When controlling communication networks, it is of crucial importance to have procedures that are capable of checking whether there are unanticipated load changes. In this paper we develop techniques for detecting such load changes, in a setting in which each connection consumes roughly the same amount of bandwidth (with VoIP as a leading example). For the situation of exponential holding times an explicit analysis can be performed in a large-deviations regime, leading to approximations of the test statistic of interest (and, in addition, to results for the transient of the M/M/1 queue, which are of independent interest). This procedure being applicable to exponential holding times only, and also being numerically rather involved, we then develop an approximate procedure for general holding times. In this procedure we record the number of trunks occupied at equidistant points in time delta, 2 delta, . . ., where delta is chosen sufficiently large to safely assume that the samples are independent; this procedure is backed by results on the transient of the M/G/infinity queue, thus complementing earlier results on relaxation times. The validity of the testing procedures is demonstrated through an extensive set of numerical experiments.
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CWI
CWI. Probability, Networks and Algorithms [PNA]
Stochastics

Mandjes, M., & Zuraniewski, P. (2009). M/G/infinity transience, and its applications to overload detection. CWI. Probability, Networks and Algorithms [PNA]. CWI.