Load Balancing via Random Local Search in Closed and Open systems

In this paper, we analyze the performance of random load resampling and migration strategies in parallel server systems. Clients initially attach to an arbitrary server, but may switch server independently at random instants of time in an attempt to improve their service rate. This approach to load balancing contrasts with traditional approaches where clients make smart server selections upon arrival (e.g., Join-the-Shortest-Queue policy and variants thereof). Load resampling is particularly relevant in scenarios where clients cannot predict the load of a server before being actually attached to it. An important example is in wireless spectrum sharing where clients try to share a set of frequency bands in a distributed manner.Comment: Accepted to Sigmetrics 201

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

Perfect Simulation of M/G/cM/G/c Queues

In this paper we describe a perfect simulation algorithm for the stable $M/G/c$ queue. Sigman (2011: Exact Simulation of the Stationary Distribution of the FIFO M/G/c Queue. Journal of Applied Probability, 48A, 209--213) showed how to build a dominated CFTP algorithm for perfect simulation of the super-stable $M/G/c$ queue operating under First Come First Served discipline, with dominating process provided by the corresponding $M/G/1$ queue (using Wolff's sample path monotonicity, which applies when service durations are coupled in order of initiation of service), and exploiting the fact that the workload process for the $M/G/1$ queue remains the same under different queueing disciplines, in particular under the Processor Sharing discipline, for which a dynamic reversibility property holds. We generalize Sigman's construction to the stable case by comparing the $M/G/c$ queue to a copy run under Random Assignment. This allows us to produce a naive perfect simulation algorithm based on running the dominating process back to the time it first empties. We also construct a more efficient algorithm that uses sandwiching by lower and upper processes constructed as coupled $M/G/c$ queues started respectively from the empty state and the state of the $M/G/c$ queue under Random Assignment. A careful analysis shows that appropriate ordering relationships can still be maintained, so long as service durations continue to be coupled in order of initiation of service. We summarize statistical checks of simulation output, and demonstrate that the mean run-time is finite so long as the second moment of the service duration distribution is finite.Comment: 28 pages, 5 figure

Discrete events: Perspectives from system theory

Systems Theory;differentiaal/ integraal-vergelijkingen