Exact analysis of performance models by the Method of Moments

Performance evaluation of distributed systems and service-oriented architectures is often based on stochasticmodels, such as closed queueing networkswhich are commonly solved by theMean Value Analysis (MVA) algorithm. However, the MVA is unable to solve models with hundreds or thousands of users accessing services of multiple classes, a configuration that is often useful to predict the performance of real-world applications. This paper introduces the Method of Moments (MoM), the first exact algorithm for solving closed queueing networks with large population sizes. Compared to the MVA algorithm, which is based on a recursive evaluation of mean queue-lengths, MoM defines a recursion on higher-order moments of queue-lengths that is solved at each step by a linear system of equations. This approach dramatically decreases the costs of an exact analysis compared to the MVA approach. We prove that MoM requires log-quadratic time and log-linear space in the total population size, whereas MVA complexity expressions grow combinatorially as the product of class populations. This extends the feasibility of exact methods to a much larger family of multiclass performance models than those that can be solved by the MVA algorithm. © 2011 Elsevier B.V. All rights reserved.