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Wednesday, May 6, 2020 | History

3 edition of Large deviations for queue lengths at a multi-buffered resource found in the catalog.

Large deviations for queue lengths at a multi-buffered resource

Neil O"Connell

Large deviations for queue lengths at a multi-buffered resource

by Neil O"Connell

  • 179 Want to read
  • 13 Currently reading

Published by Hewlett Packard in Bristol [England] .
Written in English

    Subjects:
  • Queuing theory,
  • Buffer storage (Computer science),
  • Large deviations

  • Edition Notes

    StatementNeil O"Connell.
    Series[Technical report] / HP Laboratories Bristol. Basic Research Institute in the Mathematical Sciences -- HPL-BRIMS-96-10., BRIMS technical report -- HPL-BRIMS-96-10.
    ContributionsHewlett-Packard Laboratories.
    The Physical Object
    Pagination9 p. ;
    ID Numbers
    Open LibraryOL17613334M
    OCLC/WorldCa45803134

    Book Chapter in Orthogonal Frequency Division Multiple Access, Auerbach Publications, CRC Press, appeared April Many Sources Large Deviations of Max-Weight Scheduling. Tail probabilities of low-priority waiting times and queue lengths in MAP/GI/1 queues. . Get this from a library! Large deviations for performance analysis: queues, communications, and computing. [Adam Shwartz; Alan Weiss] -- This book consists of two synergistic parts. The first half develops the theory of large deviations from the beginning (i.i.d. random variables) through recent results on the theory for processes.

    This is some kind of a queue. How to implement this kind of queue? Program is in C and I have little (more like none) knowledge of C. Long Story. I have a program that is receiving messages from a device. This messages might be of variable length and have an associated Id. Currently the program only keeps the latest message received for each Id. with a study of the large deviation principle (LDP) for the queue lengths in a JSQ model. Large deviations of discontinuous stochastic dynamical systems have received considerable attention in the literature, see Alanyali and Hajek [2], Atar and Dupuis [3], Blinovski and Dobrushin [4], Borovkov.

    On the Large Deviations of Resequencing Queue Size: 2-M/M/1 Case Ye Xia and David Tse Abstract—In data communication networks, packets that ar-rive at the receiving host may be disordered for reasons such as retransmission of dropped packets or multi-path routing. Reliable protocols such as TCP require packets to be accepted. Queue Length Bounds via Drift Conditions 3 its, Venkatramanan and Lin have shown the optimality of the MaxWeight policies in a large-deviations sense [41]. Much of work on heavy-traffic analysis of queueing systems relies on showing that a scaled version of the queue lengths in the system converges to a regulated Brownian motion.


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Large deviations for queue lengths at a multi-buffered resource by Neil O"Connell Download PDF EPUB FB2

CiteSeerX - Document Details (Isaac Councill, Lee Giles, Pradeep Teregowda): We solve a variational problem that arises in consideration of the large deviation properties of queue lengths at a multi-buffered resource. Large Deviations for Queue Lengths at a Multi-Buffered Resource.

By Neil O&apos. Abstract. We solve a variational problem that arises in consideration of the large deviation properties of queue lengths at a multi-buffered resource Year: OAI identifier: Author: Neil O&apos.

This book consists of two synergistic parts. The first half develops the theory of large deviations from the beginning (iid random variables) through recent results on the theory for processes with boundaries, keeping to a very narrow path: continuous-time, discrete-state by: Large Deviations for Queue Lengths at a Multi-BufferedResource Neil 0'Connell Basic Research Institute in the Mathematical Sciences HP Laboratories Bristol HPL-BRIMS February, In this paper we obtain the large deviation principle for scaled queue lengths at a multi-buffered resource, and simplify the corresponding variationalCited by: Book Description.

Originally published inLarge Deviations for Performance Analysis consists of two synergistic parts. The first half develops the theory of large deviations from the beginning, through recent results on the theory for processes with boundaries, keeping to a very narrow path: continuous-time, discrete-state processes.

{11} N. O'Connell, Large deviations for queue lengths at a multi-buffered resource, Technical Report HPL-BRIMS, BRIMS, Hewlett-Packard Labs, Bristol, England (). Google Scholar {12} I. Paschalidis, Large deviations in high speed communication networks, Ph.D.

thesis, MIT, Cambridge, MA (). Google ScholarAuthor: DupuisPaul, RamananKavita. The book. Large Deviations for Performance Analysis Queues, Communication, and Computing.

by Adam Shwartz and Alan Weiss is out in a revised edition. Here is the relevant information. If you haven't see the book before, take a look at a brief ad and sample chapter. Published by Chapman & Hall Now part of CRC press April 6 x 9: pp.

O'Connell, N. (a). A large deviation principle with queueing applications. Technical Report HPL-BRIMS, BRIMS, Hewlett Packard Labs, Bristol. O'Connell, N. (b). Large deviations for departures from a shared buffer. O'Connell, N. Large deviations for queue lenghts at a multi-buffered by: Syllabus.

Large deviations is a branch of probability concerned with rare events: their probabilities, and how they happen. The study of queues is concerned with estimating the distribution of queue length under random traffic, with characterizing traffic statistics, and with analyzing the performance of networks of queues and of scheduling systems like priority queues.

Abstract: We investigate the MMPP/D/1 queueing from the view point of the sample path large deviations theory. We derive the rate function for the survivor function P(Q>q) of the stationary queue length Q.

We first construct a discrete time Markov chain model of the MMPP/D/1 queue and then determine the moment generating function of the conditional probability that leads to the rate function. In this paper we obtain the large deviation principle for scaled queue lengths at a multi-buffered resource, and simplify the corresponding variational problem in the case where the inputs are Author: Ayalvadi Ganesh.

Originally published inLarge Deviations for Performance Analysis consists of two synergistic parts. The first half develops the theory of large deviations from the beginning, through recent results on the theory for processes with boundaries, keeping to a very narrow path: continuous-time, discrete-state processes.5/5(1).

Queue lengths and departures at single-server resources. A large deviation principle with queueing applications. Large deviations for departures from a shared buffer. Large deviations for queue lenghts at a multi-buffered resource.

Large deviations in high speed communications networks. ().Author: D.J. Wischik. We establish the large deviation principle (LDP) for the virtual waiting time and queue length processes in the GI/GI/1 queue.

The rate functions are found explicitly. As an application, we obtain the logarithmic asymptotics of the probabilities that the virtual waiting time and queue length exceed high levels at large by: Summary. Originally published inLarge Deviations for Performance Analysis consists of two synergistic parts.

The first half develops the theory of large deviations from the beginning, through recent results on the theory for processes with boundaries, keeping to a very narrow path: continuous-time, discrete-state processes. What this Book Is, and What It Is Not 1 What to Do with this Book 5 About the Format of the Book 5 Acknowledgments 6 1.

Large Deviations of Random Variables 9 Heuristics and Motivation 9 I.I.D. Random Variables 14 Examples—I.I.D. Random Variables 19 I.I.D. Random Vectors 23 End Notes 25 2. General. Large deviations are also applied, again in the power grid context, in [14] to control the risks of delaying some part of the energy demand from specific devices (pool pumps) with specific.

We consider multiclass feedforward queueing networks with first in first out and priority service disciplines at the nodes, and class dependent deterministic routing between nodes. The random behavior of the network is constructed from cumulative arrival and service time processes which are assumed to satisfy an appropriate sample path large deviation principle.

We establish logarithmic Cited by: 7. The large deviation principle is established in a topology that is finer than the topology of uniform convergence on compacts and in which the queueing map is continuous.

Consequently, a large deviation principle for steady-state queue lengths can be obtained immediately via the contraction principle. Home Browse by Title Periodicals Queueing Systems: Theory and Applications Vol. 52, No. 1 Sample path large deviations for a family of long-range dependent traffic and associated queue length Author: MajewskiKurt.

The Value of Queue Position in a Limit Order Book Ciamac C. Moallemi Graduate School of Business Columbia University The Value of Queue Position Why does queue position matter? Develop a dynamic model for valuing limit orders in large tick stocks based on their queue position Informational component: adverse selection.Abstract.

We study a variational problem (VP) that is related to semimartingale reflecting Brownian motions (SRBMs). Specifically, this VP appears in the large deviations analysis of the stationary distribution of SRBMs in the d-dimensional orthant R d +.When d=2, we provide an explicit analytical solution to the solution gives an appealing characterization of the optimal path to a Cited by: In this paper, we study the queue-overflow probability of wireless scheduling algorithms.

In wireless networks operated under queue-length-based scheduling On the Queue-Overflow Probability of Wireless Systems: A New Approach Combining Large Deviations With Lyapunov Functions - IEEE Journals & MagazineCited by: