2008-10-01
Monotonicity properties for multi-class queueing systems
Publication
Publication
We study multi-dimensional stochastic processes that arise in queueing models used in the performance evaluation of wired and wireless networks. The evolution of the stochastic process is determined by the scheduling policy used in the associated queueing network. For general arrival and service processes, we give sufficient conditions in order to compare sample-path wise the workload and the number of users under different policies. This allows us to evaluate the performance of the system under various policies in terms of stability, the mean overall delay and the weighted mean number of users. We apply the general framework to linear bandwidth-sharing networks, where users of various classes require service from different subsets of shared resources simultaneously. For the important family of weighted alpha-fair policies, stability results are derived and monotonicity is established of the weighted mean number of users with respect to the fairness parameter alpha and the relative weights. In order to broaden the comparison results, we investigate a heavy-traffic regime and perform numerical experiments. In addition, we study a single-server queue with two user classes, and show that under Discriminatory Processor Sharing (DPS) or Generalized Processor Sharing (GPS) the mean overall sojourn time is monotone with respect to the ratio of the weights. Finally we extend the framework to obtain comparison results that cover the single-server queue with an arbitrary number of classes as well.
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CWI | |
CWI. Probability, Networks and Algorithms [PNA] | |
Organisation | Stochastics |
Verloop, M., Ayesta, U., & Borst, S. (2008). Monotonicity properties for multi-class queueing systems. CWI. Probability, Networks and Algorithms [PNA]. CWI. |