A martingale-envelope and applications

  • Authors:
  • Felix Poloczek;Florin Ciucu

  • Affiliations:
  • T-Labs / TU Berlin;T-Labs / TU Berlin

  • Venue:
  • ACM SIGMETRICS Performance Evaluation Review
  • Year:
  • 2014

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Abstract

In the framework of stochastic network calculus we present a new envelope-based approach which uses martingales to characterize a queueing system. We show that this setting allows a simple handling of multiplexing and scheduling: whereas multiplexing of several sources results in multiplication of the corresponding martingales, per-flow analysis in a scheduled system can be done by shifting the martingales to a certain point in time. Applying this calculus to Markov Arrival Processes, it is shown that the performance bounds can become reasonably tight.