Analysis of State-Independent Importance-Sampling Measures for the Two-Node Tandem Queue

We investigate the simulation of overflow of the total population of a Markovian two-node tandem queue model during a busy cycle, using importance sampling with a state-independent change of measure. We show that the only such change of measure that may possibly result in asymptotically efficient simulation for large overflow levels is exchanging the arrival rate with the smallest service rate. For this change of measure, we classify the model's parameter space into regions of asymptotic efficiency, exponential growth of the relative error, and infinite variance, using both analytical and numerical techniques

Fast simulation of the leaky bucket algorithm

We use fast simulation methods, based on importance sampling, to efficiently estimate cell loss probability in queueing models of the Leaky Bucket algorithm. One of these models was introduced by Berger (1991), in which the rare event of a cell loss is related to the rare event of an empty finite buffer in an "overloaded" queue. In particular, we propose a heuristic change of measure for importance sampling to efficiently estimate the probability of the rare empty-buffer event in an asymptotically unstable GI/GI/1/k queue. This change of measure is, in a way, "dual" to that proposed by Parekh and Walrand (1989) to estimate the probability of a rare buffer overflow event. We present empirical results to demonstrate the effectiveness of our fast simulation method. Since we have not yet obtained a mathematical proof, we can only conjecture that our heuristic is asymptotically optimal, as k/spl rarr//spl infin/

Backpressure-based control protocols: design and computational aspects

Congestion control in packet-based networks is often realized by feedback protocols. In this paper we assess their performance under a back-pressure mechanism that has been proposed and standardized for Ethernet metropolitan networks. In such a mechanism the service rate of an upstream queue is reduced when the downstream queue is congested, in order to protect the downstream queue. We study a Markovian model that captures the essentials of the protocol, but at the same time allows for numerical analysis. We first derive explicit results for the stability condition of the model (which turns out to be nontrivial). Then we present logarithmic estimates of the probability of buffer overflow in the second queue, which are subsequentially used when devising an efficient simulation procedure based on importance sampling. We conclude the paper by presenting a number of numerical results, and some general design guidelines

Temporal Correlations of Local Network Losses

We introduce a continuum model describing data losses in a single node of a packet-switched network (like the Internet) which preserves the discrete nature of the data loss process. {\em By construction}, the model has critical behavior with a sharp transition from exponentially small to finite losses with increasing data arrival rate. We show that such a model exhibits strong fluctuations in the loss rate at the critical point and non-Markovian power-law correlations in time, in spite of the Markovian character of the data arrival process. The continuum model allows for rather general incoming data packet distributions and can be naturally generalized to consider the buffer server idleness statistics

Large deviations of an infinite-server system with a linearly scaled background process

This paper studies an infinite-server queue in a Markov environment, that is, an infinite-server queue with arrival rates and service times depending on the state of a Markovian background process. We focus on the probability that the number of jobs in the system attains an unusually high value. Scaling the arrival rates ¿i¿i by a factor NN and the transition rates ¿ij¿ij of the background process as well, a large-deviations based approach is used to examine such tail probabilities (where NN tends to 88). The paper also presents qualitative properties of the system’s behavior conditional on the rare event under consideration happening. Keywords: Queues; Infinite-server systems; Markov modulation; Large deviation