arXiv subjects

Johan S. H. van Leeuwaarden

Publications and source records attributed to Johan S. H. van Leeuwaarden.

75 records · Page 5Linked to original sources

arXiv2012

Mixing Properties of CSMA Networks on Partite Graphs

We consider a stylized stochastic model for a wireless CSMA network. Experimental results in prior studies indicate that the model provides remarkably accurate throughput estimates for IEEE 802.11 systems. In particular, the model offers an explanation for the severe spatial unfairness in throughputs observed in such networks with asymmetric interference conditions. Even in symmetric scenarios, however, it may take a long time for the activity process to move between dominant states, giving rise to potential starvation issues. In order to gain insight in the transient throughput characteristics and associated starvation effects, we examine in the present paper the behavior of the transition time between dominant activity states. We focus on partite interference graphs, and establish how the magnitude of the transition time scales with the activation rate and the sizes of the various network components. We also prove that in several cases the scaled transition time has an asymptotically exponential distribution as the activation rate grows large, and point out interesting connections with related exponentiality results for rare events and meta-stability phenomena in statistical physics. In addition, we investigate the convergence rate to equilibrium of the activity process in terms of mixing times.

math.PR↗

arXiv2012

Online Optimization of Product-Form Networks

We develop an online gradient algorithm for optimizing the performance of product-form networks through online adjustment of control parameters. The use of standard algorithms for finding optimal parameter settings is hampered by the prohibitive computational burden of calculating the gradient in terms of the stationary probabilities. The proposed approach instead relies on measuring empirical frequencies of the various states through simulation or online operation so as to obtain estimates for the gradient. Besides the reduction in computational effort, a further benefit of the online operation lies in the natural adaptation to slow variations in ambient parameters as commonly occurring in dynamic environments. On the downside, the measurements result in inherently noisy and biased estimates. We exploit mixing time results in order to overcome the impact of the bias and establish sufficient conditions for convergence to a globally optimal solution.

math.OC↗

arXiv2009

On a Processor Sharing Queue That Models Balking

We consider the processor sharing $M/M/1$-PS queue which also models balking. A customer that arrives and sees $n$ others in the system "balks" (i.e., decides not to enter) with probability $1-b_n$. If $b_n$ is inversely proportional to $n+1$, we obtain explicit expressions for a tagged customer's sojourn time distribution. We consider both the conditional distribution, conditioned on the number of other customers present when the tagged customer arrives, as well as the unconditional distribution. We then evaluate the results in various asymptotic limits. These include large time (tail behavior) and/or large $n$, lightly loaded systems where the arrival rate $λ\to 0$, and heavily loaded systems where $λ\to\infty$. We find that the asymptotic structure for the problem with balking is much different from the standard $M/M/1$-PS queue. We also discuss a perturbation method for deriving the asymptotics, which should apply to more general balking functions.

math.PR↗