Power-of-two sampling in redundancy systems:The impact of assignment constraints

A classical sampling strategy for load balancing policies is power-of-two, where any server pair is sampled with equal probability. This does not cover practical settings with assignment constraints which force non-uniform sampling. While intuition suggests that non-uniform sampling adversely impacts performance, this was only supported through simulations, and rigorous statements have remained elusive. Building on product-form distributions for redundancy systems, we prove the stochastic dominance of uniform sampling for a four-server system as well as arbitrary-size systems in light traffic.</p

Spectral gap of the Erlang A model in the Halfin-Whitt regime

We consider a hybrid diffusion process that is a combination of two Ornstein-Uhlenbeck processes with different restraining forces. This process serves as the heavy-traffic approximation to the Markovian many-server queue with abandonments in the critical Halfin-Whitt regime. We obtain an expression for the Laplace transform of the time-dependent probability distribution, from which the spectral gap is explicitly characterized. The spectral gap gives the exponential rate of convergence to equilibrium. We further give various asymptotic results for the spectral gap, in the limits of small and large abandonment effects. It turns out that convergence to equilibrium becomes extremely slow for overloaded systems with small abandonment effects

Transient behavior of the Halfin-Whitt diffusion

We consider the heavy-traffic approximation to the GI/M/s queueing system in the Halfin-Whitt regime, where both the number of servers s and the arrival rate [lambda] grow large (taking the service rate as unity), with and [beta] some constant. In this asymptotic regime, the queue length process can be approximated by a diffusion process that behaves like a Brownian motion with drift above zero and like an Ornstein-Uhlenbeck process below zero. We analyze the transient behavior of this hybrid diffusion process, including the transient density, approach to equilibrium, and spectral properties. The transient behavior is shown to depend on whether [beta] is smaller or larger than the critical value [beta]*[approximate]1.85722, which confirms the recent result of Gamarnik and Goldberg (2008) [8].GI/M/s queue M/M/s queue Halfin-Whitt regime Queues in heavy traffic Diffusion Asymptotic analysis

Networks of fixed-cycle intersections

We present an algorithmic method for analyzing networks of intersections with static signaling, with as primary example a line network that allows traffic flow over several intersections in one main direction. The method decomposes the network into separate intersections and treats each intersection in isolation using an extension of the fixed-cycle traffic-light (FCTL) queue. The network effects are modeled by matching the output process of one intersection with the input process of the next (downstream) intersection. This network analysis provides insight into wave phenomena due to vehicles experiencing progressive cascades of green lights and sheds light on platoon forming in case of imperfections. Our algorithm is shown to match results from extensive discrete-event simulations and can also be applied to more complex network structures

Counting cliques and cycles in scale-free inhomogeneous random graphs

Scale-free networks contain many small cliques and cycles. We model such networks as inhomogeneous random graphs with regularly varying infinite-variance weights. For these models, the number of cliques and cycles have exact integral expressions amenable to asymptotic analysis. We obtain various asymptotic descriptions for how the average number of cliques and cycles, of any size, grow with the network size. For the cycle asymptotics we invoke the theory of circulant matrices

Sharpest possible clustering bounds using robust random graph analysis

Complex network theory crucially depends on the assumptions made about the degree distribution, while fitting degree distributions to network data is challenging, in particular for scale-free networks with power-law degrees. We present a robust assessment of complex networks that does not depend on the entire degree distribution, but only on its mean, range and dispersion: summary statistics that are easy to obtain for most real-world networks. By solving several semi-infinite linear programs, we obtain tight (the sharpest possible) bounds for correlation and clustering measures, for all networks with degree distributions that share the same summary statistics. We identify various extremal random graphs that attain these tight bounds as the graphs with specific three-point degree distributions. We leverage the tight bounds to obtain robust laws that explain how degree-degree correlations and local clustering evolve as function of node degrees and network size. These robust laws indicate that power-law networks with diverging variance are among the most extreme networks in terms of correlation and clustering, building further theoretical foundation for widely reported scale-free network phenomena such as correlation and clustering decay

Sharpest possible clustering bounds using robust random graph analysis

Complex network theory crucially depends on the assumptions made about the degree distribution, while fitting degree distributions to network data is challenging, in particular for scale-free networks with power-law degrees. We present a robust assessment of complex networks that does not depend on the entire degree distribution, but only on its mean, range, and dispersion: summary statistics that are easy to obtain for most real-world networks. By solving several semi-infinite linear programs, we obtain tight (the sharpest possible) bounds for correlation and clustering measures, for all networks with degree distributions that share the same summary statistics. We identify various extremal random graphs that attain these tight bounds as the graphs with specific three-point degree distributions. We leverage the tight bounds to obtain robust laws that explain how degree-degree correlations and local clustering evolve as a function of node degrees and network size. These robust laws indicate that power-law networks with diverging variance are among the most extreme networks in terms of correlation and clustering, building a further theoretical foundation for the widely reported scale-free network phenomena such as correlation and clustering decay