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Register a new userErgodicity and steady state analysis for Interference Queueing Networks
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We analyze an interacting queueing network on $mathbb{Z}^d$ that was introduced in Sankararaman-Baccelli-Foss (2019) as a model for wireless networks. We show that the marginals of the minimal stationary distribution have exponential tails. This is used to furnish asymptotics for the maximum steady state queue length in growing boxes around the origin. We also establish a decay of correlations which shows that the minimal stationary distribution is strongly mixing, and hence, ergodic with respect to translations on $mathbb{Z}^d$.
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Importance sampling is a technique that is commonly used to speed up Monte Carlo simulation of rare events. However, little is known regarding the design of efficient importance sampling algorithms in the context of queueing networks. The standard approach, which simulates the system using an a priori fixed change of measure suggested by large deviation analysis, has been shown to fail in even the simplest network setting (e.g., a two-node tandem network). Exploiting connections between importance sampling, differential games, and classical subsolutions of the corresponding Isaacs equation, we show how to design and analyze simple and efficient dynamic importance sampling schemes for general classes of networks. The models used to illustrate the approach include $d$-node tandem Jackson networks and a two-node network with feedback, and the rare events studied are those of large queueing backlogs, including total population overflow and the overflow of individual buffers.
We consider a queueing system consisting of two non-identical exponential servers, where each server has its own dedicated queue and serves the customers in that queue FCFS. Customers arrive according to a Poisson process and join the queue promising the shortest expected delay, which is a natural and near-optimal policy for systems with non-identical servers. This system can be modeled as an inhomogeneous random walk in the quadrant. By stretching the boundaries of the compensation approach we prove that the equilibrium distribution of this random walk can be expressed as a series of product-forms that can be determined recursively. The resulting series expression is directly amenable for numerical calculations and it also provides insight in the asymptotic behavior of the equilibrium probabilities as one of the state coordinates tends to infinity.
We study analytically a variant of the one-dimensional majority-vote model in which the individual retains its opinion in case there is a tie among the neighbors opinions. The individuals are fixed in the sites of a ring of size $L$ and can interact with their nearest neighbors only. The interesting feature of this model is that it exhibits an infinity of spatially heterogeneous absorbing configurations for $L to infty$ whose statistical properties we probe analytically using a mean-field framework based on the decomposition of the $L$-site joint probability distribution into the $n$-contiguous-site joint distributions, the so-called $n$-site approximation. To describe the broken-ergodicity steady state of the model we solve analytically the mean-field dynamic equations for arbitrary time $t$ in the cases n=3 and 4. The asymptotic limit $t to infty$ reveals the mapping between the statistical properties of the random initial configurations and those of the final absorbing configurations. For the pair approximation ($n=2$) we derive that mapping using a trick that avoids solving the full dynamics. Most remarkably, we find that the predictions of the 4-site approximation reduce to those of the 3-site in the case of expectations involving three contiguous sites. In addition, those expectations fit the Monte Carlo data perfectly and so we conjecture that they are in fact the exact expectations for the one-dimensional majority-vote model.
In this paper we revisit the results of Loynes (1962) on stability of queues for ergodic arrivals and services, and show examples when the arrivals are bounded and ergodic, the service rate is constant, and under stability the limit distribution has larger than exponential tail.
This paper studies load balancing for many-server ($N$ servers) systems. Each server has a buffer of size $b-1,$ and can have at most one job in service and $b-1$ jobs in the buffer. The service time of a job follows the Coxian-2 distribution. We focus on steady-state performance of load balancing policies in the heavy traffic regime such that the normalized load of system is $lambda = 1 - N^{-alpha}$ for $0<alpha<0.5.$ We identify a set of policies that achieve asymptotic zero waiting. The set of policies include several classical policies such as join-the-shortest-queue (JSQ), join-the-idle-queue (JIQ), idle-one-first (I1F) and power-of-$d$-choices (Po$d$) with $d=O(N^alphalog N)$. The proof of the main result is based on Steins method and state space collapse. A key technical contribution of this paper is the iterative state space collapse approach that leads to a simple generator approximation when applying Steins method.
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