Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions

Multiclass open queueing networks find wide applications in communication, computer and fabrication networks. Often one is interested in steady-state performance measures associated with these networks. Conceptually, under mild conditions, a regenerative structure exists in multiclass networks, making them amenable to regenerative simulation for estimating the steady-state performance measures. However, typically, identification of a regenerative structure in these networks is difficult. A well known exception is when all the interarrival times are exponentially distributed, where the instants corresponding to customer arrivals to an empty network constitute a regenerative structure. In this paper, we consider networks where the interarrival times are generally distributed but have exponential or heavier tails. We show that these distributions can be decomposed into a mixture of sums of independent random variables such that at least one of the components is exponentially distributed. This allows an easily implementable embedded regenerative structure in the Markov process. We show that under mild conditions on the network primitives, the regenerative mean and standard deviation estimators are consistent and satisfy a joint central limit theorem useful for constructing asymptotically valid confidence intervals. We also show that amongst all such interarrival time decompositions, the one with the largest mean exponential component minimizes the asymptotic variance of the standard deviation estimator.Comment: A preliminary version of this paper will appear in Proceedings of Winter Simulation Conference, Washington, DC, 201

Instability in Stochastic and Fluid Queueing Networks

The fluid model has proven to be one of the most effective tools for the analysis of stochastic queueing networks, specifically for the analysis of stability. It is known that stability of a fluid model implies positive (Harris) recurrence (stability) of a corresponding stochastic queueing network, and weak stability implies rate stability of a corresponding stochastic network. These results have been established both for cases of specific scheduling policies and for the class of all work conserving policies. However, only partial converse results have been established and in certain cases converse statements do not hold. In this paper we close one of the existing gaps. For the case of networks with two stations we prove that if the fluid model is not weakly stable under the class of all work conserving policies, then a corresponding queueing network is not rate stable under the class of all work conserving policies. We establish the result by building a particular work conserving scheduling policy which makes the associated stochastic process transient. An important corollary of our result is that the condition $\rho^*\leq 1$, which was proven in \cite{daivan97} to be the exact condition for global weak stability of the fluid model, is also the exact global rate stability condition for an associated queueing network. Here $\rho^*$ is a certain computable parameter of the network involving virtual station and push start conditions.Comment: 30 pages, To appear in Annals of Applied Probabilit

Cross-layer Congestion Control, Routing and Scheduling Design in Ad Hoc Wireless Networks

This paper considers jointly optimal design of crosslayer congestion control, routing and scheduling for ad hoc wireless networks. We first formulate the rate constraint and scheduling constraint using multicommodity flow variables, and formulate resource allocation in networks with fixed wireless channels (or single-rate wireless devices that can mask channel variations) as a utility maximization problem with these constraints. By dual decomposition, the resource allocation problem naturally decomposes into three subproblems: congestion control, routing and scheduling that interact through congestion price. The global convergence property of this algorithm is proved. We next extend the dual algorithm to handle networks with timevarying channels and adaptive multi-rate devices. The stability of the resulting system is established, and its performance is characterized with respect to an ideal reference system which has the best feasible rate region at link layer. We then generalize the aforementioned results to a general model of queueing network served by a set of interdependent parallel servers with time-varying service capabilities, which models many design problems in communication networks. We show that for a general convex optimization problem where a subset of variables lie in a polytope and the rest in a convex set, the dual-based algorithm remains stable and optimal when the constraint set is modulated by an irreducible finite-state Markov chain. This paper thus presents a step toward a systematic way to carry out cross-layer design in the framework of “layering as optimization decomposition” for time-varying channel models

The ODE method for stability of skip-free Markov chains with applications to MCMC

Fluid limit techniques have become a central tool to analyze queueing networks over the last decade, with applications to performance analysis, simulation and optimization. In this paper, some of these techniques are extended to a general class of skip-free Markov chains. As in the case of queueing models, a fluid approximation is obtained by scaling time, space and the initial condition by a large constant. The resulting fluid limit is the solution of an ordinary differential equation (ODE) in ``most'' of the state space. Stability and finer ergodic properties for the stochastic model then follow from stability of the set of fluid limits. Moreover, similarly to the queueing context where fluid models are routinely used to design control policies, the structure of the limiting ODE in this general setting provides an understanding of the dynamics of the Markov chain. These results are illustrated through application to Markov chain Monte Carlo methods.Comment: Published in at http://dx.doi.org/10.1214/07-AAP471 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Non-Equilibrium Statistical Physics of Currents in Queuing Networks

We consider a stable open queuing network as a steady non-equilibrium system of interacting particles. The network is completely specified by its underlying graphical structure, type of interaction at each node, and the Markovian transition rates between nodes. For such systems, we ask the question ``What is the most likely way for large currents to accumulate over time in a network ?'', where time is large compared to the system correlation time scale. We identify two interesting regimes. In the first regime, in which the accumulation of currents over time exceeds the expected value by a small to moderate amount (moderate large deviation), we find that the large-deviation distribution of currents is universal (independent of the interaction details), and there is no long-time and averaged over time accumulation of particles (condensation) at any nodes. In the second regime, in which the accumulation of currents over time exceeds the expected value by a large amount (severe large deviation), we find that the large-deviation current distribution is sensitive to interaction details, and there is a long-time accumulation of particles (condensation) at some nodes. The transition between the two regimes can be described as a dynamical second order phase transition. We illustrate these ideas using the simple, yet non-trivial, example of a single node with feedback.Comment: 26 pages, 5 figure

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

Towards a Queueing-Based Framework for In-Network Function Computation

We seek to develop network algorithms for function computation in sensor networks. Specifically, we want dynamic joint aggregation, routing, and scheduling algorithms that have analytically provable performance benefits due to in-network computation as compared to simple data forwarding. To this end, we define a class of functions, the Fully-Multiplexible functions, which includes several functions such as parity, MAX, and k th -order statistics. For such functions we exactly characterize the maximum achievable refresh rate of the network in terms of an underlying graph primitive, the min-mincut. In acyclic wireline networks, we show that the maximum refresh rate is achievable by a simple algorithm that is dynamic, distributed, and only dependent on local information. In the case of wireless networks, we provide a MaxWeight-like algorithm with dynamic flow splitting, which is shown to be throughput-optimal

A Survey on Delay-Aware Resource Control for Wireless Systems --- Large Deviation Theory, Stochastic Lyapunov Drift and Distributed Stochastic Learning

In this tutorial paper, a comprehensive survey is given on several major systematic approaches in dealing with delay-aware control problems, namely the equivalent rate constraint approach, the Lyapunov stability drift approach and the approximate Markov Decision Process (MDP) approach using stochastic learning. These approaches essentially embrace most of the existing literature regarding delay-aware resource control in wireless systems. They have their relative pros and cons in terms of performance, complexity and implementation issues. For each of the approaches, the problem setup, the general solution and the design methodology are discussed. Applications of these approaches to delay-aware resource allocation are illustrated with examples in single-hop wireless networks. Furthermore, recent results regarding delay-aware multi-hop routing designs in general multi-hop networks are elaborated. Finally, the delay performance of the various approaches are compared through simulations using an example of the uplink OFDMA systems.Comment: 58 pages, 8 figures; IEEE Transactions on Information Theory, 201