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Multiscale Queuing Analysis

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Title: Multiscale Queuing Analysis
Author: Ribeiro, Vinay Joseph; Riedi, Rudolf H.; Baraniuk, Richard G.
Type: Report
Keywords: queuing; long range dependence; multiscale; trees; wavelets; critical time scale; time scale
Citation: V. J. Ribeiro, R. H. Riedi and R. G. Baraniuk, "Multiscale Queuing Analysis," Rice University ECE Technical Report, 2004.
Abstract: We develop a new approach to queuing analysis for an infinite-length queue with constant service rate fed by an arbitrary traffic process. Our approach is particularly relevant to queues fed with long-range-dependent (LRD) traffic. We use traffic statistics at only a small fixed set of time scales and develop three approximations for the tail queue probability that are easy to implement in practice. These are non-asymptotic, that is they apply to any finite queue threshold. Simulations with LRD traffic models and Internet traces demonstrate their accuracy. Besides non-asymptotic error bounds and asymptotic decay rates for the approximations, we prove an optimality property of exponential time scales. Simulations reveal that the second-order correlation structure of traffic by itself does not determine queuing behavior and that the tails of traffic marginals at different time scales have a strong impact on queuing.
Date Published: 2004-09-01

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  • ECE Publications [1048 items]
    Publications by Rice University Electrical and Computer Engineering faculty and graduate students
  • DSP Publications [508 items]
    Publications by Rice Faculty and graduate students in digital signal processing.