Most Probable Path Techniques for Gaussian Queueing Systems

  • Authors:
  • Ilkka Norros

  • Affiliations:
  • -

  • Venue:
  • NETWORKING '02 Proceedings of the Second International IFIP-TC6 Networking Conference on Networking Technologies, Services, and Protocols; Performance of Computer and Communication Networks; and Mobile and Wireless Communications
  • Year:
  • 2002

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Abstract

This paper is a review of an approach to queueing systems where the cumulative input is modelled by a general Gaussian process with stationary increments. The examples include priority and Generalized Processor Sharing systems, and a system where service capacity is allocated according to predicted future demand. The basic technical idea is to identify the most probable path in the threshold exceedance event, or a heuristic approximation of it, and then use probability estimates based on this path. The method is particularly useful for long-range dependent traffic and complicated traffic mixes, which are difficult to handle with traditional queueing theory.