This reprint differs from the original in pagination and typographic detail. 1 2 KANG, KELLY, LEE AND WILLIAMS approximation for the flow count process. In this case, the workload diffusion behaves like Brownian motion in the interior of a polyhedral cone and is confined to the cone by reflection at the boundary, where the direction of reflection is constant on any given boundary face. When all of the weights are equal (proportional fair sharing), this diffusion has a product form invariant measure. If the latter is integrable, it yields the unique stationary distribution for the diffusion which has a strikingly simple interpretation in terms of independent dual random variables, one for each of the resources of the network.We are able to extend this product form result to the case where document sizes are distributed as finite mixtures of exponentials and to models that include multi-path routing. We indicate some difficulties related to extending the diffusion approximation result to values of α = 1. We illustrate our approximation results for a few simple networks. In particular, for a two-resource linear network, the diffusion lives in a wedge that is a strict subset of the positive quadrant. This geometrically illustrates the entrainment of resources, whereby congestion at one resource may prevent another resource from working at full capacity. For a four-resource network with multi-path routing, the product form result under proportional fair sharing is expressed in terms of independent dual random variables, one for each of a set of generalized cut constraints.
We consider a flow-level model of Internet congestion control introduced by Massoulié and Roberts [2]. We assume that bandwidth is shared amongst elastic documents according to a weighted proportional fair bandwidth sharing policy. With Poisson arrivals and exponentially distributed document sizes, we focus on the heavy traffic regime in which the average load placed on each resource is approximately equal to its capacity. In [1], under a mild local traffic condition, we establish a diffusion approximation for the workload process (and hence for the flow count process) in this model. We first recall that result in this paper. We then state results showing that when all of the weights are equal (proportional fair sharing) the diffusion has a product form invariant distribution with a strikingly simple interpretation in terms of dual random variables, one for each of the resources of the network. This result can be extended to the case where document sizes are distributed as finite mixtures of exponentials, and to models that include multi-path routing (these extensions are not described here, but can be found in [1]).
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