Convexity properties of loss and overflow functions

We show that the fluid loss ratio in a fluid queue with finite buffer $b$ and constant link capacity $c$ is always a jointly convex function of $b$ and $c$. This generalizes prior work [6] which shows convexity of the $(b,c)$ trade-off for large number of i.i.d. multiplexed sources, using the large deviations rate function as approximation for fluid loss. Our approach also leads to a simpler proof of the prior result, and provides a stronger basis for optimal measurement-based control of resource allocation in shared resource systems

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

Large deviations for complex buffer architectures: the short-range dependent case

This paper considers Gaussian flows multiplexed in a queueing network, where the underlying correlation structure is assumed to be short-range dependent. Whereas previous work mainly focused on the FIFO setting, this paper addresses overflow characteristics of more complex buffer architectures. We subsequently analyze the tandem queue, a priority system, and generalized processor sharing. In a many-sources setting, we explicitly compute the exponential decay rate of the overflow probability. Our study relies on large-deviations arguments, e.g., Schilder's theore

Multiplexing regulated traffic streams: design and performance

The main network solutions for supporting QoS rely on traf- fic policing (conditioning, shaping). In particular, for IP networks the IETF has developed Intserv (individual flows regulated) and Diffserv (only ag- gregates regulated). The regulator proposed could be based on the (dual) leaky-bucket mechanism. This explains the interest in network element per- formance (loss, delay) for leaky-bucket regulated traffic. This paper describes a novel approach to the above problem. Explicitly using the correlation structure of the sources’ traffic, we derive approxi- mations for both small and large buffers. Importantly, for small (large) buffers the short-term (long-term) correlations are dominant. The large buffer result decomposes the traffic stream in a stream of constant rate and a periodic impulse stream, allowing direct application of the Brownian bridge approximation. Combining the small and large buffer results by a concave majorization, we propose a simple, fast and accurate technique to statistically multiplex homogeneous regulated sources. To address heterogeneous inputs, we present similarly efficient tech- niques to evaluate the performance of multiple classes of traffic, each with distinct characteristics and QoS requirements. These techniques, applica- ble under more general conditions, are based on optimal resource (band- width and buffer) partitioning. They can also be directly applied to set GPS (Generalized Processor Sharing) weights and buffer thresholds in a shared resource system

Some aspects of traffic control and performance evaluation of ATM networks

The emerging high-speed Asynchronous Transfer Mode (ATM) networks are expected to integrate through statistical multiplexing large numbers of traffic sources having a broad range of statistical characteristics and different Quality of Service (QOS) requirements. To achieve high utilisation of network resources while maintaining the QOS, efficient traffic management strategies have to be developed. This thesis considers the problem of traffic control for ATM networks. The thesis studies the application of neural networks to various ATM traffic control issues such as feedback congestion control, traffic characterization, bandwidth estimation, and Call Admission Control (CAC). A novel adaptive congestion control approach based on a neural network that uses reinforcement learning is developed. It is shown that the neural controller is very effective in providing general QOS control. A Finite Impulse Response (FIR) neural network is proposed to adaptively predict the traffic arrival process by learning the relationship between the past and future traffic variations. On the basis of this prediction, a feedback flow control scheme at input access nodes of the network is presented. Simulation results demonstrate significant performance improvement over conventional control mechanisms. In addition, an accurate yet computationally efficient approach to effective bandwidth estimation for multiplexed connections is investigated. In this method, a feed forward neural network is employed to model the nonlinear relationship between the effective bandwidth and the traffic situations and a QOS measure. Applications of this approach to admission control, bandwidth allocation and dynamic routing are also discussed. A detailed investigation has indicated that CAC schemes based on effective bandwidth approximation can be very conservative and prevent optimal use of network resources. A modified effective bandwidth CAC approach is therefore proposed to overcome the drawback of conventional methods. Considering statistical multiplexing between traffic sources, we directly calculate the effective bandwidth of the aggregate traffic which is modelled by a two-state Markov modulated Poisson process via matching four important statistics. We use the theory of large deviations to provide a unified description of effective bandwidths for various traffic sources and the associated ATM multiplexer queueing performance approximations, illustrating their strengths and limitations. In addition, a more accurate estimation method for ATM QOS parameters based on the Bahadur-Rao theorem is proposed, which is a refinement of the original effective bandwidth approximation and can lead to higher link utilisation

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

Investigation of delay jitter of heterogeneous traffic in broadband networks

Scope and Methodology of Study: A critical challenge for both wired and wireless networking vendors and carrier companies is to be able to accurately estimate the quality of service (QoS) that will be provided based on the network architecture, router/switch topology, and protocol applied. As a result, this thesis focuses on the theoretical analysis of QoS parameters in term of inter-arrival jitter in differentiated services networks by deploying analytic/mathematical modeling technique and queueing theory, where the analytic model is expressed in terms of a set of equations that can be solved to yield the desired delay jitter parameter. In wireless networks with homogeneous traffic, the effects on the delay jitter in reference to the priority control scheme of the ARQ traffic for the two cases of: 1) the ARQ traffic has a priority over the original transmission traffic; and 2) the ARQ traffic has no priority over the original transmission traffic are evaluated. In wired broadband networks with heterogeneous traffic, the jitter analysis is conducted and the algorithm to control its effect is also developed.Findings and Conclusions: First, the results show that high priority packets always maintain the minimum inter-arrival jitter, which will not be affected even in heavy load situation. Second, the Gaussian traffic modeling is applied using the MVA approach to conduct the queue length analysis, and then the jitter analysis in heterogeneous broadband networks is investigated. While for wireless networks with homogeneous traffic, binomial distribution is used to conduct the queue length analysis, which is sufficient and relatively easy compared to heterogeneous traffic. Third, develop a service discipline called the tagged stream adaptive distortion-reducing peak output-rate enforcing to control and avoid the delay jitter increases without bound in heterogeneous broadband networks. Finally, through the analysis provided, the differential services, was proved not only viable, but also effective to control delay jitter. The analytic models that serve as guidelines to assist network system designers in controlling the QoS requested by customer in term of delay jitter

Many-Sources Large Deviations for Max-Weight Scheduling

In this paper, a many-sources large deviations principle (LDP) for the transient workload of a multi-queue single-server system is established where the service rates are chosen from a compact, convex and coordinate-convex rate region and where the service discipline is the max-weight policy. Under the assumption that the arrival processes satisfy a many-sources LDP, this is accomplished by employing Garcia's extended contraction principle that is applicable to quasi-continuous mappings. For the simplex rate-region, an LDP for the stationary workload is also established under the additional requirements that the scheduling policy be work-conserving and that the arrival processes satisfy certain mixing conditions. The LDP results can be used to calculate asymptotic buffer overflow probabilities accounting for the multiplexing gain, when the arrival process is an average of \emph{i.i.d.} processes. The rate function for the stationary workload is expressed in term of the rate functions of the finite-horizon workloads when the arrival processes have \emph{i.i.d.} increments.Comment: 44 page