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859
Scheduling Algorithms for Inputqueued Cell Switches
, 1995
"... The algorithms described in this thesis are designed to schedule cells in a very highspeed, parallel, inputqueued crossbar switch. We present several novel scheduling algorithms that we have devised, each aims to match the set of inputs of an inputqueued switch to the set of outputs more effici ..."
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Cited by 177 (4 self)
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The algorithms described in this thesis are designed to schedule cells in a very highspeed, parallel, inputqueued crossbar switch. We present several novel scheduling algorithms that we have devised, each aims to match the set of inputs of an inputqueued switch to the set of outputs more efficiently, fairly and quickly than existing techniques. In Chapter 2 we present the simplest and fastest of these algorithms: SLIP  a parallel algorithm that uses rotating priority ("roundrobin") arbitration. SLIP is simple: it is readily implemented in hardware and can operate at high speed. SLIP has high performance: for uniform i.i.d. Bernoulli arrivals, SLIP is stable for any admissible load, because the arbiters tend to desynchronize. We present analytical results to model this behavior. However, SLIP is not always stable and is not always monotonic: adding more traffic can actually make the algorithm operate more efficiently. We present an approximate analytical model of this behavior. SLIP prevents starvation: all contending inputs are eventually served. We present simulation results, indicating SLIP's performance. We argue that SLIP can be readily implemented for a 32x32 switch on a single chip. In Chapter 3 we present iSLIP, an iterative algorithm that improves upon SLIP by converging on a maximal size match. The performance of iSLIP improves with up to log 2 N iterations. We show that although it has a longer running time than SLIP, an iSLIP scheduler is little more complex to implement. In Chapter 4 we describe maximum or maximal weight matching algorithms based on the occupancy of queues, or waiting times of cells. These algorithms are stabl...
A tutorial on EMPA: A theory of concurrent processes with nondeterminism, priorities, probabilities and time
 Theoretical Computer Science
, 1998
"... In this tutorial we give an overview of the process algebra EMPA, a calculus devised in order to model and analyze features of realworld concurrent systems such as nondeterminism, priorities, probabilities and time, with a particular emphasis on performance evaluation. The purpose of this tutorial ..."
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Cited by 117 (11 self)
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In this tutorial we give an overview of the process algebra EMPA, a calculus devised in order to model and analyze features of realworld concurrent systems such as nondeterminism, priorities, probabilities and time, with a particular emphasis on performance evaluation. The purpose of this tutorial is to explain the design choices behind the development of EMPA and how the four features above interact, and to show that a reasonable trade off between the expressive power of the calculus and the complexity of its underlying theory has been achieved.
Continuous Time Bayesian Networks
"... In this paper we present a language for finite state continuous time Bayesian networks (CTBNs), which describe structured stochastic processes that evolve over continuous time. The state of the system is decomposed into a set of local variables whose values change over time. The dynamics of the syst ..."
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Cited by 96 (11 self)
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In this paper we present a language for finite state continuous time Bayesian networks (CTBNs), which describe structured stochastic processes that evolve over continuous time. The state of the system is decomposed into a set of local variables whose values change over time. The dynamics of the system are described by specifying the behavior of each local variable as a function of its parents in a directed (possibly cyclic) graph. The model specifies, at any given point in time, the distribution over two aspects: when a local variable changes its value and the next value it takes. These distributions are determined by the variable’s current value and the current values of its parents in the graph. More formally, each variable is modelled as a finite state continuous time Markov process whose transition intensities are functions of its parents. We present a probabilistic semantics for the language in terms of the generative model a CTBN defines over sequences of events. We list types of queries one might ask of a CTBN, discuss the conceptual and computational difficulties associated with exact inference, and provide an algorithm for approximate inference which takes advantage of the structure within the process.
Russian and American put options under exponential phasetype Lévy models
, 2002
"... Consider the American put and Russian option [33, 34, 17] with the stock price modeled as an exponential Lévy process. We find an explicit expression for the price in the dense class of Lévy processes with phasetype jumps in both directions. The solution rests on the reduction to the first passage ..."
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Cited by 94 (4 self)
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Consider the American put and Russian option [33, 34, 17] with the stock price modeled as an exponential Lévy process. We find an explicit expression for the price in the dense class of Lévy processes with phasetype jumps in both directions. The solution rests on the reduction to the first passage time problem for (reflected) Lévy processes and on an explicit solution of the latter in the phasetype case via martingale stopping and WienerHopf factorisation. Also the first passage time problem is studied for a regime switching Lávy process with phasetype jumps. This is achieved by an embedding into a a semiMarkovian regime switching Brownian motion.
Recursive Markov chains, stochastic grammars, and monotone systems of nonlinear equations
 IN STACS
, 2005
"... We define Recursive Markov Chains (RMCs), a class of finitely presented denumerable Markov chains, and we study algorithms for their analysis. Informally, an RMC consists of a collection of finitestate Markov chains with the ability to invoke each other in a potentially recursive manner. RMCs offer ..."
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Cited by 92 (13 self)
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We define Recursive Markov Chains (RMCs), a class of finitely presented denumerable Markov chains, and we study algorithms for their analysis. Informally, an RMC consists of a collection of finitestate Markov chains with the ability to invoke each other in a potentially recursive manner. RMCs offer a natural abstract model for probabilistic programs with procedures. They generalize, in a precise sense, a number of well studied stochastic models, including Stochastic ContextFree Grammars (SCFG) and MultiType Branching Processes (MTBP). We focus on algorithms for reachability and termination analysis for RMCs: what is the probability that an RMC started from a given state reaches another target state, or that it terminates? These probabilities are in general irrational, and they arise as (least) fixed point solutions to certain (monotone) systems of nonlinear equations associated with RMCs. We address both the qualitative problem of determining whether the probabilities are 0, 1 or inbetween, and
TCP Over Wireless with Link Level Error Control: Analysis and Design Methodology
 IEEE/ACM TRANSACTIONS ON NETWORKING
, 1996
"... The anticipated emergence of mobile computing depends on the ability to support data applications over heterogeneous networks comprising both wireless and wireline links. Standard data applications on current wireline networks are based on TCP/IP. However TCP performs poorly over lossy wireless li ..."
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Cited by 87 (2 self)
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The anticipated emergence of mobile computing depends on the ability to support data applications over heterogeneous networks comprising both wireless and wireline links. Standard data applications on current wireline networks are based on TCP/IP. However TCP performs poorly over lossy wireless links subject to deep fades and other impairments may be unsatisfactory. One approach to this problem is to use suitable link level error recovery mechanism that can "hide" the fluctuations of the wireless medium from TCP. In this paper, we provide an analytical framework for quantifying the performance of TCP operating over wireless link (with retransmission based link level error recovery) as a function of the wireless channel characteristics, the size of the wirelesswireline interface buffer, and the bandwidthdelay product of the connection. While our design methodology is of general applicability, we demonstrate it for the specific case of a Rayleigh fading link, since Rayleigh fading is one of the typical (and dominant) impairments of the wireless medium. The numerical results obtained for specific values of system parameters also indicate that link level error recovery on the wireless link is an effective method of achieving reasonable throughputs with TCP over an endtoend path consisting of both wireline and wireless links. We provide an asymptotic argument to explain qualitatively the feasibility of employing retransmission based link level error recovery.
Process Algebra for Performance Evaluation
, 2000
"... This paper surveys the theoretical developments in the field of stochastic process algebras, process algebras where action occurrences may be subject to a delay that is determined by a random variable. A huge class of resourcesharing systems  like largescale computers, clientserver architectur ..."
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Cited by 72 (13 self)
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This paper surveys the theoretical developments in the field of stochastic process algebras, process algebras where action occurrences may be subject to a delay that is determined by a random variable. A huge class of resourcesharing systems  like largescale computers, clientserver architectures, networks  can accurately be described using such stochastic specification formalisms.
Analysis, Approximations and Admission Control of a MultiService Multiplexing System with Priorities
 In Proc. IEEE INFOCOM '95
, 1995
"... We consider an ATM system with an architecture which is designed to accommodate users with very different quality of service requirements. In the base case with only two services, sources which require low loss belong to a High Priority class, and share a FCFS buffer, which has priority access to th ..."
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Cited by 65 (3 self)
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We consider an ATM system with an architecture which is designed to accommodate users with very different quality of service requirements. In the base case with only two services, sources which require low loss belong to a High Priority class, and share a FCFS buffer, which has priority access to the trunk. A Low Priority class of sources with typically less stringent requirements on loss have a separate FCFS buffer, which receives the timevarying, residual bandwidth, if any, of the trunk. By administering admission control and restricting the combination of sources to an admissible set, the service guarantees for both classes may be satisfied. The sources are bursty and stochastic fluid models are used to handle burstscale congestion effects. Our contributions are: (i) we develop simple, fast and robust analytic approximations for the queue distributions in the two buffers; (ii) for admission control, we calculate the admissible set by using our analytic approximations and find that...
Recursive Markov decision processes and recursive stochastic games
 In Proc. of 32nd Int. Coll. on Automata, Languages, and Programming (ICALP’05
, 2005
"... Abstract. We introduce Recursive Markov Decision Processes (RMDPs) and Recursive Simple Stochastic Games (RSSGs), and study the decidability and complexity of algorithms for their analysis and verification. These models extend Recursive Markov Chains (RMCs), introduced in [EY05a,EY05b] as a natural ..."
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Cited by 52 (11 self)
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Abstract. We introduce Recursive Markov Decision Processes (RMDPs) and Recursive Simple Stochastic Games (RSSGs), and study the decidability and complexity of algorithms for their analysis and verification. These models extend Recursive Markov Chains (RMCs), introduced in [EY05a,EY05b] as a natural model for verification of probabilistic procedural programs and related systems involving both recursion and probabilistic behavior. RMCs define a class of denumerable Markov chains with a rich theory generalizing that of stochastic contextfree grammars and multitype branching processes, and they are also intimately related to probabilistic pushdown systems. RMDPs & RSSGs extend RMCs with one controller or two adversarial players, respectively. Such extensions are useful for modeling nondeterministic and concurrent behavior, as well as modeling a system’s interactions with an environment. We provide a number of upper and lower bounds for deciding, given an RMDP (or RSSG) A and probability p, whether player 1 has a strategy to force termination at a desired exit with probability at least p. We also address “qualitative ” termination questions, where p = 1, and model checking questions. 1
Asymptotics for steadystate tail probabilities in structured Markov queueing models
 Commun. Statist.Stoch. Mod
, 1994
"... In this paper we establish asymptotics for the basic steadystate distributions in a large class of singleserver queues. We consider the waiting time, the workload (virtual waiting time) and the steadystate queue lengths at an arbitrary time, just before an arrival and just after a departure. We s ..."
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Cited by 45 (10 self)
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In this paper we establish asymptotics for the basic steadystate distributions in a large class of singleserver queues. We consider the waiting time, the workload (virtual waiting time) and the steadystate queue lengths at an arbitrary time, just before an arrival and just after a departure. We start by establishing asymptotics for steadystate distributions of Markov chains of M/GI/1 type. Then we treat steadystate distributions in the BMAP/GI/1 queue, which has a batch Markovian arrival process (BMAP). The BMAP is equivalent to the versatile Markovian point process or Neuts (N) process; it generalizes the Markovian arrival process (MAP) by allowing batch arrivals. The MAP includes the Markovmodulated Poisson process (MMPP), the phasetype renewal process (PH) and independent superpositions of these as special cases. We also establish asymptotics for steadystate distributions in the MAP/MSP/1 queue, which has a Markovian service process (MSP). The MSP is a MAP independent of the arrival process generating service completions during the time the server is busy. In great generality (but not always), the basic steadystate distributions have asymptotically exponential tails in all these models. When they do, the asymptotic parameters of the different distributions are closely related. 1.