Two extensions of Kingman's GI/G/1 bound

A simple bound in GI/G/1 queues was obtained by Kingman using a discrete martingale transform. We extend this technique to 1) multiclass $\Sigma\textrm{GI/G/1}$ queues and 2) Markov Additive Processes (MAPs) whose background processes can be time-inhomogeneous or have an uncountable state-space. Both extensions are facilitated by a necessary and sufficient ordinary differential equation (ODE) condition for MAPs to admit continuous martingale transforms. Simulations show that the bounds on waiting time distributions are almost exact in heavy-traffic, including the cases of 1) heterogeneous input, e.g., mixing Weibull and Erlang-k classes and 2) Generalized Markovian Arrival Processes, a new class extending the Batch Markovian Arrival Processes to continuous batch sizes

Scheduling analysis with martingales

This paper proposes a new characterization of queueing systems by bounding a suitable exponential transform with a martingale. The constructed martingale is quite versatile in the sense that it captures queueing systems with Markovian and autoregressive arrivals in a unified manner; the second class is particularly relevant due to Wold’s decomposition of stationary processes. Moreover, using the framework of stochastic network calculus, the martingales allow for a simple handling of typical queueing operations: (1) flows’ multiplexing translates into multiplying the corresponding martingales, and (2) scheduling translates into time-shifting the martingales. The emerging calculus is applied to estimate the per-flow delay for FIFO, SP, and EDF scheduling. Unlike state-of-the-art results, our bounds capture a fundamental exponential leading constant in the number of multiplexed flows, and additionally are numerically tight

Stochastic bounds in fork-join queueing systems under full and partial mapping

In a Fork-Join (FJ) queueing system an upstream fork station splits incoming jobs into N tasks to be further processed by N parallel servers, each with its own queue; the response time of one job is determined, at a downstream join station, by the maximum of the corresponding tasks’ response times. This queueing system is useful to the modelling of multi-service systems subject to synchronization constraints, such as MapReduce clusters or multipath routing. Despite their apparent simplicity, FJ systems are hard to analyze. This paper provides the first computable stochastic bounds on the waiting and response time distributions in FJ systems under full (bijective) and partial (injective) mapping of tasks to servers. We consider four practical scenarios by combining 1a) renewal and 1b) non-renewal arrivals, and 2a) non-blocking and 2b) blocking servers. In the case of non-blocking servers we prove that delays scale as O(log N), a law which is known for first moments under renewal input only. In the case of blocking servers, we prove that the same factor of log N dictates the stability region of the system. Simulation results indicate that our bounds are tight, especially at high utilizations, in all four scenarios. A remarkable insight gained from our results is that, at moderate to high utilizations, multipath routing “makes sense” from a queueing perspective for two paths only, i.e., response times drop the most when N = 2; the technical explanation is that the resequencing (delay) price starts to quickly dominate the tempting gain due to multipath transmissions

Sharp Bounds in Stochastic Network Calculus

The practicality of the stochastic network calculus (SNC) is often questioned on grounds of potential looseness of its performance bounds. In this paper it is uncovered that for bursty arrival processes (specifically Markov-Modulated On-Off (MMOO)), whose amenability to \textit{per-flow} analysis is typically proclaimed as a highlight of SNC, the bounds can unfortunately indeed be very loose (e.g., by several orders of magnitude off). In response to this uncovered weakness of SNC, the (Standard) per-flow bounds are herein improved by deriving a general sample-path bound, using martingale based techniques, which accommodates FIFO, SP, EDF, and GPS scheduling. The obtained (Martingale) bounds gain an exponential decay factor of ${\mathcal{O}}(e^{-\alpha n})$ in the number of flows $n$. Moreover, numerical comparisons against simulations show that the Martingale bounds are remarkably accurate for FIFO, SP, and EDF scheduling; for GPS scheduling, although the Martingale bounds substantially improve the Standard bounds, they are numerically loose, demanding for improvements in the core SNC analysis of GPS

Practical analysis of replication-based systems

Task replication has been advocated as a practical solution to reduce response times in parallel systems. The analysis of replication-based systems typically rests on some strong assumptions: Poisson arrivals, exponential service times, or independent service times of the replicas. This study is motivated not only by several studies which indicate that these assumptions are unrealistic, but also by some elementary observations highlighting some contriving behaviour. For instance, when service times are not exponential, adding a replication factor can stabilize an unstable system, i.e., having infinite delays, but a tempting higher replication factor can push the system back in a perilous unstable state. This behaviour disappears however if the replicas are sufficiently correlated, in which case any replication factor would even be detrimental.Motivated by the need to dispense with such common yet unrealistic and misleading assumptions, we provide a robust theoretical framework to compute stochastic bounds on response time distributions in general replication systems subject to Markovian arrivals, quite general service times, and correlated replicas. Numerical results show that our bounds are accurate and improve state-of-the-art bounds in the case of Markovian arrivals by as much as three orders of magnitude. We apply our results to a practical application and highlight that correctly setting the replication factor crucially depends on both the service time distributions of the replicas and the degree of correlation amongst

Service martingales : theory and applications to the delay analysis of random access protocols

This paper proposes a martingale extension of effective-capacity, a concept which has been instrumental in teletraffic theory to model the link-layer wireless channel and analyze QoS metrics. Together with a recently developed concept of an arrival-martingale, the proposed service-martingale concept enables the queueing analysis of a bursty source sharing a MAC channel. In particular, the paper derives the first rigorous and accurate stochastic delay bounds for a Markovian source sharing either an Aloha or CSMA/CA channel, and further considers two extended scenarios accounting for 1) in-source scheduling and 2) spatial multiplexing MIMO. By leveraging the powerful martingale methodology, the obtained bounds are remarkably tight and improve state-of-the-art bounds by several orders of magnitude. Moreover, the obtained bounds indicate that MIMO spatial multiplexing is subject to the fundamental power-of-two phenomena

Sharp per-flow delay bounds for bursty arrivals : the case of FIFO, SP, and EDF scheduling

The practicality of the stochastic network calculus (SNC) is often questioned on grounds of potential looseness of its performance bounds. In this paper, it is uncovered that for bursty arrival processes (specifically Markov-Modulated On-Off (MMOO)), whose amenability to per-flow analysis is typically proclaimed as a highlight of SNC, the bounds can unfortunately be very loose (e.g., by several orders of magnitude off). In response to this uncovered weakness of SNC, the (Standard) per-flow bounds are herein improved by deriving a general sample-path bound, using martingale based techniques, which accommodates FIFO, SP, and EDF scheduling. The obtained (Martingale) bounds capture an extra exponential decay factor of O (e-αn) in the number of flows n. Moreover, numerical comparisons against simulations show that the Martingale bounds are not only remarkably accurate, but they also improve the Standard SNC bounds by factors as large as 100 or even 1000

Stochastic network calculus with martingales.

The practicality of the stochastic network calculus (SNC) is often questioned on grounds of looseness of its performance bounds. The reason for its inaccuracy lies in the usage of too elementary tools from probability theory, such as Boole’s inequality, which is unable to account for correlations and thus inappropriate to properly model arrival flows. In this thesis, we propose an extension of stochastic network calculus that characterizes its main objects, namely arrival and service processes, in terms of martingales. This characterization allows to overcome the shortcomings of the classical SNC by leveraging Doob’s inequality to provide more accurate performance bounds. Additionally, the emerging stochastic network calculus with martingales is quite versatile in the sense that queueing related operations like multiplexing and scheduling directly translate into operations of the corresponding martingales. Concretely, the framework is applied to analyze the per-flow delay of various scheduling policies, the performance of random access protocols, and queueing scenarios with a random number of parallel flows. Moreover, we show our methodology is not only relevant within SNC but can be useful also in related queueing systems. E.g., in the context of multi-server systems, we provide a martingale-based analysis of fork-join queueing systems and systems with replications. Throughout, numerical comparisons against simulations show that the Martingale bounds obtained with Doob’s inequality are not only remarkably accurate, but they also improve the Standard SNC bounds by several orders of magnitude