Internet-Type Queues with Power-Tailed Interarrival Times and Computational Methods for Their Analysis

نویسندگان

  • Carl M. Harris
  • Percy H. Brill
  • Martin J. Fischer
چکیده

Internet traffic flows have often been characterized as having power-tailed (long-tailed, fat-tailed, heavy-tailed) packet interarrival times or service requirements. In this work, we focus on the development of complete and computationally efficient steady-state solutions of queues with power-tailed interarrival times when the service times are assumed exponential. The classical method for obtaining the steady-state probabilities and delay-time distributions for the G/M/1 (G/M/c) queue requires solving a rootfinding problem involving the Laplace-Stieltjes transform of the interarrival-time distribution function. Then the exponential service assumption is combined with the derived geometric arrival-point probabilities to get both the limiting general-time state and delay distributions. However, in situations where there is a power tail, the interarrival transform is typically quite complicated and never analytically tractable. In addition, it is possible that there is only a degenerate steady-state system-size probability distribution. Thus, an alternative approach to obtaining a steady-state solution is typically needed when power-tailed interarrivals are present. We exploit the exponentiality of the steady-state delay distributions for the G/M/1 and G/M/c queues, using level crossings and a transform-approximation method, to develop an alternative rootfinding problem when there are power-tailed interarrival times. Extensive computational results are given.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Analysis of Pareto-Type/M/s/c finite buffer queues

The finding that Pareto distributions are adequate to model Internet packet interarrival times has motivated the proposal of methods to compute steady-state performance measures of Pareto/M/·/· queues. In this work we give an overview of some of these methods and compare them with an approach we have recently proposed, which combines embedding, uniformization and stochastic ordering techniques ...

متن کامل

Evaluation of Pareto/d/1/k Queue by Simulation

The finding that Pareto distributions are adequate to model Internet packet interarrival times has motivated the proposal of methods to evaluate steady-state performance measures of Pareto/D/1/k queues. Some limited analytical derivation for queue models has been proposed in the literature, but their solutions are often of a great mathematical challenge. To overcome such limitations, simulation...

متن کامل

Numerical Methods for Analyzing Queues with Heavy-Tailed Distributions

In many Internet-type queues, arrival and service distributions are heavy-tailed. A difficulty with analyzing these queues is that heavy-tailed distributions do not generally have closed-form Laplace transforms. A recently proposed method, the Transform Approximation Method (TAM), overcomes this by numerically approximating the transform. This paper investigates numerical issues of implementing...

متن کامل

Simulating Tail Probabilities in GI/GI.1 Queues and Insurance Risk Processes with Sub Exponential Distributions

This paper deals with estimating small tail probabilities of the steady-state waiting time in a GI/GI/1 queue with heavy-tailed (subexponential) service times. The interarrival times can have any distribution with a nite mean. The problem of estimating in nite horizon ruin probabilities in insurance risk processes with heavy-tailed claims can be transformed into the same framework. It is well-k...

متن کامل

Bayesian prediction of the transient behaviour and busy period in short- and long-tailed GI/G/1 queueing systems

In this paper, we describe how to carry out Bayesian inference for the transient behaviour and busy period in a single server queueing system with general and unknown distributions for the interarrival and service times. Both interarrival and service time distributions are approximated using the dense family of Coxian distributions. A suitable reparameterization enables us to define a non-infor...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • INFORMS Journal on Computing

دوره 12  شماره 

صفحات  -

تاریخ انتشار 2000