5,668 research outputs found
Correction. Brownian models of open processing networks: canonical representation of workload
Due to a printing error the above mentioned article [Annals of Applied
Probability 10 (2000) 75--103, doi:10.1214/aoap/1019737665] had numerous
equations appearing incorrectly in the print version of this paper. The entire
article follows as it should have appeared. IMS apologizes to the author and
the readers for this error. A recent paper by Harrison and Van Mieghem
explained in general mathematical terms how one forms an ``equivalent workload
formulation'' of a Brownian network model. Denoting by the state vector
of the original Brownian network, one has a lower dimensional state descriptor
in the equivalent workload formulation, where can be chosen as
any basis matrix for a particular linear space. This paper considers Brownian
models for a very general class of open processing networks, and in that
context develops a more extensive interpretation of the equivalent workload
formulation, thus extending earlier work by Laws on alternate routing problems.
A linear program called the static planning problem is introduced to articulate
the notion of ``heavy traffic'' for a general open network, and the dual of
that linear program is used to define a canonical choice of the basis matrix
. To be specific, rows of the canonical are alternative basic optimal
solutions of the dual linear program. If the network data satisfy a natural
monotonicity condition, the canonical matrix is shown to be nonnegative,
and another natural condition is identified which ensures that admits a
factorization related to the notion of resource pooling.Comment: Published at http://dx.doi.org/10.1214/105051606000000583 in the
Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute
of Mathematical Statistics (http://www.imstat.org
Asymptotic optimality of maximum pressure policies in stochastic processing networks
We consider a class of stochastic processing networks. Assume that the
networks satisfy a complete resource pooling condition. We prove that each
maximum pressure policy asymptotically minimizes the workload process in a
stochastic processing network in heavy traffic. We also show that, under each
quadratic holding cost structure, there is a maximum pressure policy that
asymptotically minimizes the holding cost. A key to the optimality proofs is to
prove a state space collapse result and a heavy traffic limit theorem for the
network processes under a maximum pressure policy. We extend a framework of
Bramson [Queueing Systems Theory Appl. 30 (1998) 89--148] and Williams
[Queueing Systems Theory Appl. 30 (1998b) 5--25] from the multiclass queueing
network setting to the stochastic processing network setting to prove the state
space collapse result and the heavy traffic limit theorem. The extension can be
adapted to other studies of stochastic processing networks.Comment: Published in at http://dx.doi.org/10.1214/08-AAP522 the Annals of
Applied Probability (http://www.imstat.org/aap/) by the Institute of
Mathematical Statistics (http://www.imstat.org
An Improved Link Model for Window Flow Control and Its Application to FAST TCP
This paper presents a link model which captures the queue dynamics in response to a change in a transmission control protocol (TCP) source's congestion window. By considering both self-clocking and the link integrator effect, the model generalizes existing models and is shown to be more accurate by both open loop and closed loop packet level simulations. It reduces to the known static link model when flows' round trip delays are identical, and approximates the standard integrator link model when there is significant cross traffic. We apply this model to the stability analysis of fast active queue management scalable TCP (FAST TCP) including its filter dynamics. Under this model, the FAST control law is linearly stable for a single bottleneck link with an arbitrary distribution of round trip delays. This result resolves the notable discrepancy between empirical observations and previous theoretical predictions. The analysis highlights the critical role of self-clocking in TCP stability, and the proof technique is new and less conservative than existing ones
Elastic calls in an integrated services network: the greater the call size variability the better the QoS
We study a telecommunications network integrating prioritized stream calls and delay tolerant elastic calls that are served with the remaining (varying) service capacity according to a processor sharing discipline. The remarkable observation is presented and analytically supported that the expected elastic call holding time is decreasing in the variability of the elastic call size distribution. As a consequence, network planning guidelines or admission control schemes that are developed based on deterministic or lightly variable elastic call sizes are likely to be conservative and inefficient, given the commonly acknowledged property of e.g.\ \textsc{www}\ documents to be heavy tailed. Application areas of the model and results include fixed \textsc{ip} or \textsc{atm} networks and mobile cellular \textsc{gsm}/\textsc{gprs} and \textsc{umts} networks. \u
Modelling and stability of FAST TCP
We introduce a discrete-time model of FAST TCP that fully captures the effect of self-clocking and compare it with the traditional continuous-time model. While the continuous-time model predicts instability for homogeneous sources sharing a single link when feedback delay is large, experiments suggest otherwise. Using the discrete-time model, we prove that FAST TCP is locally asymptotically stable in general networks when all sources have a common round-trip feedback delay, no matter how large the delay is. We also prove global stability for a single bottleneck link in the absence of feedback delay. The techniques developed here are new and applicable to other protocols
Simple bounds for queueing systems with breakdowns
Computationally attractive and intuitively obvious simple bounds are proposed for finite service systems which are subject to random breakdowns. The services are assumed to be exponential. The up and down periods are allowed to be generally distributed. The bounds are based on product-form modifications and depend only on means. A formal proof is presented. This proof is of interest in itself. Numerical support indicates a potential usefulness for quick engineering and performance evaluation purposes
Switched networks with maximum weight policies: Fluid approximation and multiplicative state space collapse
We consider a queueing network in which there are constraints on which queues
may be served simultaneously; such networks may be used to model input-queued
switches and wireless networks. The scheduling policy for such a network
specifies which queues to serve at any point in time. We consider a family of
scheduling policies, related to the maximum-weight policy of Tassiulas and
Ephremides [IEEE Trans. Automat. Control 37 (1992) 1936--1948], for single-hop
and multihop networks. We specify a fluid model and show that fluid-scaled
performance processes can be approximated by fluid model solutions. We study
the behavior of fluid model solutions under critical load, and characterize
invariant states as those states which solve a certain network-wide
optimization problem. We use fluid model results to prove multiplicative state
space collapse. A notable feature of our results is that they do not assume
complete resource pooling.Comment: Published in at http://dx.doi.org/10.1214/11-AAP759 the Annals of
Applied Probability (http://www.imstat.org/aap/) by the Institute of
Mathematical Statistics (http://www.imstat.org
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