Equilibria of a class of transport equations arising in congestion control

We consider a multi-queue multi-server system with n servers (processors) and m queues. At the system there arrives a stationary and ergodic stream of m different types of requests with service requirements which are served according to the following k-limited head of the line processor sharing discipline: The first k requests at the head of the m queues are served in processor sharing by the n processors, where each request may receive at most the capacity of one processor. By means of sample path analysis and Loynes’ monotonicity method, a stationary and ergodic state process is constructed, and a necessary as well as a sufficient condition for the stability of the m separate queues are given, which are tight within the class of all stationary ergodic inputs. These conditions lead to tight necessary and sufficient conditions for the whole system, also in case of permanent customers, generalizing an earlier result by the authors for the case of n=k=1. This work was supported by a grant from the Siemens AG.     

A mean-field limit for a class of queueing networks

A model of centralized symmetric message-switched networks is considered, where the messages having a common address must be served in the central node in the order which corresponds to their epochs of arrival to the network. The limitN is discussed, whereN is the branching number of the network graph. This procedure is inspired by an analogy with statistical mechanics (the mean-field approximation). The corresponding limit theorems are established and the limiting probability distribution for the network response time is obtained. Properties of this distribution are discussed in terms of an associated boundary problem.     

Metastability of Queuing Networks with Mobile Servers

Journal of Statistical Physics - We study symmetric queuing networks with moving servers and FIFO service discipline. The mean-field limit dynamics demonstrates unexpected behavior which we...     

Inverse problems in queueing theory and Internet probing

Queueing theory is typically concerned with the solution of direct problems, where the trajectory of the queueing system, and laws thereof, are derived based on a complete specification of the system, its inputs and initial conditions. In this paper we point out the importance of inverse problems in queueing theory, which aim to deduce unknown parameters of the system based on partially observed trajectories. We focus on the class of problems stemming from probing based methods for packet switched telecommunications networks, which have become a central tool in the measurement of the structure and performance of the Internet. We provide a general definition of the inverse problems in this class and map out the key variants: the analytical methods, the statistical methods and the design of experiments. We also contribute to the theory in each of these subdomains. Accordingly, a particular inverse problem based on product-form queueing network theory is tackled in detail, and a number of other examples are given. We also show how this inverse problem viewpoint translates to the design of concrete Internet probing applications.     

Asymptotic results on infinite tandem queueing networks

We consider an infinite tandem queueing network consisting of ·/GI/1/∞ stations with i.i.d. service times. We investigate the asymptotic behavior of t(n, k), the inter-arrival times between customers n and n + 1 at station k, and that of w(n, k), the waiting time of customer n at station k. We establish a duality property by which w(n, k) and the “idle times”y(n, k) play symmetrical roles. This duality structure, interesting by itself, is also instrumental in proving some of the ergodic results. We consider two versions of the model: the quadrant and the half-plane. In the quadrant version, the sequences of boundary conditions {w(0,k), k∈ℕ} and {t(n, 0), n∈ℕ}, are given. In the half-plane version, the sequence {t(n, 0), n∈ℕ} is given. Under appropriate assumptions on the boundary conditions and on the services, we obtain ergodic results for both versions of the model. For the quadrant version, we prove the existence of temporally ergodic evolutions and of spatially ergodic ones. Furthermore, the process {t(n, k), n∈ℕ} converges weakly with k to a limiting distribution, which is invariant for the queueing operator. In the more difficult half plane problem, the aim is to obtain evolutions which are both temporally and spatially ergodic. We prove that 1/n∑ _k=1 ⁿ w(0, k) converges almost surely and in L ₁ to a finite constant. This constitutes a first step in trying to prove that {t(n,k), n∈ℤ} converges weakly with k to an invariant limiting distribution. Received: 23 March 1999 / Revised version: 5 January 2000 / Published online: 12 October 2000     

On optimizing CSMA for wide area ad hoc networks

The recent deployment of data-rich smart phones has led to a fresh impetus for understanding the performance of wide area ad hoc networks. The most popular medium access mechanism for such ad hoc networks is CSMA/CA with RTS/CTS. In CSMA-like mechanisms, spatial reuse is achieved by implementing energy-based guard zones. We consider the problem of simultaneously scheduling the maximum number of links that can achieve a given signal to interference ratio (SIR). In this paper, using tools from stochastic geometry, we study and maximize the medium access probability of a typical link. Our contributions are two-fold: (i) We show that a simple modification to the RTS/CTS mechanism, viz., changing the receiver yield decision from an energy-level guard zone to an SIR guard zone, leads to performance gains; and (ii) We show that this combined with a simple modification to the transmit power level—setting it inversely proportional to the square root of the link gain—leads to significant improvements in network throughput. Further, this simple power-level choice is no worse than a factor of two away from optimal over the class of all “local” power level selection strategies for fading channels, and further is optimal in the non-fading case. The analysis relies on an extension of the Matérn hard core point process which allows us to quantify both these SIR guard zones and this power control mechanism.     

Ergodicity of Jackson-type queueing networks

This paper gives a pathwise construction of Jackson-type queueing networks allowing the derivation of stability and convergence theorems under general probabilistic assumptions on the driving sequences; namely, it is only assumed that the input process, the service sequences and the routing mechanism are jointly stationary and ergodic in a sense that is made precise in the paper. The main tools for these results are the subadditive ergodic theorem, which is used to derive a strong law of large numbers, and basic theorems on monotone stochastic recursive sequences. The techniques which are proposed here apply to other and more general classes of discrete event systems, like Petri nets or GSMPs. The paper also provides new results on the Jackson-type networks with i.i.d. driving sequences which were studied in the past.The work of this author was supported in part by a grant from the European Commission DG XIII, under the BRA Qmips contract.The work of this author was supported by a sabbatical grant from INRIA Sophia Antipolis.     

A single server queue in a hard-real-time environment

We consider a single server first in first out queue in which each arriving task has to be completed within a certain period of time (its deadline). More precisely, each arriving task has its own deadline - a non-negative real number - and as soon as the response time of one task exceeds its deadline, the whole system in considered to have failed. (In that sense the deadline is hard.) The main practical motivation for analyzing such queues comes from the need to evaluate mathematically the reliability of computer systems working with real time constraints (space or aircraft systems for instance). We shall therefore be mainly concerned with the analytical characterization of the transient behavior of such a queue in order to determine the probability of meeting all hard deadlines during a finite period of time (the ‘mission time’). The probabilistic methods for analyzing such systems are suggested by earlier work on impatience in telecommunication systems [1,2].     

Communication and time complexity of a distributed election protocol

we evaluate several variants of a standard election algorithm on a ring of processors. The performance measures of interest are the number of messages exchanged (communication complexity) and the execution time (time complexity). Classical models use a synchronism assumption according to which all processors start at the same time and message delays are constant.We attempt to capture the essential asynchronism of this class of algorithms by using probabilistic models. Two such models are discussed, one in discrete and one in continuous time. In each case, both the uni- and the bidirectional cases are studied and compared. We obtain expressions for the distributions of the number of exchanged messages and derive their asymptotic behavior whenn, the number of processors in the ring, grows large. The results show how the communication complexity actually depends on the speed of communcations on the ring, and what is the interest of having bidirectional communications.We also address in part the evaluation of the completion time of the algorithm. This time decomposes into astartup time and anexploration time. We show that the average of the startup time is of the order of logn.     

Expansions for Joint Laplace Transform of Stationary Waiting Times in (max,+)-linear Systems with Poisson Input

We give a Taylor series expansion for the joint Laplace transform of stationary waiting times in open (max,+)-linear stochastic systems with Poisson input. Probabilistic expressions are derived for coefficients of all orders. Even though the computation of these coefficients can be hard for certain systems, it is sufficient to compute only a few coefficients to obtain good approximations (especially under the assumption of light traffic). Combining this new result with the earlier expansion formula for the mean stationary waiting times, we also provide a Taylor series expansion for the covariance of stationary waiting times in such systems.It is well known that (max,+)-linear systems can be used to represent stochastic Petri nets belonging to the class of event graphs. This class contains various instances of queueing networks like acyclic or cyclic fork-and-join queueing networks, finite or infinite capacity tandem queueing networks with various types of blocking, synchronized queueing networks and so on. It also contains some basic manufacturing models such as kanban networks, assembly systems and so forth. The applicability of this expansion technique is discussed for several systems of this type.