Charting the landscape of stochastic gene expression models using queueing theory

Stochastic models of gene expression are typically formulated using the chemical master equation, which can be solved exactly or approximately using a repertoire of analytical methods. Here, we provide a tutorial review of an alternative approach based on queuing theory that has rarely been used in the literature of gene expression. We discuss the interpretation of six types of infinite server queues from the angle of stochastic single-cell biology and provide analytical expressions for the stationary and non-stationary distributions and/or moments of mRNA/protein numbers, and bounds on the Fano factor. This approach may enable the solution of complex models which have hitherto evaded analytical solution.Comment: 24 pages, 6 figure

Performance and reliability modelling of computing systems using spectral expansion

PhD ThesisThis thesis is concerned with the analytical modelling of computing and other discrete event systems, for steady state performance and dependability. That is carried out using a novel solution technique, known as the spectral expansion method. The type of problems considered, and the systems analysed, are represented by certain two-dimensional Markov-processes on finite or semi-infinite lattice strips. A sub set of these Markov processes are the Quasi-Birth-and-Death processes. These models are important because they have wide ranging applications in the design and analysis of modern communications, advanced computing systems, flexible manufacturing systems and in dependability modelling. Though the matrixgeometric method is the presently most popular method, in this area, it suffers from certain drawbacks, as illustrated in one of the chapters. Spectral expansion clearly rises above those limitations. This also, is shown with the aid of examples. The contributions of this thesis can be divided into two categories. They are, • The theoretical foundation of the spectral expansion method is laid. Stability analysis of these Markov processes is carried out. Efficient numerical solution algorithms are developed. A comparative study is performed to show that the spectral expansion algorithm has an edge over the matrix-geometric method, in computational efficiency, accuracy and ease of use. • The method is applied to several non-trivial and complicated modelling problems, occuring in computer and communication systems. Performance measures are evaluated and optimisation issues are addressed

The effect of workload dependence in systems: Experimental evaluation, analytic models, and policy development

This dissertation presents an analysis of performance effects of burstiness (formalized by the autocorrelation function) in multi-tiered systems via a 3-pronged approach, i.e., experimental measurements, analytic models, and policy development. This analysis considers (a) systems with finite buffers (e.g., systems with admission control that effectively operate as closed systems) and (b) systems with infinite buffers (i.e., systems that operate as open systems).;For multi-tiered systems with a finite buffer size, experimental measurements show that if autocorrelation exists in any of the tiers in a multi-tiered system, then autocorrelation propagates to all tiers of the system. The presence of autocorrelated flows in all tiers significantly degrades performance. Workload characterization in a real experimental environment driven by the TPC-W benchmark confirms the existence of autocorrelated flows, which originate from the autocorrelated service process of one of the tiers. A simple model is devised that captures the observed behavior. The model is in excellent agreement with experimental measurements and captures the propagation of autocorrelation in the multi-tiered system as well as the resulting performance trends.;For systems with an infinite buffer size, this study focuses on analytic models by proposing and comparing two families of approximations for the departure process of a BMAP/MAP/1 queue that admits batch correlated flows, and whose service time process may be autocorrelated. One approximation is based on the ETAQA methodology for the solution of M/G/1-type processes and the other arises from lumpability rules. Formal proofs are provided: both approximations preserve the marginal distribution of the inter-departure times and their initial correlation structures.;This dissertation also demonstrates how the knowledge of autocorrelation can be used to effectively improve system performance, D_EQAL, a new load balancing policy for clusters with dependent arrivals is proposed. D_EQAL separates jobs to servers according to their sizes as traditional load balancing policies do, but this separation is biased by the effort to reduce performance loss due to autocorrelation in the streams of jobs that are directed to each server. as a result of this, not all servers are equally utilized (i.e., the load in the system becomes unbalanced) but performance benefits of this load unbalancing are significant

Performability modelling of homogenous and heterogeneous multiserver systems with breakdowns and repairs

This thesis presents analytical modelling of homogeneous multi-server systems with reconfiguration and rebooting delays, heterogeneous multi-server systems with one main and several identical servers, and farm paradigm multi-server systems. This thesis also includes a number of other research works such as, fast performability evaluation models of open networks of nodes with repairs and finite queuing capacities, multi-server systems with deferred repairs, and two stage tandem networks with failures, repairs and multiple servers at the second stage. Applications of these for the popular Beowulf cluster systems and memory servers are also accomplished. Existing techniques used in performance evaluation of multi-server systems are investigated and analysed in detail. Pure performance modelling techniques, pure availability models, and performability models are also considered. First, the existing approaches for pure performance modelling are critically analysed with the discussions on merits and demerits. Then relevant terminology is defined and explained. Since the pure performance models tend to be too optimistic and pure availability models are too conservative, performability models are used for the evaluation of multi-server systems. Fault-tolerant multi-server systems can continue service in case of certain failures. If failure does not occur at a critical point (such as breakdown of the head processor of a farm paradigm system) the system continues serving in a degraded mode of operation. In such systems, reconfiguration and/or rebooting delays are expected while a processor is being mapped out from the system. These delay stages are also taken into account in addition to failures and repairs, in the exact performability models that are developed. Two dimensional Markov state space representations of the systems are used for performability modelling. Following the critical analysis of the existing solution techniques, the Spectral Expansion method is chosen for the solution of the models developed. In this work, open queuing networks are also considered. To evaluate their performability, existing modelling approaches are expanded and validated by simulations, for performability analysis of multistage open networks with finite queuing capacities. The performances of two extended modelling approaches are compared in terms of accuracy for open networks with various queuing capacities. Deferred repair strategies are becoming popular because of the cost reductions they can provide. Effects of using deferred repairs are analysed and performability models are provided for homogeneous multi-server systems and highly available farm paradigm multi-server systems. Since one of the random variables is used to represent the number of jobs in one of the queues, analytical models for performance evaluation of two stage tandem networks suffer because of numerical cumbersomeness. Existing approaches for modelling these systems are actually pure performance models since breakdowns and repairs cannot be considered. One way of modelling these systems can be to divide one of the random variables to present both the operative and non-operative states of the server in one dimension. However, this will give rise to state explosion problem severely limiting the maximum queue capacity that can be handled. In order to overcome this problem a new approach is presented for modelling two stage tandem networks in three dimensions. An approximate solution is presented to solve such a system. This approach manifests itself as a novel contribution for alleviating the state space explosion problem for large and/or complex systems. When two state tandem networks with feedback are modelled using this approach, the operative states can be handled independently and this makes it possible to consider multiple operative states at the second stage. The analytical models presented can be used with various parameters and they are extendible to consider systems with similar architectures. The developed three dimensional approach is capable to handle two stage tandem networks with various characteristics for performability measures. All the approaches presented give accurate results. Numerical solutions are presented for all models developed. In case the solution presented is not exact, simulations are performed to validate the accuracy of the results obtained

Resource Provisioning for Web Applications under Time-varying Traffic

Cloud computing has gained considerable popularity in recent years. In this paradigm, an organization, referred to as a subscriber, acquires resources from an infrastructure provider to deploy its applications and pays for these resources on a pay-as-you-go basis. Typically, an infrastructure provider charges a subscriber based on resource level and duration of usage. From the subscriber's perspective, it is desirable to acquire enough capacity to provide an acceptable quality of service while minimizing the cost. A key indicator of quality of service is response time. In this thesis, we use performance models based on queueing theory to determine the required capacity to meet a performance target given by Pr[response time ≤ x] ≥ β. We first consider the case where resources are obtained from an infrastructure provider for a time period of one hour. This is compatible with the pricing policy of major infrastructure providers where instance usage is charged on an hourly basis. Over such a time period, web application traffic exhibits time-varying behavior. A conventional traffic model such as Poisson process does not capture this characteristic. The Markov-modulated Poisson process (MMPP), on the other hand, is capable of modeling such behavior. In our investigation of MMPP as a traffic model, an available workload generator is extended to produce a synthetic trace of job arrivals with a controlled level of time-variation, and an MMPP is fitted to the synthetic trace. The effectiveness of MMPP is evaluated by comparing the performance results through simulation, using as input the synthetic trace and job arrivals generated by the fitted MMPP. Queueing models with MMPP arrival process are then developed to determine the required capacity to meet a performance target over a one-hour time interval. Specifically, results on response time distribution are used in an optimization to obtain estimates of the required capacity. Two models are of interest to our investigation: a single-server model and a two-stage tandem queue. For both models, it is assumed that service time is represented by a phase-type (PH) distribution and queueing discipline is FCFS. The single-server model is therefore the MMPP/PH/1 (FCFS) model. Analytic results for time-dependent response time distribution of this model are first obtained. Computation of numerical results, however, is very costly. Through numerical examples, it is found that steady-state results are a good approximation for a time interval of one hour; the computation requirement is also significantly lower. Steady-state results are then used to determine the required capacity. The effectiveness of this model in terms of predicting the required capacity to meet the performance target is evaluated using an experimental system based on the TPC-W benchmark. Results on the impact of MMPP parameters on the required capacity are also presented. The second model is a two-stage tandem queue. The accuracy of the required capacity obtained via steady-state analysis is also evaluated using the TPC-W benchmark. We next consider the case where the infrastructure provider uses a time unit (TU) of less than one hour for charging of resource usage. We focus on scenarios where TU is comparable to the average sojourn time in an MMPP state. A one-hour operation interval is divided into a number of service intervals, each having the length one TU. At the beginning of each service interval, an estimate of the arrival rate is used as input to the M/PH/1 (FCFS) model to determine the required capacity to meet the performance target over the upcoming service interval; three heuristic algorithms are developed to estimate the arrival rate. The merit of this strategy, in terms of meeting the performance target over the operation interval and savings in capacity when compared to that determined by the single-server model, is investigated using the TPC-W benchmark

Markovian arrivals in stochastic modelling: a survey and some new results

This paper aims to provide a comprehensive review on Markovian arrival processes (MAPs), which constitute a rich class of point processes used extensively in stochastic modelling. Our starting point is the versatile process introduced by Neuts (1979) which, under some simplified notation, was coined as the batch Markovian arrival process (BMAP). On the one hand, a general point process can be approximated by appropriate MAPs and, on the other hand, the MAPs provide a versatile, yet tractable option for modelling a bursty flow by preserving the Markovian formalism. While a number of well-known arrival processes are subsumed under a BMAP as special cases, the literature also shows generalizations to model arrival streams with marks, nonhomogeneous settings or even spatial arrivals. We survey on the main aspects of the BMAP, discuss on some of its variants and generalizations, and give a few new results in the context of a recent state-dependent extension.Peer Reviewe