Modulated Branching Processes, Origins of Power Laws and Queueing Duality

Power law distributions have been repeatedly observed in a wide variety of socioeconomic, biological and technological areas. In many of the observations, e.g., city populations and sizes of living organisms, the objects of interest evolve due to the replication of their many independent components, e.g., births-deaths of individuals and replications of cells. Furthermore, the rates of the replication are often controlled by exogenous parameters causing periods of expansion and contraction, e.g., baby booms and busts, economic booms and recessions, etc. In addition, the sizes of these objects often have reflective lower boundaries, e.g., cities do not fall bellow a certain size, low income individuals are subsidized by the government, companies are protected by bankruptcy laws, etc. Hence, it is natural to propose reflected modulated branching processes as generic models for many of the preceding observations. Indeed, our main results show that the proposed mathematical models result in power law distributions under quite general polynomial Gartner-Ellis conditions, the generality of which could explain the ubiquitous nature of power law distributions. In addition, on a logarithmic scale, we establish an asymptotic equivalence between the reflected branching processes and the corresponding multiplicative ones. The latter, as recognized by Goldie (1991), is known to be dual to queueing/additive processes. We emphasize this duality further in the generality of stationary and ergodic processes.Comment: 36 pages, 2 figures; added references; a new theorem in Subsection 4.

Characterizing Heavy-Tailed Distributions Induced by Retransmissions

Consider a generic data unit of random size L that needs to be transmitted over a channel of unit capacity. The channel availability dynamics is modeled as an i.i.d. sequence {A, A_i},i>0 that is independent of L. During each period of time that the channel becomes available, say A_i, we attempt to transmit the data unit. If L<A_i, the transmission was considered successful; otherwise, we wait for the next available period and attempt to retransmit the data from the beginning. We investigate the asymptotic properties of the number of retransmissions N and the total transmission time T until the data is successfully transmitted. In the context of studying the completion times in systems with failures where jobs restart from the beginning, it was shown that this model results in power law and, in general, heavy-tailed delays. The main objective of this paper is to uncover the detailed structure of this class of heavy-tailed distributions induced by retransmissions. More precisely, we study how the functional dependence between P[L>x] and P[A>x] impacts the distributions of N and T. In particular, we discover several functional criticality points that separate classes of different functional behavior of the distribution of N. We also discuss the engineering implications of our results on communication networks since retransmission strategy is a fundamental component of the existing network protocols on all communication layers, from the physical to the application one.Comment: 39 pages, 2 figure

Information Ranking and Power Laws on Trees

We study the situations when the solution to a weighted stochastic recursion has a power law tail. To this end, we develop two complementary approaches, the first one extends Goldie's (1991) implicit renewal theorem to cover recursions on trees; and the second one is based on a direct sample path large deviations analysis of weighted recursive random sums. We believe that these methods may be of independent interest in the analysis of more general weighted branching processes as well as in the analysis of algorithms

Heavy-Tailed Limits for Medium Size Jobs and Comparison Scheduling

We study the conditional sojourn time distributions of processor sharing (PS), foreground background processor sharing (FBPS) and shortest remaining processing time first (SRPT) scheduling disciplines on an event where the job size of a customer arriving in stationarity is smaller than exactly k>=0 out of the preceding m>=k arrivals. Then, conditioning on the preceding event, the sojourn time distribution of this newly arriving customer behaves asymptotically the same as if the customer were served in isolation with a server of rate (1-\rho)/(k+1) for PS/FBPS, and (1-\rho) for SRPT, respectively, where \rho is the traffic intensity. Hence, the introduced notion of conditional limits allows us to distinguish the asymptotic performance of the studied schedulers by showing that SRPT exhibits considerably better asymptotic behavior for relatively smaller jobs than PS/FBPS. Inspired by the preceding results, we propose an approximation to the SRPT discipline based on a novel adaptive job grouping mechanism that uses relative size comparison of a newly arriving job to the preceding m arrivals. Specifically, if the newly arriving job is smaller than k and larger than m-k of the previous m jobs, it is routed into class k. Then, the classes of smaller jobs are served with higher priorities using the static priority scheduling. The good performance of this mechanism, even for a small number of classes m+1, is demonstrated using the asymptotic queueing analysis under the heavy-tailed job requirements. We also discuss refinements of the comparison grouping mechanism that improve the accuracy of job classification at the expense of a small additional complexity.Comment: 26 pages, 2 figure

Proceedings of the Sixth International Workshop on Web Caching and Content Distribution

OVERVIEW The International Web Content Caching and Distribution Workshop (WCW) is a premiere technical meeting for researchers and practitioners interested in all aspects of content caching, distribution and delivery on the Internet. The 2001 WCW meeting was held on the Boston University Campus. Building on the successes of the five previous WCW meetings, WCW01 featured a strong technical program and record participation from leading researchers and practitioners in the field. This report includes all the technical papers presented at WCW'01. Note: Proceedings of WCW'01 are published by Elsevier. Hardcopies of these proceedings can be purchased through the workshop organizers. As a service to the community, electronic copies of all WCW'01 papers are accessible through Technical Report BUCS‐TR‐2001‐017, available from the Boston University Computer Science Technical Report Archives at http://www.cs.bu.edu/techreps. [Ed.note: URL outdated. Use http://www.bu.edu/cs/research/technical-reports/ or http://hdl.handle.net/2144/1455 in this repository to access the reports.]Cisco Systems; InfoLibria; Measurement Factory Inc; Voler