Misja Nuyens
The Foreground-Background (FB) discipline, which gives service to the customer that has received the least amount of service, minimises the queue length for a certain class of heavy-tailed service times. In this paper we give an overview of the results in the literature on single-server queues with the FB discipline.
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We study a single server queue under a processor-sharing type of scheduling policy, where the weights for determining the sharing are given by functions of each job's remaining service(processing) amount, and obtain a fluid limit for the scaled measure-valued system descriptors.
We investigate a processor sharing queue with renewal arrivals and generally distributed service times. Impatient jobs may abandon the queue, or renege, before completing service. The corresponding stochastic processes are represented by measure valued Markov processes on R^2\_+. A scaling procedure that gives rise to a fluid model with a nontrivial, yet tractable steady state behavior, is presented. This fluid model model captures many essential features of the underlying stochastic model, and it is used to analyze the impact of impatience in processor sharing queues.
In this paper, we present a stability criterion for Processor Sharing queues, in which the throughput may depend on the number of customers in the system (in such cases such as interferences between the users). Such a system is represented by a point measure-valued stochastic recursion keeping track of the remaining processing times of the customers.
We give some representation about recent achievements in analysis of the M/G/1 queue with egalitarian processor sharing discipline (EPS). The new formmulas are derived for the j-th moments (j=1,2,...) of the (conditional) stationary sojourn time in the M/G/1--EPS queue with K (K=0,1,2,...) permanent jobs of infinite size. We discuss also how to simplify the computations of the moments.
Consider a single server queue with renewal arrivals and i.i.d. service times in which the server operates under a processor sharing service discipline. To describe the evolution of this system, we use a measure valued process that keeps track of the residual service times of all jobs in the system at any given time. From this measure valued process, one can recover the traditional performance processes, including queue length and workload. We show that under mild assumptions, including standard heavy traffic assumptions, the (suitably rescaled) measure valued processes corresponding to a sequ…
This paper contains an asymptotic analysis of a fluid model for a heavily loaded processor sharing queue. Specifically, we consider the behavior of solutions of critical fluid models as time approaches \infty. The main theorems of the paper provide sufficient conditions for a fluid model solution to converge to an invariant state and, under slightly more restrictive assumptions, provide a rate of convergence. These results are used in a related work by Gromoll for establishing a heavy traffic diffusion approximation for a processor sharing queue.
The diffusion approximation of the Multiclass Processor Sharing queue
本文研究带反馈的多类处理器共享队列，在重负载条件下，为追踪作业剩余服务时间的测度值过程建立了扩散近似。
Fluid and Diffusion Approximation of a Multiclass Proportional Processor Sharing Queue with Reneging and General Distributions
本文解决了多类比例处理器共享队列（含弃权（不执行）及一般分布）的扩散近似问题，通过推广流体极限并证明扩散缩放下的紧性与唯一性，刻画了由高斯片驱动的随机微分方程系统。
We consider a sequence of single-server queueing models operating under a service policy that incorporates batches into processor sharing: arriving jobs build up behind a gate while waiting to begin service, while jobs in front of the gate are served according to processor sharing. When they have been completed, the waiting jobs move in front of the gate and the cycle repeats. We model this system with a pair of measure valued processes describing the jobs in front of and behind the gate. Under mild asymptotically critical conditions and a law-of-large-numbers scaling, we prove that the pair o…
This paper considers a GI/GI/1 processor sharing queue in which jobs have soft deadlines. At each point in time, the collection of residual service times and deadlines is modeled using a random counting measure on the right half-plane. The limit of this measure valued process is obtained under diffusion scaling and heavy traffic conditions and is characterized as a deterministic function of the limiting queue length process. As special cases, one obtains diffusion approximations for the lead time profile and the profile of times in queue. One also obtains a snapshot principle for sojourn times…
We consider a processor sharing queue where the number of jobs served at any time is limited to $K$, with the excess jobs waiting in a buffer. We use random counting measures on the positive axis to model this system. The limit of this measure-valued process is obtained under diffusion scaling and heavy traffic conditions. As a consequence, the limit of the system size process is proved to be a piece-wise reflected Brownian motion.
We consider a finite population processor-sharing (PS) queue, with Markovian arrivals and an exponential server. Such a queue can model an interactive computer system consisting of a bank of terminals in series with a central processing unit (CPU). For systems with a large population $N$ and a commensurately rapid service rate, or infrequent arrivals, we obtain various asymptotic results. We analyze the conditional sojourn time distribution of a tagged customer, conditioned on the number $n$ of others in the system at the tagged customer's arrival instant, and also the unconditional distributi…
We consider a tandem queue with coupled processors, which is subject to global breakdowns. When the network is in the operating mode and both queues are non empty, the total service capacity is shared among the stations according to fixed proportions. When one of the stations becomes empty, the total service capacity is given to the non-empty station. Moreover, arrival rates depend on the state of the network. The system is described by a Markov modulated random walk in the quarter plane representing the number of jobs in the two stations and the state of the network. By applying the generatin…
We consider sojourn or response times in processor-shared queues that have a finite population of potential users. Computing the response time of a tagged customer involves solving a finite system of linear ODEs. Writing the system in matrix form, we study the eigenvectors and eigenvalues in the limit as the size of the matrix becomes large. This corresponds to finite population models where the total population is $N\gg 1$. Using asymptotic methods we reduce the eigenvalue problem to that of a standard differential equation, such as the Hermite equation. The dominant eigenvalue leads to the t…
We compute the stationary performance metrics of a single server $M^X/G/1$ queue under a class of generalized processor-sharing scheduling policies that are proposed by Grishechkin. This class of processor-sharing policies allow service capacities to be allocated to jobs based on the amount of service they attained. In [11], Grishechkin derives an integral equation that is satisfied by the Laplace transform of the stationary performance metrics under these policies. Our main focus in this paper is to derive the solution to this integral equation. This is achieved through a series of transforms…
We consider sojourn (or response) times in processor-shared queues that have a finite customer capacity. Computing the response time of a tagged customer involves solving a finite system of linear ODEs. Writing the system in matrix form, we study the eigenvectors and eigenvalues in the limit as the size of the matrix becomes large. This corresponds to finite capacity models where the system can only hold a large number $K$ of customers. Using asymptotic methods we reduce the eigenvalue problem to that of a standard differential equation, such as the Airy equation. The dominant eigenvalue leads…
We study the convergence of the $M/G/1$ processor-sharing, queue length process in the heavy traffic regime, in the finite variance case. To do so, we combine results pertaining to Lévy processes, branching processes and queuing theory. These results yield the convergence of long excursions of the queue length processes, toward excursions obtained from those of some reflected Brownian motion with drift, after taking the image of their local time process by the Lamperti transformation. We also show, via excursion theoretic arguments, that this entails the convergence of the entire processes to …
A two-class Processor-Sharing queue with one impatient class is studied. Local exponential decay rates for its stationary distribution (N, M) are established in the heavy traffic regime where the arrival rate of impatient customers grows proportionally to a large factor A. This regime is characterized by two time-scales, so that no general Large Deviations result is applicable. In the framework of singular perturbation methods, we instead assume that an asymptotic expansion of the solution of associated Kolmogorov equations exists for large A and derive it in the form P(N = Ax, M = Ay) ~ g(x,y…
We consider a processor shared $M/M/1$ queue that can accommodate at most a finite number $K$ of customers. We give an exact expression for the sojourn time distribution in the finite capacity model, in terms of a Laplace transform. We then give the tail behavior, for the limit $K\to\infty$, by locating the dominant singularity of the Laplace transform.
Response time in a pair of processor sharing queues with Join-the-Shortest-Queue scheduling
针对采用JSQ调度的并行PS队列响应时间分布求解难题，本文利用生成函数法推导条件响应时间的PDE，通过数值求解与复积分去条件化得到分布解，结果与50万周期再生模拟吻合良好。
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 com…
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 behavio…
The paper considers a queueing system with limited processor sharing. No more than n jobs may be served simultaneously. This system may be used for modeling bandwidth sharing in wireless communication systems and processes of service in computer networks. If there are n jobs in the considered queueing system and a new job arrives, then the arriving job is lost or the service of a job is interrupted and this job is lost. We study two rules to choose the job to be lost. In accordance with one of these rules, the job with the shortest remaining length is lost. Relations are obtained between the s…
In this paper, we exploit results obtained in an earlier study for the Laplace transform of the sojourn time $Ω$ 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 $P(Ω>x)$ when $x$ tends to infinity. We precisely show that up to a multiplying factor, the behavior of $P(Ω>x)$ for large $x$ is of the same order of magnitude as $P(ω>x)$, where $ω$ is the sojourn time of an arbitrary job is the system. From a practical point of view, t…
On the Age of Information of Processor Sharing Systems
本文研究处理器共享（PS）队列中信息年龄（AoI），推导M/M/1/2队列平均AoI闭式解，并扩展到M/M/1多源场景，发现PS在某些情况下优于M/M/1/1*。
In this paper we derive exact large-buffer asymptotics for a two-class Generalized Processor Sharing (GPS) model, under the assumption that the input traffic streams generated by both classes correspond to heavy-tailed Lévy processes. Four scenarios need to be distinguished, which differ in terms of (i)~the level of heavy-tailedness of the driving Lévy processes as well as (ii)~the values of the corresponding mean rates relative to the GPS weights. The derived results are illustrated by two important special cases, in which the queues' inputs are modeled by heavy-tailed compound Poisson proces…
This paper deals with a single-server queue with modulated arrivals, service requirements and service capacity. In our first result, we derive the mean of the total workload assuming generally distributed service requirements and any service discipline which does not depend on the modulating environment. We then show that the workload is exponentially distributed under heavy-traffic scaling. In our second result, we focus on the discriminatory processor sharing (DPS) discipline. Assuming exponential, class-dependent service requirements, we show that the joint distribution of the queue lengths…
We consider the $M/G/1$ queue with a processor sharing server. We study the conditional sojourn time distribution, conditioned on the customer's service requirement, as well as the unconditional distribution, in various asymptotic limits. These include large time and/or large service request, and heavy traffic, where the arrival rate is only slightly less than the service rate. Our results demonstrate the possible tail behaviors of the unconditional distribution, which was previously known in the cases $G=M$ and $G=D$ (where it is purely exponential). We assume that the service density decays …
For the $M^{[X]}/M/1$ processor Sharing queue with batch arrivals, the sojourn time $Ω$ of a batch is investigated. We first show that the distribution of $Ω$ can be generally obtained from an infinite linear differential system. When further assuming that the batch size has a geometric distribution with given parameter $q \in [0,1[$, this differential system is further analyzed by means of an associated bivariate generating function $(x,u,v) \mapsto E(x,u,v)$. Specifically, denoting by $s \mapsto E^*(s,u,v)$ the one-sided Laplace transform of $E(\cdot,u,v)$ and defining $$ Φ(s,u,v) = P(s,u) \…
We consider a system of N queues with decentralized load balancing such as power-of-D strategies(where D may depend on N) and generic scheduling disciplines. To measure the dependence of the queues, we use the clan of ancestors, a technique coming from interacting particle systems. Relying in that analysis we prove quantitative estimates on the queues correlations implying propagation of chaos for systems with Markovian arrivals and general service time distribution. This solves the conjecture posed by Bramsom et. al. in [*] concerning the asymptotic independence of the servers in the case of …
We consider the $M/M/1$ queue with processor sharing. We study the conditional sojourn time distribution, conditioned on the customer's service requirement, in various asymptotic limits. These include large time and/or large service request, and heavy traffic, where the arrival rate is only slightly less than the service rate. The asymptotic formulas relate to, and extend, some results of Morrison \cite{MO} and Flatto \cite{FL}.
Multi-server queueing systems describe situations in which users require service from multiple parallel servers. Examples include check-in lines at airports, waiting rooms in hospitals, queues in contact centers, data buffers in wireless networks, and delayed service in cloud data centers. These are all situations with jobs (clients, patients, tasks) and servers (agents, beds, processors) that have large capacity levels, ranging from the order of tens (checkouts) to thousands (processors). This survey investigates how to design such systems to exploit resource pooling and economies-of-scale. I…
In this paper we propose a highly accurate approximate performance analysis of a heterogeneous server system with a processor sharing service discipline and a general job-size distribution under a generalized join the shortest queue (GJSQ) routing protocol. The GJSQ routing protocol is a natural extension of the well-known join the shortest queue routing policy that takes into account the non-identical service rates in addition to the number of jobs at each server. The performance metrics that are of interest here are the equilibrium distribution and the mean and standard deviation of the numb…
Approximations and Optimal Control for State-dependent Limited Processor Sharing Queues
本文研究了服务速率依赖于占用服务器作业数的处理器共享服务器的近似与控制，提出基于重交通扩散分析的近优控制策略，通过构造状态依赖的处理器共享服务器序列获得漂移函数，并通过数值算法解决动态并发限制控制问题。
In this paper we describe a perfect simulation algorithm for the stable $M/G/c$ queue. Sigman (2011: Exact Simulation of the Stationary Distribution of the FIFO M/G/c Queue. Journal of Applied Probability, 48A, 209--213) showed how to build a dominated CFTP algorithm for perfect simulation of the super-stable $M/G/c$ queue operating under First Come First Served discipline, with dominating process provided by the corresponding $M/G/1$ queue (using Wolff's sample path monotonicity, which applies when service durations are coupled in order of initiation of service), and exploiting the fact that …
Consider a single server system serving a multiclass population. Some popular scheduling policies for such system are the discriminatory processor sharing (DPS), discriminatory random order service (DROS), generalized processor sharing (GPS) and weighted fair queueing (WFQ). In this paper, we propose two classes of policies, namely MPS (multiclass processor sharing) and MROS (multiclass random order service), that generalize the four policies mentioned above. For the special case when the multiclass population arrive according to Poisson processes and have independent and exponential service r…
Consider a countably infinite collection of interacting queues, with a queue located at each point of the $d$-dimensional integer grid, having independent Poisson arrivals, but dependent service rates. The service discipline is of the processor sharing type,with the service rate in each queue slowed down, when the neighboring queues have a larger workload. The interactions are translation invariant in space and is neither of the Jackson Networks type, nor of the mean-field type. Coupling and percolation techniques are first used to show that this dynamics has well defined trajectories. Couplin…
Motivated by a web-server model, we present a queueing network consisting of two layers. The first layer incorporates the arrival of customers at a network of two single-server nodes. We assume that the inter-arrival and the service times have general distributions. Customers are served according to their arrival order at each node and after finishing their service they can re-enter at nodes several times (as new customers) for new services. At the second layer, active servers act as jobs which are served by a single server working at speed one in a Processor-Sharing fashion. We further assume…
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