The first edition of this book was published in 1992 by Wiley (ISBN 0 471 93609 X). Since this book is now out of print, and to answer the request of several colleagues, the authors have decided to make it available freely on the Web, while retaining the copyright, for the benefit of the scientific community. Copyright Statement This electronic document is in PDF format. One needs Acrobat Reader (available freely for most platforms from the Adobe web site) to benefit from the full interactive machinery: using the package hyperref by Sebastian Rahtz, the table of contents and all LATEX cross-references are automatically converted into clickable hyperlinks, bookmarks are generated automatically, etc.. So, do not hesitate to click on references to equation or section numbers, on items of thetableofcontents and of the index, etc.. One may freely use and print this document for one’s own purpose or even distribute it freely, but not commercially, provided it is distributed in its entirety and without modifications, including this preface and copyright statement. Any use of thecontents should be acknowledged according to the standard scientific practice. The

Motivated by recent development in high speed networks, in this paper we study two types of stability problems: (i) conditions for queueing networks that render bounded queue lengths and bounded delay for customers, and (ii) conditions for queueing networks in which the queue length distribution of a queue has an exponential tail with rate `. To answer these two types of stability problems, we introduce two new notions of traffic characterization: minimum envelope rate (MER) and minimum envelope rate with respect to `. Based on these two new notions of traffic characterization, we develop a set of rules for network operations such as superposition, input-output relation of a single queue, and routing. Specifically, we show that (i) the MER of a superposition process is less than or equal to the sum of the MER of each process, (ii) a queue is stable in the sense of bounded queue length if the MER of the input traffic is smaller than the capacity, (iii) the MER of a departure process from a stable queue is less than or equal to that of the input process (iv) the MER of a routed process from a departure process is less than or equal to the MER of the departure process multiplied by the MER of the routing process. Similar results hold for MER with respect to ` under a further assumption of independence. These rules provide a natural way to analyze feedforward networks with multiple classes of customers. For single class networks with nonfeedforward routing, we provide a new method to show that similar stability results hold for such networks under the FCFS policy. Moreover, when restricting to the family of two-state Markov modulated arrival processes, the notion of MER with respect to ` is shown to be

In networks that support Quality of Service (QoS), an admission control algorithm determines whether or not a new traffic flow can be admitted to the network such that all users will receive their required performance. Such an algorithm is a key component of future multi-service networks as it determines the extent to which network resources are utilized and whether the promised QoS parameters are actually delivered. Our goals in this paper are threefold. First, we describe and classify a broad set of proposed admission control algorithms. Second, we evaluate the accuracy of these algorithms via experiments using both on-off sources and long traces of compressed video; we compare the admissible regions and QoS parameters predicted by our implementations of the algorithms with those obtained from trace-driven simulations. Finally, we identify the key aspects of an admission control algorithm necessary for achieving a high degree of accuracy and hence a high statistical multiplexing gain...

The main objective of this sequel is to solve the out-of-sequence problem that occurs in the load balanced Birkhoff-von Neumann switch with one-stage buffering. We do this by adding a load-balancing buffer in front of the first stage and a resequencing-and-output buffer after the second stage. Moreover, packets are distributed at the first stage according to their flows, instead of their arrival times in Part I. In this paper, we consider multicasting ows with two types of scheduling policies: the First Come First Served (FCFS) policy and the Earliest Deadline First (EDF) policy. The FCFS policy requires a jitter control mechanism in front of the second stage to ensure proper ordering of the traffic entering the second stage. For the EDF scheme, there is no need for jitter control. It uses the departure times of the corresponding FCFS output-buffered switch as deadlines and schedules packets according to their deadlines. For both policies, we show that the end-to-end delay through our multistage switch is bounded above by the sum of the delay from the corresponding FCFS output-buffered switch and a constant that only depends on the size of the switch and the number of multicasting flows supported by the switch.

Consider an aggregate arrival process A N obtained by multiplexing N On-Off processes with exponential Off periods of rate and subexponential On periods ø on . As N goes to infinity, with N ! , A N approaches an M=G=1 type process. Both for finite and infinite N , we obtain the asymptotic characterization of the arrival process activity period. Using these results we investigate a fluid queue with the limiting M/G/1 arrival process A 1 t and capacity c. When On periods are regularly varying (with non-integer exponent), we derive a precise asymptotic behavior of the queue length random variable Q P t observed at the beginning of the arrival process activity periods P[Q P t ? x] ¸ r + ae \Gamma c c \Gamma ae Z 1 x=(r+ae\Gammac) P[ø on ? u]du x !1; where ae = EA 1 t ! c; r (c r) is the rate at which the fluid is arriving during an On period. The asymptotic (time average) queue distribution lower bound is obtained under more general assumptions on On periods than reg...

We consider large buffer asymptotics for feed-forward networks of discrete-time queues with deterministic service rate shared by multiple classes of streams subject to work conserving service policies. First we review the concept of effective bandwidths for traffic streams sharing a common buffer subject to subject to tail constraints on the workload distribution. Next, we obtain the effective bandwidth of the departure process from such a queue, proving that in fact the effective bandwidth of the output is at worst equal to that of the input, and depending on the service rate, strictly less than that of the input. We then define the notion of a decoupling bandwidth and the associated constraints, guaranteeing that asymptotics within the network are decoupled. These results provide a framework for call admission schemes which are sensitive to constraints on the tail distribution of the workload or approximate cell loss probabilities. Our results require relatively weak assumptions on both the traffic streams and service policies. We consider the problem of “optimal ” traffic shaping (via buffering) subject to a loss constraint. Finally, we discuss our results in the context of resource management for ATM networks. 1

The Effect of Multiple Time Scales and Subexponentiality on the Behavior of a Broadband Network Multiplexer Predrag R. Jelenkovi'c The main theme of this dissertation is the evaluation of the capacity of broadband multimedia network multiplexers. This problem calls for the modeling of network traffic streams and the analysis of a network multiplexer that is loaded with the corresponding models. For modeling we focus on MPEG video traffic streams that are expected to be predominant in the traffic mixture of future multimedia networks. We experimentally demonstrate that real-time MPEG video traffic exhibits multiple time scale characteristics, as well as subexponential first and second order statistics. Then we construct a model of MPEG video that captures both of these characteristics and accurately predicts queueing behavior for a broad range of buffer and capacity sizes. Depending on whether a network multiplexer (loaded with MPEG) is strictly or weakly stable the dominant effect o...

We consider the efficient estimation, via simulation, of very low buffer overflow probabilities in certain acyclic ATM queueing networks. We apply the theory of effective bandwidths and Markov additive processes to derive an asymptotically optimal simulation scheme for estimating such probabilities for a single queue with multiple independent sources, each of which may be either a Markov modulated process or an autoregressive processes. This result extends earlier work on queues with either independent arrivals or with a single Markov modulated arrival source. The results are then extended to estimating loss probabilities for intree networks of such queues. Experimental results show that the method can provide many orders of magnitude reduction in variance in complex queueing systems that are not amenable to analysis.

Networks that support multiple services through "link-sharing" must address the fundamental conflicting requirement between isolation among service classes to satisfy each class' quality of service requirements, and statistical sharing of resources for efficient network utilization. While a number of service disciplines have been devised which provide mechanisms to both isolate flows and fairly share excess capacity, admission control algorithms are needed which exploit the effects of inter-class resource sharing. In this paper, we develop a framework of using statistical service envelopes to study inter-class statistical resource sharing. We show how this service envelope enables a class to over-book resources beyond its deterministically guaranteed capacity by statistically characterizing the excess service available due to fluctuating demands of other service classes. We apply our techniques to several multi-class schedulers, including Generalized Processor Sharing, and des...

Let f(Xn; Jn)g be a stationary Markov-modulated random walk on R\Theta E (E finite), defined by its probability transition matrix measure F = fF ij g; F ij (B) = P[X 1 2 B; J 1 = jjJ 0 = i]; B 2 B(R); i; j 2 E. If F ij ([x; 1))=(1 \Gamma H(x)) ! W ij 2 [0; 1), as x! 1, for some longtailed distribution function H, then the ascending ladder heights matrix distribution G+ (x) (right Wiener-Hopf factor) has long-tailed asymptotics. If EXn! 0, at least one W ij? 0, and H(x) is a subexponential distribution function, then the asymptotic behavior of the supremum of this random walk is the same as in the i.i.d. case, and it is given by P \Theta sup n0 Sn? x