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Alain Simonian

Publications and source records attributed to Alain Simonian.

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Asymptotic analysis of the sojourn time of a batch in an $M^{[X]}/M/1$ Processor Sharing Queue

In this paper, we exploit results obtained in an earlier study for the Laplace transform of the sojourn time $\Omega$ of an entire batch in the $M^{[X]}/M/1$ Processor Sharing (PS) queue in order to derive the asymptotic behavior of the complementary probability distribution function of this random variable, namely the behavior of $P(\Omega>x)$ when $x$ tends to infinity. We precisely show that up to a multiplying factor, the behavior of $P(\Omega>x)$ for large $x$ is of the same order of magnitude as $P(\omega>x)$, where $\omega$ is the sojourn time of an arbitrary job is the system. From a practical point of view, this means that if a system has to be dimensioned to guarantee processing time for jobs then the system can also guarantee processing times for entire batches by introducing a marginal amount of processing capacity.

cs.PF

Inversion of a Class of Singular Integral Operators on Entire Functions

Given constants $x, \nu \in \mathbb{C}$ and the space $\mathscr{H}_0$ of entire functions in $\mathbb{C}$ vanishing at $0$, we consider the integro-differential operator $$ \mathfrak{L} = \left ( \frac{x \, \nu(1-\nu)}{1-x} \right ) \; \delta \circ \mathfrak{M}\, , $$ with $\delta = z \, \mathrm{d}/\mathrm{d}z$ and $\mathfrak{M}:\mathscr{H}_0 \rightarrow \mathscr{H}_0$ defined by $$ \mathfrak{M}f(z) = \int_0^1 e^{-z t^{-\nu}(1-(1-x)t)} \, f \left (z \, t^{-\nu}(1-t) \right ) \, \frac{\mathrm{d}t}{t}, \qquad z \in \mathbb{C}, $$ for any $f \in \mathscr{H}_0$. Operator $\mathfrak{L}$ originates from an inversion problem in Queuing Theory. Bringing the inversion of $\mathfrak{L}$ back to that of $\mathfrak{M}$ translates into a singular Volterra integral equation, but with no explicit kernel. In this paper, the inverse of operator $\mathfrak{L}$ is derived through a new inversion formula recently obtained for infinite matrices with entries involving Hypergeometric polynomials. For $x \notin \mathbb{R}^- \cup \{1\}$ and $\mathrm{Re}(\nu) < 0$, we then show that the inverse $\mathfrak{L}^{-1}$ of $\mathfrak{L}$ on $\mathscr{H}_0$ has the integral representation $$ \mathfrak{L}^{-1}g(z) = \frac{1-x}{2i\pi x} \, e^{z} \int_1^{(0+)} \frac{e^{-xtz}}{t(t-1)} \, g \left (z \, (-t)^{\nu}(1-t)^{1-\nu} \right ) \, \mathrm{d}t, \qquad z \in \mathbb{C}, $$ for any $g \in \mathscr{H}_0$, where the bounded integration contour in the complex plane starts at point 1 and encircles the point 0 in the positive sense. Other related integral representations of $\mathfrak{L}^{-1}$ are also provided.

math.CA

On the sojourn time of a batch in the $M^{[X]}/M/1$ Processor Sharing Queue

In this paper, we analyze the sojourn of an entire batch in a processor sharing $M^{[X]}/M/1$ processor queue, where geometrically distributed batches arrive according to a Poisson process and jobs require exponential service times. By conditioning on the number of jobs in the systems and the number of jobs in a tagged batch, we establish recurrence relations between conditional sojourn times, which subsequently allow us to derive a partial differential equation for an associated bivariate generating function. This equation involves an unknown generating function, whose coefficients can be computed by solving an infinite lower triangular linear system. Once this unknown function is determined, we compute the Laplace transform and the mean value of the sojourn time of a batch in the system.

math.PR

A New Linear Inversion Formula for a class of Hypergeometric polynomials

Given complex parameters $x$, $\nu$, $\alpha$, $\beta$ and $\gamma \notin -\mathbb{N}$, consider the infinite lower triangular matrix $\mathbf{A}(x,\nu;\alpha, \beta,\gamma)$ with elements $$ A_{n,k}(x,\nu;\alpha,\beta,\gamma) = \displaystyle (-1)^k\binom{n+\alpha}{k+\alpha} \cdot F(k-n,-(\beta+n)\nu;-(\gamma+n);x) $$ for $1 \leqslant k \leqslant n$, depending on the Hypergeometric polynomials $F(-n,\cdot;\cdot;x)$, $n \in \mathbb{N}^*$. After stating a general criterion for the inversion of infinite matrices in terms of associated generating functions, we prove that the inverse matrix $\mathbf{B}(x,\nu;\alpha, \beta,\gamma) = \mathbf{A}(x,\nu;\alpha, \beta,\gamma)^{-1}$ is given by \begin{align} B_{n,k}(x,\nu;\alpha, \beta,\gamma) = & \; \displaystyle (-1)^k\binom{n+\alpha}{k+\alpha} \; \cdot \nonumber \\ & \; \biggl [ \; \frac{\gamma+k}{\beta+k} \, F(k-n,(\beta+k)\nu;\gamma+k;x) \; + \nonumber \\ & \; \; \; \frac{\beta-\gamma}{\beta+k} \, F(k-n,(\beta+k)\nu;1+\gamma+k;x) \; \biggr ] \nonumber \end{align} for $1 \leqslant k \leqslant n$, thus providing a new class of linear inversion formulas. Functional relations for the generating functions of related sequences $S$ and $T$, that is, $T = \mathbf{A}(x,\nu;\alpha, \beta,\gamma) \, S \Longleftrightarrow S = \mathbf{B}(x,\nu;\alpha, \beta,\gamma) \, T$, are also provided.

math.CA

Mobility can drastically improve the heavy traffic performance from 1/(1-rho) to -log(1-rho)

We study a model of wireless networks where users move at speed s, which has the original feature of being defined through a fixed-point equation. Namely, we start from a two-class Processor-Sharing queue to model one representative cell of this network: class 1 users are not impatient (non-moving) and class 2 users are impatient (moving). This model has five parameters, and we study the case where one of these parameters is set as a function of the other four through a fixed-point equation. This fixed-point equation captures the fact that the considered cell is in balance with the rest of the network. This modeling approach allows us to alleviate some drawbacks of earlier models of mobile networks. Our main and surprising finding is that for this model, mobility drastically improves the heavy traffic behavior, going from the usual 1/(1-rho) scaling without mobility (i.e., when s=0) to a logarithmic scaling -log(1-rho) as soon as s>0. In the high load regime, this confirms that the performance of mobile system takes benefit from the spatial mobility of users. Other model extensions and complementary methodological approaches to this heavy traffic analysis are finally discussed.

math.PR

Inversion formula with hypergeometric polynomials and its application to an integral equation

For any complex parameters $x$ and $\nu$, we provide a new class of linear inversion formulas $T = A(x,\nu) \cdot S \Leftrightarrow S = B(x,\nu) \cdot T$ between sequences $S = (S_n)_{n \in \mathbb{N}^*}$ and $T = (T_n)_{n \in \mathbb{N}^*}$, where the infinite lower-triangular matrix $A(x,\nu)$ and its inverse $B(x,\nu)$ involve Hypergeometric polynomials $F(\cdot)$, namely $$ \left\{ \begin{array}{ll} A_{n,k}(x,\nu) = \displaystyle (-1)^k\binom{n}{k}F(k-n,-n\nu;-n;x), \\ B_{n,k}(x,\nu) = \displaystyle (-1)^k\binom{n}{k}F(k-n,k\nu;k;x) \end{array} \right. $$ for $1 \leqslant k \leqslant n$. Functional relations between the ordinary (resp. exponential) generating functions of the related sequences $S$ and $T$ are also given. These new inversion formulas have been initially motivated by the resolution of an integral equation recently appeared in the field of Queuing Theory; we apply them to the full resolution of this integral equation. Finally, matrices involving generalized Laguerre polynomials polynomials are discussed as specific cases of our general inversion scheme.

math.CA

A Processor-Sharing model for the Performance of Virtualized Network Functions

The parallel execution of requests in a Cloud Computing platform, as for Virtualized Network Functions, is modeled by an $M^{[X]}/M/1$ Processor-Sharing (PS) system, where each request is seen as a batch of unit jobs. The performance of such paralleled system can then be measured by the quantiles of the batch sojourn time distribution. In this paper, we address the evaluation of this distribution for the $M^{[X]}/M/1$-PS queue with batch arrivals and geometrically distributed batch size. General results on the residual busy period (after a tagged batch arrival time) and the number of unit jobs served during this residual busy period are first derived. This enables us to provide an approximation for the distribution tail of the batch sojourn time whose accuracy is confirmed by simulation.

cs.PF

Profit and Strategic Analysis for MNO-MVNO Partnership

We consider a mobile market driven by two Mobile Network Operators (MNOs) and a new competitor Mobile Virtual Network Operator (MVNO). The MNOs can partner with the entrant MVNO by leasing network resources; however, the MVNO can also rely on other technologies such as free WiFi access points. Moreover, in addition to its connectivity offer, the MVNO can also draw indirect revenues from services due to its brand. In that framework including many access technologies and several revenue sources, a possible partner MNO will then have to decide which wholesale price to charge the MVNO for its resources. This multi-actor context, added to the need to consider both wholesale and retail markets, represents a new challenge for the underlying decision-making process. In this paper, the optimal price setting is formulated as a multi-level optimization problem which enables us to derive closed-form expressions for the optimal MNOs wholesale prices and the optimal MVNO retail price. The price attractivity of the MVNO is also evaluated in terms of its indirect revenues and the proportion of resources leased from possible partner MNOs. Finally, through a game-theoretical approach, we characterize the scenario where both MNOs partner with the MVNO as the unique Nash equilibrium under appropriate conditions.

cs.NI

User Performance in Small Cells Networks with Inter-Cell Mobility

We analyze the impact of intra-cell mobility on user performance in dense networks such as that enabled by LTE-A and 5G. To this end, we consider a homogeneous network of small cells and first show how to reduce the evaluation of user performance to the case of a single representative cell. We then propose simple analytical models that capture mobility through the distribution of the residual sojourn time of mobile users in the cell. An approximate model, based on Quasi-Stationary (QS) assumptions, is developed in order to speed up computation in the Markovian framework. We use these models to derive the average throughput of both mobile and static users, along with the probability of handover for mobile users. Numerical evaluation and simulation results are provided to assess the accuracy of the proposed models. We show, in particular, that both classes of users benefit from a throughput gain induced by the "opportunistic" displacement of mobile users among cells.

cs.NI

Cache Miss Estimation for Non-Stationary Request Processes

The aim of the paper is to evaluate the miss probability of a Least Recently Used (LRU) cache, when it is offered a non-stationary request process given by a Poisson cluster point process. First, we construct a probability space using Palm theory, describing how to consider a tagged document with respect to the rest of the request process. This framework allows us to derive a general integral formula for the expected number of misses of the tagged document. Then, we consider the limit when the cache size and the arrival rate go to infinity proportionally, and use the integral formula to derive an asymptotic expansion of the miss probability in powers of the inverse of the cache size. This enables us to quantify and improve the accuracy of the so-called Che approximation.

math.PR

Catalog Dynamics: Impact of Content Publishing and Perishing on the Performance of a LRU Cache

The Internet heavily relies on Content Distribution Networks and transparent caches to cope with the ever-increasing traffic demand of users. Content, however, is essentially versatile: once published at a given time, its popularity vanishes over time. All requests for a given document are then concentrated between the publishing time and an effective perishing time. In this paper, we propose a new model for the arrival of content requests, which takes into account the dynamical nature of the content catalog. Based on two large traffic traces collected on the Orange network, we use the semi-experimental method and determine invariants of the content request process. This allows us to define a simple mathematical model for content requests; by extending the so-called "Che approximation", we then compute the performance of a LRU cache fed with such a request process, expressed by its hit ratio. We numerically validate the good accuracy of our model by comparison to trace-based simulation.

cs.NI

Stationary analysis of the Shortest Queue First service policy

We analyze the so-called Shortest Queue First (SQF) queueing discipline whereby a unique server addresses queues in parallel by serving at any time that queue with the smallest workload. Considering a stationary system composed of two parallel queues and assuming Poisson arrivals and general service time distributions, we first establish the functional equations satisfied by the Laplace transforms of the workloads in each queue. We further specialize these equations to the so-called "symmetric case", with same arrival rates and identical exponential service time distributions at each queue; we then obtain a functional equation $$ M(z) = q(z) \cdot M \circ h(z) + L(z) $$ for unknown function $M$, where given functions $q$, $L$ and $h$ are related to one branch of a cubic polynomial equation. We study the analyticity domain of function $M$ and express it by a series expansion involving all iterates of function $h$. This allows us to determine empty queue probabilities along with the tail of the workload distribution in each queue. This tail appears to be identical to that of the Head-of-Line preemptive priority system, which is the key feature desired for the SQF discipline.

cs.PF

Stationary analysis of the "Shortest Queue First" service policy: the asymmetric case

As a follow-up to a recent paper considering two symmetric queues, the \textit{Shortest Queue First} service discipline is presently analysed for two general asymmetric queues. Using the results previously established and assuming exponentially distributed service times, the bivariate Laplace transform of workloads in each queue is shown to depend on the solution $\mathbf{M}$ to a two-dimensional functional equation $$ \mathbf{M} = Q_1 \cdot \mathbf{M}\circ h_1 + Q_2 \cdot \mathbf{M}\circ h_2 + \mathbf{L} $$ with given matrices $Q_1$, $Q_2$ and vector $\mathbf{L}$ and where functions $h_1$ and $h_2$ are defined each on some rational curve; solution $\mathbf{M}$ can then represented by a series expansion involving the semi-group $< h_1, h_2 >$ generated by these two functions. The empty queue probabilities along with the tail behaviour of the workload distribution at each queue are characterised.

cs.PF

Performance Evaluation of the Random Replacement Policy for Networks of Caches

The overall performance of content distribution networks as well as recently proposed information-centric networks rely on both memory and bandwidth capacities. In this framework, the hit ratio is the key performance indicator which captures the bandwidth / memory tradeoff for a given global performance.This paper focuses on the estimation of the hit ratio in a network of caches that employ the Random replacement policy. Assuming that requests are independent and identically distributed, general expressions of miss probabilities for a single Random cache are provided as well as exact results for specific popularity distributions. Moreover, for any Zipf popularity distribution with exponent $\alpha$ > 1, we obtain asymptotic equivalents for the miss probability in the case of large cache size. We extend the analysis to networks of Random caches, when the topology is either a line or a homogeneous tree. In that case, approximations for miss probabilities across the network are derived by assuming that miss events at any node occur independently in time; the obtained results are compared to the same network using the Least-Recently-Used discipline, already addressed in the literature. We further analyze the case of a mixed tandem cache network where the two nodes employ either Random or Least-Recently-Used policies. In all scenarios, asymptotic formulas and approximations are extensively compared to simulations and shown to perform very well. Finally, our results enable us to propose recommendations for cache replacement disciplines in a network dedicated to content distribution. These results also hold for a cache using the First-In-First-Out policy.

cs.PF