SCHEDULING IN PACKET SWITCHED CELLULAR WIRELESS SYSTEMS

In cellular wireless networks where users have independent fading channels, throughput for delay tolerant applications has been greatly increased on the downlink by using opportunistic schedulers at the base station. These schedulers exploit the multiuser diversity inherent in cellular systems. An interesting question is how opportunistic schedulers will provide Quality of Service(QoS) guarantees for a mix of data traffic and traffic from delay-sensitive multimedia applications. In the first part of this dissertation, we completely characterize the scheduled rate, delay and packet service times experienced by mobile users in a packet switched cellular wireless system in terms of a configurable base station scheduler metric. The metric used has a general form, combining an estimate of a mobile user's channel quality with the scheduling delay experienced by the user. In addition to quantifying the scheduler performance, our analysis highlights the inherent trade-off between system throughput and the delay experienced by mobile users with opportunistic scheduling. We also use this analysis to study the effect of prioritized voice users on data users in a cellular wireless system with delay constrained opportunistic scheduling. Our statistical analysis of the forward link is validated by extensive simulations of a system architecture based on the CDMA 1xEV-DO system. The increase in data traffic from mobiles to the base station has led to a growing interest in a scheduled reverse link in the 1xEV-DO system. We address the reverse link scheduling problem in a multi-cell scenario with interference constraints both within and outside the cell. This approach leads to a co-operative scheduling algorithm where each base station in a cellular network maximizes the sum of mobile data transmission rates subject to linear constraints on (1) the maximum received power for individual mobiles(2) the total interference caused by scheduled mobiles to (a) traffic and control channels of other mobiles within the cell and (b) mobiles in neighboring cells. Simulations of the reverse link structure based on the 1xEV-D0 system highlight the distinct advantages of this algorithm in ensuring predictable inter-cell interference and higher aggregate cell throughputs

The Time-Varying Risk and Return Trade Off in Indian Stock Markets

This paper investigates the relationship between stock market returns and volatility in the Indian stock markets using AR(1)-EGARCH(p, q)-in-Mean model. The study considers daily closing prices of two major indexes of Indian stock exchanges, viz., S&P CNX NIFTY and the BSE-SENSEX of National Stock Exchange (NSE) and Bombay Stock Exchange (BSE), respectively for the period from July 1, 1997 to December 31, 2013. The empirical results show positive but insignificant relationship between stock returns and conditional variance in the case of NSE Nifty and BSE SENSEX stock markets. Besides, the analysis reveals that volatility is persistent and there exists leverage effect supporting the work of Nelson (1991) in the Indian stock markets. The present study suggests that the capital market regulators, investors and market participants should employ the asymmetric GARCH-type model that sufficiently captures the stylized characteristics of the return, such as time varying volatility, high persistence and asymmetric volatility responses, in determining the hedging strategy and portfolio management and estimating and forecasting volatility for risk management decision making at Indian Stock Exchange

Fair Resource Allocation in Hybrid Network Gateways with Per-Flow Queueing

In this paper, we present an efficient resource allocation scheme forscheduling and buffer management in a bottleneck hybrid Internetgateway. We use Fair Queueing in conjunction with Probabilistic FairDrop, a new buffer management policy, to allocate bandwidth and bufferspace in the gateway to ensure that all TCP flows threading thegateway achieve high end-to-end throughput and fair service. Wepropose the use of buffer dimensioning to alleviate the inherent biasof the TCP algorithm towards connections with large Round Trip Timeand validate our scheme through simulations

The Time-Varying Risk and Return Trade Off in Indian Stock Markets

This paper investigates the relationship between stock market returns and volatility in the Indian stock markets using AR(1)-EGARCH(p, q)-in-Mean model. The study considers daily closing prices of two major indexes of Indian stock exchanges, viz., S&P CNX NIFTY and the BSE-SENSEX of National Stock Exchange (NSE) and Bombay Stock Exchange (BSE), respectively for the period from July 1, 1997 to December 31, 2013. The empirical results show positive but insignificant relationship between stock returns and conditional variance in the case of NSE Nifty and BSE SENSEX stock markets. Besides, the analysis reveals that volatility is persistent and there exists leverage effect supporting the work of Nelson (1991) in the Indian stock markets. The present study suggests that the capital market regulators, investors and market participants should employ the asymmetric GARCH-type model that sufficiently captures the stylized characteristics of the return, such as time varying volatility, high persistence and asymmetric volatility responses, in determining the hedging strategy and portfolio management and estimating and forecasting volatility for risk management decision making at Indian Stock Exchange

An Analysis of Delay-Constrained Opportunistic Scheduling for Cellular Wireless Systems

Base station schedulers in 3G and evolving 4G cellular systems use knowledge of the time-varying channel conditions of mobile users to exploit the multiuser diversity inherent in wireless networks. Although such opportunistic schedulers significantly improve the system throughput by scheduling users when their channel conditions are most favorable, they could degrade the user experience as a result of unfair resource allocation and increased variability in the scheduled rate and delay. The growing need to provide service differentiation between delay-sensitive multimedia traffic and non real-time data traffic over packet switched air-interfaces underscores the need for these schedulers to incorporate delay constraints. In this work, we focus primarily on the trade-off between the realization of multiuser diversity gain and the provision of delay guarantees. Our main contribution is an analytical characterization of the distributions of the delay and rate offered by an opportunistic scheduler. The scheduling metric used in the algorithm combines the rate requested by the user and scheduling delay in a general form. Our analysis of a wireless system with a finite number of users in discrete time is strongly supported by system simulations of a time-slotted cellular downlink shared by multiple mobile users with independent, fading channels. We also compute closed form expressions for the scheduler statistics using a continuous approximation. The results in this paper can be used to evaluate system performance and provision resources to support Quality of Service (QoS) guarantees in broadband wireless networks

Fair Bandwidth Allocation and Buffer Management in Hybrid Network Gateways

In this paper, we present an efficient and fair resource allocationscheme for scheduling and buffer management in a bottleneck hybridsatellite-terrestrial network gateway with per-flow TCP queues. Ourfirst contribution is the use of Fair Queueing in conjunction withProbabilistic Fair Drop, a new buffer management policy to allocatebandwidth and buffer space in the gateway, to ensure that all TCPflows threading the gateway achieve high end-to-end throughput andfair service. Our second contribution is to introduce the concept ofbuffer dimensioning to alleviate the inherent bias of the TCPalgorithm towards connections with large Round Trip Time. In supportof each of these contributions, we report on extensive simulationresults. Our scheme outperforms other resource allocation schemesreported in the literature and in particular, demonstrates significantimprovements in fairness to long RTT connections in the hybrid networkframework