los usuarios residenciales en España y se ha identificado una distinción clara entre No-Usuarios (47%) y Usuarios de Internet (53%). Dentro de los usuarios de Internet se han extraído 4 perfiles de usuarios: Esporádicos (16%), Instrumentales (10%), Sociales (14%) y Avanzados (13%). Esta metodología también ha sido aplicada a años anteriores con el fin de realizar un pronóstico de la evolución de la tipología de usuarios de Internet en España. A continuación, se propone un método de estimación de demanda de tráfico basado en los perfiles de usuario de Internet identificados, con el objetivo de analizar el rendimiento de la red de acceso subyacente. Esta metodología se encuentra basada en 3 modelos: red de acceso, tráfico de red y perfiles de usuario y aplicaciones. Por último, la tesis presenta un modelo y una herramienta de simulación con la que se implementa el método de estimación de demanda anteriormente descrito. El modelo y la herramienta de simulación han sido validados frente a un modelo analítico mediante el uso de un escenario simplificado basado en fuentes de tráfico ON/OFF homogéneas. Mediante el uso de la herramienta de simulación desarrollada, se aplica la metodología de estimación de demanda a dos casos de uso, que se corresponden a dos escenarios de redes de acceso idénticas, a excepción de la caracterización de los usuarios de la misma. En el primer caso de uso, la red de acceso se caracteriza por los perfiles de usuario residenciales de Internet identificados para el año 2012, y en el segundo caso de uso, se utiliza el pronóstico de evolución de perfiles de usuario de Internet para el año 2017. Se concluye con una comparación del rendimiento de la red de acceso para ambos casos de uso, a partir del análisis del Grado de Servicio (GoS) de ambos escenarios

Gestão de recursos em redes com suporte de qualidade de serviço

Doutoramento em Engenharia ElectrotécnicaEsta Tese aborda a problemática da gestão de recursos em redes ATM (Asynchronous Transfer Mode) e IP (Internet Protocol) com suporte de QdS (Qualidade de Serviço). As tecnologias ATM e IP permitem, hoje em dia, integrar diferentes tipos de serviços numa mesma infra -estrutura de rede. No entanto, a diversidade dos serviços a suportar e dos seus requisitos, coloca grandes desafios ao nível da gestão de recursos, a qual se pretende o mais eficiente possível. A Tese está dividida em duas partes. A primeira parte da Tese foca a gestão de recursos em redes de acesso ATM e IP com suporte de QdS. É dada inicialmente uma perspectiva histórica da evolução das redes de acesso. No que diz respeito às redes de acesso ATM, são propostas estratégias de gestão de recursos com base em VPs (Virtual Paths) e são definidas metodologias de dimensionamento que têm em conta requisitos de QdS tanto ao nível da chamada como da célula. As estratégias de gestão de recursos consideradas permitem estabelecer compromissos entre a utilização de recursos e a carga de sinalização. No que diz respeito às redes de acesso IP, é proposta uma nova arquitectura de rede, que constitui uma evolução face às redes de acesso tradicionais ao permitir uma maior partilha de recursos. Esta arquitectura permite diferenciação de QdS e suporte de aplicações multimédia. Em particular é proposta uma solução que inclui o suporte integrado de tecnologias recentemente introduzidas para iniciar e configurar sessões multimédia, gerir as políticas de QdS incluindo as funcionalidades de AAA (Authentication, Authorization and Accounting), e reservar recursos. Na segunda parte da Tese é feita uma abordagem de dois mecanismos para controle de admissão de fluxos escaláveis: mecanismos de probing e mecanismos baseados em agregação de reservas individuais. Ambos os mecanismos permitem que a gestão de recursos seja feita sem necessidade de manutenção do estado dos fluxos activos em cada elemento de rede. O mecanismo de probing estima o nível de QdS da rede, através da inserção de fluxos de teste, por forma a decidir se um novo fluxo pode ou não ser aceite. É proposto um novo mecanismo de probing, denominado de ?-probing, que permite minimizar o problema do roubo de recursos que afecta o probing simples quando este é utilizado em sistemas com múltiplas classes de serviço. São desenvolvidos modelos analíticos e são efectuados estudos de simulação para analisar o problema do roubo de recursos e os factores que influenciam a estimativa do rácio de perdas efectuada pelos fluxos de probing e de ?-probing. Verificou-se que o mecanismo de ?-probing permite obter simultaneamente uma utilização elevada dos recursos e a diferenciação dos serviços sem roubo de recursos. Os resultados obtidos com este mecanismo foram também validados através do desenvolvimento de um protótipo laboratorial. No mecanismo baseado em agregação de reservas individuais, os elementos do núcleo da rede mantêm apenas o estado de agregados de fluxos (e não de fluxos individuais), sendo a largura de banda dos agregados ajustada de forma dinâmica. São desenvolvidos modelos analíticos e são efectuados estudos de simulação para analisar o compromisso entre a carga de sinalização e a utilização de recursos. Estes estudos mostram que a hierarquização da rede, ou seja, a sua divisão em áreas mais pequenas, e a configuração de agregados entre os routers fronteira das áreas, por oposição a agregados extremo-a-extremo entre os routers fronteira do domínio, permitem atingir uma utilização de recursos próxima da utilização com sinalização fluxo -a-fluxo, mas com uma carga de sinalização significativamente inferior.This Thesis addresses the problem of resource management in ATM (Asynchronous Transfer Mode) and IP (Internet Protocol) networks with QoS (Quality of Service) support. ATM and IP technologies allow, nowadays, the integration of different types of services in the same network infrastructure. However, the variety of services and their requirements, involve big challenges at the resource management level, which needs to be as efficient as possible. This Thesis is divided in two parts. The first part of the Thesis addresses the resource management of ATM and IP access networks with QoS support. It is presented an historical perspective of the access networks evolution. In terms of ATM access networks, resource management strategies based on VPs (Virtual Paths) are proposed, and dimensioning methodologies are defined, which take into account the QoS requirements at the call and cell level. The considered resource management strategies allow the establishment of trade-offs between the resource utilization and the signaling load. In terms of IP access networks, it is proposed a new network architecture that represents an evolution of the legacy access networks, allowing a larger resource sharing. This architecture allows QoS differentiation and support for multimedia applications. More specifically, it is proposed a solution that includes the integrated support of recently introduced technologies to establish and configure multimedia sessions, manage the QoS policies including AAA (Authentication, Authorization and Accounting) functions, and reserve network resources. In the second part of the Thesis, two scalable call admission control mechanisms are addressed: probing mechanisms and mechanisms based on the aggregation of individual reservations. Both mechanisms allow resource management without the maintenance of the per-flow state in each network element. The probing mechanism estimates the network QoS level, through the insertion of probe flows, to decide if a new flow can be accepted or not. A new probing mechanism is proposed, denoted by ?-probing, which minimizes the resource stealing problem that exists in the simple probing mechanism when it is applied to a system with multiple service classes. Analytical models are developed and simulation studies are performed to analyze the resource stealing problem and to determine the influencing factors on the estimation of the loss ratio performed by the probing and ?-probing flows. The ?-probing mechanism obtains, simultaneously, a high resource utilization and service differentiation without resource stealing. The results obtained with this mechanism were also validated through the development of a probing test-bed. In the mechanism based on the aggregation of individual reservations, the core network elements only need to maintain the state of the flows’ aggregate (instead of individual flows), and the aggregates’ bandwidth is dynamically adjusted. Analytical models are defined and simulation studies are performed to analyze the trade -off between signaling load and resource utilization. These studies show that the hierarquization of the network, that is, its partition in smaller areas, and the configuration of aggregates between area border routers, as opposed to end-to - end aggregates between domain border routers, reaches an utilization close to the one of per-flow signaling with a signaling load significantly smaller

Queuing Modeling Applied To Admission Control Of Network Traffic Flows Considering Multifractal Characteristics

In this paper, we propose an analytical expression for estimating the byte loss probability at a single server queue with multifractal traffic arrivals. Initially we address the theory concerning multifractal processes, especially the Hölder exponents of the multifractal traffic traces. Next, we focus our attention on the second order statistics for multifractal traffic processes. More specifically, we assume that an exponential model is adequate for representing the variance of the traffic process under different time scale aggregation. Then, we compare the performance of the proposed approach with some other relevant approaches. In addition, based on the results of the analysis, we propose a new admission control strategy that takes into account the multifractal traffic characteristics. We compare the proposed admission control strategy with some other widely used admission control methods. The simulation results show that the proposed loss probability estimation method is accurate, and the proposed admission control strategy is robust and efficient. © 2003-2012 IEEE.112749758Perlingeiro, F., Lee, L.L., A new bandwidth estimation approach for fractal processes (2005) IEEE Latin America Transactions, 3 (5), pp. 436-446. , DecemberStênico, J.W.G., Lee, L.L., A new binomial conservative multiplicative cascade approach for network traffic modeling (2013) 27th IEEE International Conference on Advanced Information Networking and Applications-IEEE AINA 2013, 1, pp. 794-801. , Mach 25-28 Barcelona, SpainLeland, W.E., Taqqu, M.S., Willinger, W., Wilson, D.V., On the self-similar nature of ethernet traffic (extended version) (1994) IEEE/ACM Transactions on NetworkingWillinger, W., Taqqu, M.S., Erramilli, A., (1996) A Bibliographical Guide to Self-similar Traffic and Performance Modeling for Modern HighSpeed Stochastic Networks: Theory and Applications", 4. , Royal Statistical Society Lecture Notes Series Oxford University PressPark, K., Willinger, W., (2000) Self-Similar Network Traffic and Performance Evaluation", , New York: WileyVieira, F.H.T., Bianchi, G.R., Lee, L.L., A network traffic prediction approach based on multifractal modeling (2010) J. High Speed Netw, 17 (2), pp. 83-96Riedi, R.H., Lévy, J.L., (1997) Multifractal Properties of TCP Traffic: A Numerical Study", , INRIA Research Report, (3129)Feldmann, A., Gilbert, A.C., Willinger, W., Kurtz, T.G., The changing nature of network traffic: Scaling phenomena (1998) Computer Communication Review, 28 (2), pp. 5-29Riedi, R.H., Crouse, M.S., Ribeiro, V.J., Baraniuk, R.G., A multifractal wavelet model with application to network traffic (1999) IEEE Transactions on Information TheoryVieira, F.H.T., Lee, L.L., AdaptiveWavelet based multifractal model applied to the effective bandwidth estimation of network traffic flows (2009) IET CommunicationsKrishna, P.M., Gadre, V.M., Desai, U.B., (2003) Multifractal Based Network Traffic Modeling, , Kluwer Academic PublishersPeltier, R., Véhel, J.L., (1995) Multifractional Brownian Motion: Definition and Preliminary Results", , Technical Report 2695, INRIACalvet, L., Fisher, A., Mandelbrot, B.B., (1997) Large Deviation Theory and the Distribution of Price Changes", , Cowles Foundation Discussion Paper No 1165, Yale UniversityDaoudi, K., Vehel, J.L., Meyer, Y., Construction of continuous functions with prescribed local regularity (1998) Constructive Approximation, 14 (3), pp. 349-385Seuret, S., Gilbert, A.C., (2000) Pointwise Hölder Exponent Estimation in Data Network Traffic", , ITC Specialist Semina, MontereyChang, C., Stability, queue length and delay of deterministic and dtochastic queueing networks (1994) IEEE Trans. Automat. Contr., 39, pp. 913-931Cruz, R.L., A calculus for network delay part I: Network analysis (1991) IEEE Trans. Information Theory, 37, pp. 114-131Cruz, R.L., A calculus for network delay part II: Network analysis (1991) IEEE Trans. Information Theory, 37, pp. 132-141Dai, L., Effective bandwidths and performance bounds in high-speed communication systems (1997) Decision and Control Proceedings of the 36th IEEE Conference, pp. 4580-4585Norros, I., On the use of fractional brownian motion in the theory of connectionless networks (1995) IEEE Journal on Selected Areas in Communications, 13 (6), pp. 953-962Duffield, N.G., O'Connel N, N., (1993) Large Deviations and Overflow Probabilities for the General Single Server Queue, with Applications", , Technical Report 1, Dublin Institute for Advanced Studies-Applied Probability GroupRibeiro, V.J., Riedi, R.H., Crouseand, M.S., Baraniuk, R.G., Multiscale queueing analysis of long-range dependent traffic (2000) IEEE INFOCOM, Tel Aviv, Israel, pp. 1026-1035Erramilli, A., Narayan, O., Willinger, W., Experimental queueing analysis with long-range dependent packet traffic (1996) IEEE/ACM Trans. on Net., 4 (2)Liu, N.X., Baras, J.S., Statistical modeling and performance analysis of multi-scale traffic (2003) Proceedings of Twenty-Second Annual Joint Conference of the IEEE Computer and Communications Societies, pp. 1837-1847. , March 30-April 3Benes, V., (1963) General Stochastic Processes in Theory of Queues, , Reading, MA: Addison WesleyJens, M., Menth, M., Junker, J., Experience-based admission control in the presence of traffic changes (2007) Journal of Communications (JCM), 2 (1)Choi, B.Y., Zhang, Z.L., Du, D.H.C., (2008) Measurement-Based Admisson Control Using Wavelets for Broadband NetworksGibbens, R.J., Kely, F.P., Measurement-based connection admission control (1997) 15th International Teletraffic Congress ProceedingsSugih, J., Shenker, S.J., Danzig, P.B., (1997) Comparison of Measurement-Based Admission Control Algorithm for Crontrolled-Load ServiceKnightly, E., Shroff, N., Admission control for statistical QoS: Theory and practice (1999) IEEE Network, 13 (2)Vieira, F.H.T., Lee, L.L., An admission control approach for multifractal network traffic flows using effective envelopes (2009) International Journal of Electronics and CommunicationsLoynes, R., The stability of a queue with non-independent inter-arrival and service times (1962) Proc. Cambridge Philos. Soc., 58, pp. 497-520Shroff, N., Schwatz, M., (1998) Improved Loss Calculations at An ATM Multiplexer", , Technical report, Sch. Elec. Comput. Eng., Purdue Univ., West LafayetteLee, T.-H., Lai, K.-C., Duann, S.-T., Design of a real-time call admission controller for ATM networks (1996) IEEE/ACM Transactions on Networking, 4 (5), pp. 758-765. , PII S1063669296075723Jacobsen, S.B., Moth, K., Dittmann, L., Load control in ATM networks (1990) Proc.8th Int. Switch. SympSato, S., Tanabe, S., (1989) A Study on ATM Traffic Burstiness, , IEICE tech, rep. IN88-142Suzuki, H., Marase, T., Sato, S., Takeuchi, T., A simple and burst-variation independent measeure of service quality for ATM traffic control Proc. 7th ITC 1990http://ita.ee.lbl.gov/html/traces.htmlhttp://complex.futurs.inria.fr/FracLab/http://www.cs.columbia.edu/~hgs/internet/traces.htmlTutomu, M., Suzuki, H., Sato, S., Takeuchi, T., A call admission control scheme for ATM networks using a simple quality estimate (1991) IEEE JSAC, 9 (9), pp. 1461-147