Sample-path large deviations for tandem and priority queues with Gaussian inputs

This paper considers Gaussian flows multiplexed in a queueing network. A single node being a useful but often incomplete setting, we examine more advanced models. We focus on a (two-node) tandem queue, fed by a large number of Gaussian inputs. With service rates and buffer sizes at both nodes scaled appropriately, Schilder's sample-path large deviations theorem can be applied to calculate the asymptotics of the overflow probability of the second queue. More specifically, we derive a lower bound on the exponential decay rate of this overflow probability and present an explicit condition for the lower bound to match the exact decay rate. Examples show that this condition holds for a broad range of frequently-used Gaussian inputs. The last part of the paper concentrates on a model for a single node, equipped with a priority scheduling policy. We show that the analysis of the tandem queue directly carries over to this priority queueing system. iffalse {it Perhaps:} We conclude by presenting a number of motivated conjectures for the analysis of a queue operating under the generalized processor sharing discipline

Concave Switching in Single and Multihop Networks

Switched queueing networks model wireless networks, input queued switches and numerous other networked communications systems. For single-hop networks, we consider a {($\alpha,g$)-switch policy} which combines the MaxWeight policies with bandwidth sharing networks -- a further well studied model of Internet congestion. We prove the maximum stability property for this class of randomized policies. Thus these policies have the same first order behavior as the MaxWeight policies. However, for multihop networks some of these generalized polices address a number of critical weakness of the MaxWeight/BackPressure policies. For multihop networks with fixed routing, we consider the Proportional Scheduler (or (1,log)-policy). In this setting, the BackPressure policy is maximum stable, but must maintain a queue for every route-destination, which typically grows rapidly with a network's size. However, this proportionally fair policy only needs to maintain a queue for each outgoing link, which is typically bounded in number. As is common with Internet routing, by maintaining per-link queueing each node only needs to know the next hop for each packet and not its entire route. Further, in contrast to BackPressure, the Proportional Scheduler does not compare downstream queue lengths to determine weights, only local link information is required. This leads to greater potential for decomposed implementations of the policy. Through a reduction argument and an entropy argument, we demonstrate that, whilst maintaining substantially less queueing overhead, the Proportional Scheduler achieves maximum throughput stability.Comment: 28 page

Simple models of network access, with applications to the design of joint rate and admission control

At the access to networks, in contrast to the core, distances and feedback delays, as well as link capacities are small, which has network engineering implications that are investigated in this paper. We consider a single point in the access network which multiplexes several bursty users. The users adapt their sending rates based on feedback from the access multiplexer. Important parameters are the user's peak transmission rate p, which is the access line speed, the user's guaranteed minimum rate r, and the bound ε on the fraction of lost data. Two feedback schemes are proposed. In both schemes the users are allowed to send at rate p if the system is relatively lightly loaded, at rate r during periods of congestion, and at a rate between r and p, in an intermediate region. For both feedback schemes we present an exact analysis, under the assumption that the users' job sizes and think times have exponential distributions. We use our techniques to design the schemes jointly with admission control, i.e., the selection of the number of admissible users, to maximize throughput for given p, r, and ε. Next we consider the case in which the number of users is large. Under a specific scaling, we derive explicit large deviations asymptotics for both models. We discuss the extension to general distributions of user data and think times

Store-Forward and its implications for Proportional Scheduling

The Proportional Scheduler was recently proposed as a scheduling algorithm for multi-hop switch networks. For these networks, the BackPressure scheduler is the classical benchmark. For networks with fixed routing, the Proportional Scheduler is maximum stable, myopic and, furthermore, will alleviate certain scaling issued found in BackPressure for large networks. Nonetheless, the equilibrium and delay properties of the Proportional Scheduler has not been fully characterized. In this article, we postulate on the equilibrium behaviour of the Proportional Scheduler though the analysis of an analogous rule called the Store-Forward allocation. It has been shown that Store-Forward has asymptotically allocates according to the Proportional Scheduler. Further, for Store-Forward networks, numerous equilibrium quantities are explicitly calculable. For FIFO networks under Store-Forward, we calculate the policies stationary distribution and end-to-end route delay. We discuss network topologies when the stationary distribution is product-form, a phenomenon which we call \emph{product form resource pooling}. We extend this product form notion to independent set scheduling on perfect graphs, where we show that non-neighbouring queues are statistically independent. Finally, we analyse the large deviations behaviour of the equilibrium distribution of Store-Forward networks in order to construct Lyapunov functions for FIFO switch networks

Sample-path large deviations for tandem and priority queues with Gaussian inputs

This paper considers Gaussian flows multiplexed in a queueing network. A single node being a useful but often incomplete setting, we examine more advanced models. We focus on a (two-node) tandem queue, fed by a large number of Gaussian inputs. With service rates and buffer sizes at both nodes scaled appropriately, Schilder's sample-path large-deviations theorem can be applied to calculate the asymptotics of the overflow probability of the second queue. More specifically, we derive a lower bound on the exponential decay rate of this overflow probability and present an explicit condition for the lower bound to match the exact decay rate. Examples show that this condition holds for a broad range of frequently used Gaussian inputs. The last part of the paper concentrates on a model for a single node, equipped with a priority scheduling policy. We show that the analysis of the tandem queue directly carries over to this priority queueing system.Comment: Published at http://dx.doi.org/10.1214/105051605000000133 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Asymptotic buffer overflow probabilities in multiclass multiplexers : part I : the GPS policy

Cover title.Includes bibliographical references (p. 34-37).Supported by a Presidential Young Investigators award. DDM-9158118 Matching funds from Draper Laboratory. Supported by ARO. DAAL-03-92-G-0115Dimitris Bertsimas, Ioannis Ch. Paschalidis, John N. Tsitsiklis

The Impact of Queue Length Information on Buffer Overflow in Parallel Queues

We consider a system consisting of N parallel queues, served by one server. Time is slotted, and the server serves one of the queues in each time slot, according to some scheduling policy. We first characterize the exponent of the buffer overflow probability and the most likely overflow trajectories under the Longest Queue First (LQF) scheduling policy. Under statistically identical arrivals to each queue, we show that the buffer overflow exponents can be simply expressed in terms of the total system occupancy exponent of $m$ parallel queues, for some m ≤ N. We next turn our attention to the rate of queue length information needed to operate a scheduling policy, and its relationship to the buffer overflow exponents. It is known that queue length blind policies such as processor sharing and random scheduling perform worse than the queue aware LQF policy, when it comes to buffer overflow probability. However, we show that the overflow exponent of the LQF policy can be preserved with arbitrarily infrequent queue length updates.National Science Foundation (U.S.) (Grant CNS-0626781)National Science Foundation (U.S.) (Grant CNS0915988)United States. Army Research Office. Multidisciplinary University Research Initiativ

PSBS: Practical Size-Based Scheduling

Size-based schedulers have very desirable performance properties: optimal or near-optimal response time can be coupled with strong fairness guarantees. Despite this, such systems are very rarely implemented in practical settings, because they require knowing a priori the amount of work needed to complete jobs: this assumption is very difficult to satisfy in concrete systems. It is definitely more likely to inform the system with an estimate of the job sizes, but existing studies point to somewhat pessimistic results if existing scheduler policies are used based on imprecise job size estimations. We take the goal of designing scheduling policies that are explicitly designed to deal with inexact job sizes: first, we show that existing size-based schedulers can have bad performance with inexact job size information when job sizes are heavily skewed; we show that this issue, and the pessimistic results shown in the literature, are due to problematic behavior when large jobs are underestimated. Once the problem is identified, it is possible to amend existing size-based schedulers to solve the issue. We generalize FSP -- a fair and efficient size-based scheduling policy -- in order to solve the problem highlighted above; in addition, our solution deals with different job weights (that can be assigned to a job independently from its size). We provide an efficient implementation of the resulting protocol, which we call Practical Size-Based Scheduler (PSBS). Through simulations evaluated on synthetic and real workloads, we show that PSBS has near-optimal performance in a large variety of cases with inaccurate size information, that it performs fairly and it handles correctly job weights. We believe that this work shows that PSBS is indeed pratical, and we maintain that it could inspire the design of schedulers in a wide array of real-world use cases.Comment: arXiv admin note: substantial text overlap with arXiv:1403.599