In this paper we consider a physical model in which a buffer receives messages from a finite number of statistically independent and identical information sources that asynchronously alternate between exponentially distributed periods in the ‘on’ and ‘off’ states. While on, a source transmits at a uniform rate. The buffer depletes through an output channel with a given maximum rate of transmission. This model is useful for a data‐handling switch in a computer network. The equilibrium buffer distribution is described by a set of differential equations, which are analyzed herein. The mathematical results render trivial the computation of the distribution and its moments and thus also the waiting time moments. The main result explicitly gives all the system's eigenvalues. While the insertion of boundary conditions requires the solution of a matrix equation, even this step is eliminated since the matrix inverse is given in closed form. Finally, the simple expression given here for the asymptotic behavior of buffer content is insightful, for purposes of design, and numerically useful. Numerical results for a broad range of system parameters are presented graphically.

No abstract

This paper analyzes, derives efficient computational procedures and numerically investigates the following fluid model which is of interest in manufacturing and communications: m producing machines supply a buffer, n consuming machines feed off it. Each machine independently alternates between exponentially distributed random periods in the ‘in service' and ‘failed' states. Producers/consumers have their own failure/repair rates and working capacities. When the buffer is either full or empty some of the machines in service are not utilized to capacity; otherwise they are fully utilized. Our main result is for the state distribution of the Markovian system in equilibrium which is the solution of a system of differential equations. The spectral expansion for its solution is obtained. Two important decompositions are obtained: the eigenvectors have the Kronecker-product form in lower-dimensional vectors; the characteristic polynomial is factored with each factor an explicitly given polynomial of degree at most 4. All eigenvalues are real. For each of various cases of the model, a system of linear equations is derived from the boundary conditions; their solution complete the spectral expansion. The count in operations of the entire procedure is O(m 3 n 3): independence from buffer size exemplifies an important attraction of fluid models. Computations have revealed several interesting features, such as the benefit of small machines and the inelasticity of production rate to inventory. We also give results on the eigenvalues of a more general fluid model, reversible Markov drift processes.

No abstract

No abstract

Abstract-A new approach to determining the admissibility of variable bit rate (VBR) traffic in buffered digital networks is developed. In this approach all traffic presented to the network is assumed to have been subjected to leaky-bucket regulation, and extremal, periodic, on-off regulated traffic is considered; the analysis is based on fluid models. Each regulated traffic stream is allocated bandwidth and buffer resources which are independent of other traffic. Bandwidth and buffer allocations are traded off in a manner optimal for an adversarial situation involving minimal knowledge of other traffic. This leads to a single-resource statistical-multiplexing problem which is solved using techniques previously used for unbuffered traffic. VBR traffic is found to be divisible into two classes, one for which statistical multiplexing is effective and one for which statistical multiplexing is ineffective in the sense that accepting small losses provides no advantage over requiring lossless performance. The boundary of the set of admissible traffic sources is examined, and is found to be sufficiently linear that an effective bandwidth can be meaningfully assigned to each VBR source, so long as only statistically-multiplexable sources are considered, or only nonstatistically-multiplexable sources are considered. If these two types of sources are intermixed, then nonlinear interactions occur and fewer sources can be admitted than a linear theory would predict. A qualitative characterization of the nonlinearities is presented. The complete analysis involves conservative approximations; however, admission decisions based on this work are expected to be less overly conservative than decisions based on alternative approaches.

Simulated annealing is a randomized algorithm which has been proposed for finding globally optimum least-cost configurations in large NP-complete problems with cost functions which may have many local minima. A theoretical analysis of simulated annealing based on its precise model, a time-inhomogeneous Markov chain, is presented. An annealing schedule is given for which the Markov chain is strongly ergodic and the algorithm converges to a global optimum. The finite-time behavior of simulated annealing is also analyzed and a bound obtained on the departure of the probability distribution of the state at finite time from the optimum. This bound gives an estimate of the rate of convergence and insights into the conditions on the annealing schedule which gives optimum performance.

The emerging high speed networks, notably the ATMbased Broadband-ISDN, are expected to integrate through statistical multiplexing large numbers of traflc sources having a broad range of burstiness characteristics. A prime instrument for controlling congestion in the network is admission control which limits calls and guarantees a grade of service determined by delay and loss probability in the multiplexel: We show, for general Markovian trafJic sources, that it is possible to assign a notional effective bandwidth to each source which is an explicitly identijied, simply computed quantity with provably correct properties in the natural asymptotic regime of small loss probabilities. It is the maximal real eigenvalue of a matrix which is directly obtained from the source characteristics and the admission criterion, and for several sources it is simply additive. We consider both fluid and point process models and obtain parallel results. Numerical results show that the acceptance set for heterogeneous classes of sources is closely approximated and conservatively bounded by the set obtained from the effective bandwidth approximation.