The transient behavior of the M/Ek/2 queue and steady-state simulation

The probabilistic structure for the transient M/Ek/2 queue is derived in discrete time, where Ek denotes a k-Erlang distribution. This queue has a two-dimensional state-space. Expressions for the expected delay in queue are formulated in terms of transition probabilities. Results are numerically evaluated for a few cases. The convergence behavior is similar to that seen in previous work on queues with one-dimensional state spaces. The implications for initialization of steady-state simulations are discussed.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/27548/1/0000592.pd

On the Power of (even a little) Centralization in Distributed Processing

We propose and analyze a multi-server model that captures a performance trade-off between centralized and distributed processing. In our model, a fraction p of an available resource is deployed in a centralized manner (e.g., to serve a most loaded station) while the remaining fraction 1-p is allocated to local servers that can only serve requests addressed specifically to their respective stations. Using a fluid model approach, we demonstrate a surprising phase transition in steady-state delay, as p changes: in the limit of a large number of stations, and when any amount of centralization is available (p>0), the average queue length in steady state scales as log [subscript 1/1-p] 1/1-λ when the traffic intensity λ goes to 1. This is exponentially smaller than the usual M/M/1-queue delay scaling of 1/1-λ, obtained when all resources are fully allocated to local stations (p=0). This indicates a strong qualitative impact of even a small degree of centralization. We prove convergence to a fluid limit, and characterize both the transient and steady-state behavior of the finite system, in the limit as the number of stations N goes to infinity. We show that the queue-length process converges to a unique fluid trajectory (over any finite time interval, as N → ∞), and that this fluid trajectory converges to a unique invariant state v[superscript I], for which a simple closed-form expression is obtained. We also show that the steady-state distribution of the N-server system concentrates on v[superscript I] as N goes to infinity.Irwin Mark Jacobs and Joan Klein Jacobs Presidential FellowshipXerox Fellowship ProgramThomas and Stacey Siebel Foundation (Scholarship)National Science Foundation (U.S.) (Grant CCF-0728554

Lingering Issues in Distributed Scheduling

Recent advances have resulted in queue-based algorithms for medium access control which operate in a distributed fashion, and yet achieve the optimal throughput performance of centralized scheduling algorithms. However, fundamental performance bounds reveal that the "cautious" activation rules involved in establishing throughput optimality tend to produce extremely large delays, typically growing exponentially in 1/(1-r), with r the load of the system, in contrast to the usual linear growth. Motivated by that issue, we explore to what extent more "aggressive" schemes can improve the delay performance. Our main finding is that aggressive activation rules induce a lingering effect, where individual nodes retain possession of a shared resource for excessive lengths of time even while a majority of other nodes idle. Using central limit theorem type arguments, we prove that the idleness induced by the lingering effect may cause the delays to grow with 1/(1-r) at a quadratic rate. To the best of our knowledge, these are the first mathematical results illuminating the lingering effect and quantifying the performance impact. In addition extensive simulation experiments are conducted to illustrate and validate the various analytical results

Queuing with future information

We study an admissions control problem, where a queue with service rate $1-p$ receives incoming jobs at rate $\lambda\in(1-p,1)$, and the decision maker is allowed to redirect away jobs up to a rate of $p$, with the objective of minimizing the time-average queue length. We show that the amount of information about the future has a significant impact on system performance, in the heavy-traffic regime. When the future is unknown, the optimal average queue length diverges at rate $\sim\log_{1/(1-p)}\frac{1}{1-\lambda}$, as $\lambda\to 1$. In sharp contrast, when all future arrival and service times are revealed beforehand, the optimal average queue length converges to a finite constant, $(1-p)/p$, as $\lambda\to1$. We further show that the finite limit of $(1-p)/p$ can be achieved using only a finite lookahead window starting from the current time frame, whose length scales as $\mathcal{O}(\log\frac{1}{1-\lambda})$, as $\lambda\to1$. This leads to the conjecture of an interesting duality between queuing delay and the amount of information about the future.Comment: Published in at http://dx.doi.org/10.1214/13-AAP973 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

The pseudo-self-similar traffic model: application and validation

Since the early 1990¿s, a variety of studies has shown that network traffic, both for local- and wide-area networks, has self-similar properties. This led to new approaches in network traffic modelling because most traditional traffic approaches result in the underestimation of performance measures of interest. Instead of developing completely new traffic models, a number of researchers have proposed to adapt traditional traffic modelling approaches to incorporate aspects of self-similarity. The motivation for doing so is the hope to be able to reuse techniques and tools that have been developed in the past and with which experience has been gained. One such approach for a traffic model that incorporates aspects of self-similarity is the so-called pseudo self-similar traffic model. This model is appealing, as it is easy to understand and easily embedded in Markovian performance evaluation studies. In applying this model in a number of cases, we have perceived various problems which we initially thought were particular to these specific cases. However, we recently have been able to show that these problems are fundamental to the pseudo self-similar traffic model. In this paper we review the pseudo self-similar traffic model and discuss its fundamental shortcomings. As far as we know, this is the first paper that discusses these shortcomings formally. We also report on ongoing work to overcome some of these problems