Multiscale Queuing Analysis

Date
2004-09-01
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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.

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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.

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