Fractional Brownian motion (fBm) emerged as a useful model for self-similar and long-range dependent Internet traffic. Approximate performance measures are known from large deviations theory for single queuing systems with fBm through traffic. In this paper we derive end-to-end performance bounds for a through flow in a network of tandem queues under fBm cross traffic. To this end, we prove a rigorous sample path envelope for fBm that complements previous approximate results. We find that both approaches agree in their outcome that overflow probabilities for fBm traffic have a Weibullian tail. We employ the sample path envelope and the concept of leftover service curves to model the remaining service after scheduling fBm cross traffic at a system. Using composition results for tandem systems from the stochastic network calculus we derive end-to-end statistical performance bounds for individual flows in networks under fBm cross traffic. We discover that these bounds grow in O(n (log n)^(1 (2-2H))) for n systems in series where H is the Hurst parameter of the fBm cross traffic. We show numerical results on the impact of the variability and the correlation of fBm traffic on network performance.
The proof of the large deviations theory builds on the G "artner-Ellis condition which establishes a direct relation to the effective bandwidth of a traffic flow @cite_29 . The theory of effective bandwidths, e.g. @cite_11 @cite_27 , is a major tool for the analysis of traffic flows as it gives a measure for resource requirements at different time scales. The effective bandwidth of a flow @math lies between its average and peak rate depending on the parameter @math . For fBm it holds that In case of @math the effective bandwidth of fBm traffic exhibits a continuous growth in @math due to LRD @cite_11 .
@cite_27 @cite_29 @cite_11
2009182597 2123733911 2097463269 2168965212
Abstract This paper proposes a mathematical justification of the phenomenon of extreme congestion at a very limited number of nodes in very large networks. It is argued that this phenomenon occurs as a combination of the negative curvature property of the network together with minimum-length routing. More specifically, it is shown that in a large n-dimensional hyperbolic ball B of radius R viewed as a roughly similar model of a Gromov hyperbolic network, the proportion of traffic paths transiting through a small ball near the center is Θ(1), whereas in a Euclidean ball, the same proportion scales as Θ(1 R n−1). This discrepancy persists for the traffic load, which at the center of the hyperbolic ball scales as volume2(B), whereas the same traffic load scales as volume1+1 n (B) in the Euclidean ball. This provides a theoretical justification of the experimental exponent discrepancy observed by Narayan and Saniee between traffic loads in Gromov-hyperbolic networks from the Rocketfuel database and synthetic ... We prove the existence of tolls to induce multicommodity, heterogeneous network users that independently choose routes minimizing their own linear function of tolls versus latency to collectively form the traffic pattern of a minimum average latency flow. This generalizes both the previous known results of the existence of tolls for multicommodity, homogeneous users (, 1956) and for single commodity, heterogeneous users (, 2003). Unlike previous proofs for single commodity users in general graphs, our proof is constructive - it does not rely on a fixed point theorem - and results in a simple polynomial-sized linear program to compute tolls when the number of different types of users is bounded by a polynomial. We show that our proof gives a complete characterization of flows that are enforceable by tolls. In particular, tolls exist to induce any traffic pattern that is the result of minimizing an arbitrary function from R sup E(G) to the reals that is nondecreasing in each of its arguments. Thus, tolls exist to induce flows with minimum average weighted latency, minimum maximum latency, and other natural objectives. We give an exponential bound on tolls that is independent of the number of network users and the number of commodities. We use this to show that multicommodity tolls also exist when users are not from discrete classes, but instead define a general function that trades off latency versus toll preference. Finally, we show that our result extends to very general frameworks. In particular, we show that tolls exist to induce the Nash equilibrium of general nonatomic congestion games to be system optimal. In particular, tolls exist even when 1) latencies depend on user type; 2) latency functions are nonseparable functions of traffic on edges; 3) the latency of a set S is an arbitrary function of the latencies of the resources contained in S. Our exponential bound on size of tolls also holds in this case; and we give an example of a congestion game that shows this is tight; it requires tolls that are exponential in the size of the game. Gupta and Kumar (see IEEE Transactions an Information Theory, vol.46, no.2, p.388-404, 2000) determined the capacity of wireless networks under certain assumptions, among them point-to-point coding, which excludes for example multi-access and broadcast codes. We consider essentially the same physical model of a wireless network under a different traffic pattern, namely the relay traffic pattern, but we allow for arbitrarily complex network coding. In our model, there is only one active source destination pair, while all other nodes assist this transmission. We show code constructions leading to achievable rates and derive upper bounds from the max-flow min-cut theorem. It is shown that lower and upper bounds meet asymptotically as the number of nodes in the network goes to infinity, thus proving that the capacity of the wireless network with n nodes under the relay traffic pattern behaves like log n bits per second. This demonstrates also that network coding is essential: under the point-to-point coding assumption considered by , the achievable rate is constant, independent of the number of nodes. Moreover, the result of this paper has implications' and extensions to fading channels and to sensor networks. We consider a multiclass multiplexer with support for multiple service classes and dedicated buffers for each service class. Under specific scheduling policies for sharing bandwidth among these classes, we seek the asymptotic (as the buffer size goes to infinity) tail of the buffer overflow probability for each dedicated buffer. We assume dependent arrival and service processes as is usually the case in models of bursty traffic. In the standard large deviations methodology, we provide a lower and a matching (up to first degree in the exponent) upper bound on the buffer overflow probabilities. We introduce a novel optimal control approach to address these problems. In particular, we relate the lower bound derivation to a deterministic optimal control problem, which we explicitly solve. Optimal state trajectories of the control problem correspond to typical congestion scenarios. We explicitly and in detail characterize the most likely modes of overflow. We specialize our results to the generalized processor sharing policy (GPS) and the generalized longest queue first policy (GLQF). The performance of strict priority policies is obtained as a corollary. We compare the GPS and GLQF policies and conclude that GLQF achieves smaller overflow probabilities than GPS for all arrival and service processes for which our analysis holds. Our results have important implications for traffic management of high-speed networks and can be used as a basis for an admission control mechanism which guarantees a different loss probability for each class.