arXiv subjects

Daniela Hurtado-Lange

Publications and source records attributed to Daniela Hurtado-Lange.

8 recordsLinked to original sources

arXiv2026

Transform Method for Stochastic Processing and Matching Networks

Modern service systems, ranging from cloud data centers and ride-hailing platforms to healthcare facilities, operate at massive scales where it is important to handle congestion. Queueing theory is used to understand the delay and queue length behavior in these systems. Except in simple queues, it is not possible to obtain a closed form solution for the quantities of interest, and so, one studies the system in certain asymptotic regimes such as the heavy traffic. The transform method, presented in this tutorial, is a framework to understand the steady-state behavior of Stochastic Processing and Matching Networks (SPNs/SMNs). By exploiting the zero-drift property of exponential test functions, the method derives explicit functional equations (acting as a proxy for global balance equations) for the transforms (such as moment-generating functions) of queue-length distributions. These functional equations can be used to either characterize the exact behavior of the system in an asymptotic regime or to obtain non-asymptotic performance bounds on the mean, higher order moments, or tail bounds on the queue lengths. Since its introduction for load-balancing in data center networks, the transform method, as a framework, has been extended to handle various features that arise in different systems, including customer abandonment, state-dependent arrivals, Markov-modulated arrivals, large-system scale, and multi-dimensional networks with multiple bottlenecks. This tutorial presents an overview of the transform method starting with the simplest setting viz., a single server queue. The transform method is introduced as a three step procedure. We then illustrate how the method can be adapted within this three-step framework to handle the aforementioned features.

math.OC↗

arXiv2026

Markov Modulated JSQ in Heavy Traffic Via the Poisson Equation

In parallel-server systems with a single stream of arrivals (a.k.a. load balancing), Join-the-Shortest-Queue (JSQ) is a popular routing algorithm. There is extensive literature studying this system in various asymptotic regimes, but all assume constant parameters (arrival and service rates). We study the JSQ system with Markov-modulated parameters and heterogeneous servers. Our main contributions are: (i) We compute the heavy-traffic distribution of the scaled vector of queue lengths; (ii) We utilize a novel hybrid methodology that combines the Transform Method for queue-lengths analysis and the Poisson equation; (iii) We provide sufficient conditions to ensure state space collapse, showing provable balancing power of JSQ for heterogeneous servers. Unlike other studies involving Markov-modulated queues, these conditions don't depend on the mixing time of the modulating chain and are valid for a countably infinite state space. We numerically demonstrate the strength of our results under moderate traffic intensities and showcase their independence from the corresponding mixing times.

math.PR↗

arXiv2025

Outperforming Multiserver SRPT at All Loads

A well-designed scheduling policy can unlock significant performance improvements with no additional resources. Multiserver SRPT (SRPT-$k$) is known to achieve asymptotically optimal mean response time in the heavy traffic limit, as load approaches capacity. No better policy is known for the M/G/$k$ queue in any regime. We introduce a new policy, SRPT-Except-$k+1$ & Modified SRPT (SEK-SMOD), which is the first policy to provably achieve lower mean response time than SRPT-$k$. SEK-SMOD outperforms SRPT-$k$ across all loads and all job size distributions. The key idea behind SEK-SMOD is to prioritize large jobs over small jobs in specific scenarios to improve server utilization, and thereby improve the response time of subsequent jobs in expectation. Our proof is a novel application of hybrid worst-case and stochastic techniques to relative analysis, where we analyze the deviations of our proposed SEK-SMOD policy away from the SRPT-$k$ baseline policy. Furthermore, we design Practical-SEK (a simplified variant of SEK-SMOD) and empirically verify the improvement over SRPT-$k$ via simulation.

cs.PF↗

arXiv2023

Exponential Tail Bounds on Queues: A Confluence of Non-Asymptotic Heavy Traffic and Large Deviations

In general, obtaining the exact steady-state distribution of queue lengths is not feasible. Therefore, we establish bounds for the tail probabilities of queue lengths. Specifically, we examine queueing systems under Heavy-Traffic (HT) conditions and provide exponentially decaying bounds for the probability $\mathbb P(εq > x)$, where $ε$ is the HT parameter denoting how far the load is from the maximum allowed load. Our bounds are not limited to asymptotic cases and are applicable even for finite values of $ε$, and they get sharper as $ε\to 0$. Consequently, we derive non-asymptotic convergence rates for the tail probabilities. Unlike other approaches such as moment bounds based on drift arguments and bounds on Wasserstein distance using Stein's method, our method yields sharper tail bounds. Furthermore, our results offer bounds on the exponential rate of decay of the tail, given by $-\frac{1}{x} \log \mathbb P(εq > x)$ for any finite value of $x$. These can be interpreted as non-asymptotic versions of Large Deviation (LD) results. We demonstrate our approach by presenting tail bounds for: (i) a continuous time Join-the-shortest queue (JSQ) load balancing system, (ii) a discrete time single-server queue and (iii) an $M/M/n$ queue. We not only bridge the gap between classical-HT and LD regimes but also explore the large system HT regimes for JSQ and $M/M/n$ systems. In these regimes, both the system size and the system load increase simultaneously. Our results also close a gap in the existing literature on the limiting distribution of JSQ in the super-NDS (a.k.a. super slowdown) regime. This contribution is of an independent interest. Here, a key ingredient is a more refined characterization of state space collapse for JSQ system, achieved by using an exponential Lyapunov function designed to approximate the $\ell_{\infty}$ norm.

math.PR↗

arXiv2021

Load balancing system under Join the Shortest Queue: Many-Server-Heavy-Traffic Asymptotics

We study the load balancing system operating under Join the Shortest Queue (JSQ) in the many-server heavy-traffic regime. If $N$ is the number of servers, we let the difference between the total service rate and the total arrival rate be $N^{1-α}$ with $α>0$. We show that for $α>4$ the average queue length behaves similarly to the classical heavy-traffic regime. Specifically, we prove that the distribution of the average queue length multiplied by $N^{1-α}$ converges to an exponential random variable. Moreover, we show a result analogous to state space collapse. We provide two proofs for our result: one using the one-sided Laplace transform, and one using Stein's method. We additionally obtain the rate of convergence in the Wasserstein's distance.

math.PR↗

arXiv2020

Throughput and Delay Optimality of Power-of-d Choices in Inhomogeneous Load Balancing Systems

It is well-known that the power-of-d choices routing algorithm maximizes throughput and is heavy-traffic optimal in load balancing systems with homogeneous servers. However, if the servers are heterogeneous, throughput optimality does not hold in general. We find necessary and sufficient conditions for throughput optimality of power-of-d choices when the servers are heterogeneous, and we prove that almost the same conditions are sufficient to show heavy-traffic optimality. Additionally, we generalize the sufficient condition for throughput optimality to a larger class of routing policies.

math.PR↗

arXiv2020

Transform Methods for Heavy-Traffic Analysis

The drift method was recently developed to study queueing systems in steady-state. It was successfully used to obtain bounds on the moments of the scaled queue lengths, that are asymptotically tight in heavy-traffic, in a wide variety of systems including generalized switches, input-queued switches, bandwidth sharing networks, etc. In this paper we develop the use of transform techniques for heavy-traffic analysis, with a special focus on the use of moment generating functions. This approach simplifies the proofs of the drift method, and provides a new perspective on the drift method. We present a general framework and then use the MGF method to obtain the stationary distribution of queue lengths in heavy-traffic in queueing systems that satisfy the Complete Resource Pooling condition. In particular, we study load balancing systems and generalized switches under general settings.

math.PR↗

arXiv2020

Logarithmic Heavy Traffic Error Bounds in Generalized Switch and Load Balancing Systems

Motivated by application in wireless networks, cloud computing, data centers etc, Stochastic Processing Networks have been studied in the literature under various asymptotic regimes. In the heavy-traffic regime, the steady state mean queue length is proved to be $O(\frac{1}ε)$ where $ε$ is the heavy-traffic parameter, that goes to zero in the limit. The focus of this paper is on obtaining queue length bounds on prelimit systems, thus establishing the rate of convergence to the heavy traffic. In particular, we study the generalized switch model operating under the MaxWeight algorithm, and we show that the mean queue length of the prelimit system is only $O\left(\log \left(\frac{1}ε\right)\right)$ away from its heavy-traffic limit. We do this even when the so called complete resource pooling (CRP) condition is not satisfied. When the CRP condition is satisfied, in addition, we show that the MaxWeight algorithm is within $O\left(\log \left(\frac{1}ε\right)\right)$ of the optimal. Finally, we obtain similar results in load balancing systems operating under the join the shortest queue routing algorithm.

math.PR↗