Skip to main content

The Survey on Markov-Modulated Arrival Processes and Their Application to the Analysis of Active Queue Management Algorithms

  • Conference paper
  • First Online:
Distributed Computer and Communication Networks (DCCN 2017)

Abstract

The article is devoted to the application of Markov modulated arrival processes (Markov modulated Poisson process — MMPP, Markov modulated Bernoulli process — MMBP and Markov modulated fluid flow — MMFF) models to the analysis of Active Queue Management (AQM) algorithms (Random Early Detection (RED) family, for example). The main ideas and properties of Markov modulated arrival processes (MMAP) are presented as the brief description of RED-type AQM algorithms. A review of the main results obtained with the help of MMAP processes in the analysis of AQM algorithms models is made. The authors formulated problems that also can be solved with the help of MMAP processes when analysing the systems with RED-like algorithms.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Eisen, M., Tainiter, M.: Stochastic variations in queuing processes. Oper. Res. 11(6), 922–927 (1963)

    Article  MATH  MathSciNet  Google Scholar 

  2. Yechiali, U., Naor, P.: Queueing problems with heterogeneous arrivals and service. Oper. Res. 19(3), 722–734 (1971)

    Article  MATH  Google Scholar 

  3. Neuts, M.F.: A queue subject to extraneous phase changes. Adv. Appl. Probability 3(1), 78–119 (1971)

    Article  MATH  MathSciNet  Google Scholar 

  4. Purdue, P.: The M/M/1 queue in a Markovian environment. Oper. Res. 22(3), 562–569 (1974)

    Article  MATH  MathSciNet  Google Scholar 

  5. Falin, G.: The M/M/\(\infty \) queue in a random environment. Queueing Syst. 58, 65–76 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  6. Rykov, V., Tran, A.N.: On Markov reliability model of a system, operating in random environment. In: XXXI International Seminar on Stability Problems for Stochastic Models, pp. 114–116. IIP, Moscow (2013)

    Google Scholar 

  7. Andronov, A.M., Vishnevsky, V.M.: Markov-modulated continuous time finite Markov chain as the model of hybrid wireless communication channels operation. Autom. Control Comput. Sci. 50(3), 125–132 (2016)

    Article  Google Scholar 

  8. Neuts, M.F.: The M/M/1 queue with randomly varying arrival and service rates. Technical report No./77, Department of Statistics and Computer Science, University of Delaware, Newark DE, U.S.A. (1977)

    Google Scholar 

  9. Neuts, M.F.: Further results on the M/M/1 queue with randomly varying rates. Technical report No./78-4, Department of Statistics and Computer Science, University of Delaware, Newark DE, U.S.A. (1978)

    Google Scholar 

  10. Neuts, M.F.: Further results on the M/M/1 queue with randomly varying rates. OPSEARCH 15(4), 158–168 (1978)

    MATH  MathSciNet  Google Scholar 

  11. Neuts, M.F.: Matrix Geometric Solutions in Stochastic Models: An Algorithmic Approach. Johns Hopkins University Press, Baltimore (1981)

    MATH  Google Scholar 

  12. Neuts, M.F.: A versatile Markovian point process. J. Appl. Probability 16(4), 764–779 (1979)

    Article  MATH  MathSciNet  Google Scholar 

  13. Neuts, M.F.: Structured Stochastic Matrices of M/G/1 Type and Their Applications. Marcel Dekker Inc., New York (1989)

    MATH  Google Scholar 

  14. Fisher, W., Meier-Hellstern, K.S.: The Markov-Modulated Poisson Process (MMPP) cookbook. Perform. Eval. 18(2), 149–171 (1993)

    Article  MATH  MathSciNet  Google Scholar 

  15. Prabhu, N.U., Zhu, Y.: Markov-modulated queueing systems. Queueing Syst. 5(1–3), 215–245 (1989)

    Article  MATH  MathSciNet  Google Scholar 

  16. Özekici, S.: Markov Modulated Bernoulli process. Math. Methods Oper. Res. 45(3), 311–324 (1997)

    Article  MATH  MathSciNet  Google Scholar 

  17. Özekici, S., Soyer, R.: Bayesian analysis of Markov Modulated Bernoulli processes. Math. Methods Oper. Res. 57(1), 125–140 (2003)

    Article  MATH  MathSciNet  Google Scholar 

  18. Perros, H.G.: An Introduction to ATM Networks. Wiley, New York (2001)

    Google Scholar 

  19. Ng, P.C.H., Boon-Hee, P.S.: Queueing Modelling Fundamentals: With Applications in Communication Networks. Wiley, New York (2008)

    Book  MATH  Google Scholar 

  20. Ibe, O.: Markov Processes for Stochastic Modeling. Elsevier Science (2013)

    Google Scholar 

  21. Trivedi, K.S.: Probability and Statistics with Reliability, Queuing, and Computer Science Applications. Wiley, Hoboken (2016)

    Book  MATH  Google Scholar 

  22. Asmussen, S.: Stationary distributions for Fluid Flow Models with or without Brownian Noise. Commun. Stat. Stochast. Models 11(1), 21–49 (1995)

    Article  MATH  MathSciNet  Google Scholar 

  23. Anick, D., Mitra, D., Sondhi, M.M.: Stochastic theory of a data-handling system with multiple sources. Bell Syst. Tech. J. 61(8), 1871–1894 (1982)

    Article  MathSciNet  Google Scholar 

  24. Ramaswami, V.: Matrix analytic methods for stochastic fluid flows. In: Teletraffic Engineering in a Competitive World. ITC – 16: International Teletraffic Congress, Edinburgh, 3a&3b, pp. 1019–1030 (1999)

    Google Scholar 

  25. Akar, N., Sohraby, K.: Infinite and finite buffer Markov fluid queues: a unified analysis. J. Appl. Probability 41(2), 557–569 (2004)

    Article  MATH  MathSciNet  Google Scholar 

  26. Gaeta, R., Gribaudo, M., Manini, D., Sereno, M.: Analysis of resource transfers in peer-to-peer file sharing applications using fluid models. Perform. Eval. 63(3), 149–174 (2006)

    Article  Google Scholar 

  27. Bekker, R., Mandjes, M.: A fluid model for a relay node in an ad hoc network: the case of heavy-tailed input. Math. Methods Oper. Res. 70(2), 357–384 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  28. Latouche, G., Taylor, P.G.: A stochastic fluid model for an ad hoc mobile network. Queueing Syst. 63, 109–129 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  29. Arunachalam, V., Gupta, V., Dharmaraja, S.: A fluid queue modulated by two independent birthdeath processes. Comput. Math. Appl. 60(8), 2433–4444 (2010)

    Article  MATH  MathSciNet  Google Scholar 

  30. Govorun, M., Latouche, G., Remiche, M.A.: Stability for fluid queues: characteristic inequalities. Stoch. Model 29, 64–88 (2013)

    Article  MATH  MathSciNet  Google Scholar 

  31. Yazici, M.A., Akar, N.: Analysis of continuous feedback markov fluid queues and its applications to modeling optical burst switching. In: Proceedings of the 25th International Teletraffic Congress (ITC), pp. 1–8 (2013)

    Google Scholar 

  32. Tunc, C., Akar, N.: Markov Fluid Queue Model of an energy harvesting IoT device with adaptive sensing. Perform. Eval. 111, 1–16 (2017)

    Article  Google Scholar 

  33. Nichols, K., Jacobson, V.: Controlling queue delay. Commun. ACM 55(7), 42–50 (2012)

    Article  Google Scholar 

  34. Baker, F., Fairhurst, G.: IETF Recommendations Regarding Active Queue Management. RFC 7567, Internet Engineering Task Force (2015). https://tools.ietf.org/html/rfc7567

  35. Floyd, S., Jacobson, V.: Random early detection gateways for congestion avoidance. IEEE/ACM Trans. Networking 4(1), 397–413 (1993)

    Article  Google Scholar 

  36. Ramakrishnan, K., Floyd, S., Black, D.: The Addition of Explicit Congestion Notification (ECN) to IP. RFC 3168, Internet Engineering Task Force (2001). https://tools.ietf.org/html/rfc3168

  37. Korolkova, A.V., Kulyabov, D.S., Chernoivanov, A.I.: On the classification of RED Algorithms. Math. Inf. Sci. Phys. 3, 34–46 (2009). Bulletin of Peoples’ Friendship University of Russia

    Google Scholar 

  38. Jacobson, V., Nichols, K., Poduri, K.: RED in a Different Light. http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.22.9406

  39. Class-Based Weighted Fair Queueing and Weighted Random Early Detection. http://www.cisco.com/c/en/us/td/docs/ios/12_0s/feature/guide/fswfq26.html

  40. Cisco IOS Quality of Service Solutions Configuration Guide, Release 12.2. http://www.cisco.com/c/en/us/td/docs/ios/12_2/qos/configuration/guide/fqos_c.html

  41. Floyd, S., Gummadi, R., Shenker, S.: Adaptive RED: an algorithm for increasing the robustness of RED’s active queue management (2001). http://www.icir.org/floyd/papers/adaptiveRed.pdf

  42. Changwang, Z., Jianping, Y., Zhiping, C., Weifeng, C.: RRED: Robust RED algorithm to counter low-rate denial-of-service attacks. IEEE Commun. Lett. 14(5), 489–491 (2010)

    Article  Google Scholar 

  43. Grieco, L.A., Mascolo, S.: TCP westwood and easy RED to improve fairness in high-speed networks. In: Carle, G., Zitterbart, M. (eds.) PfHSN 2002. LNCS, vol. 2334, pp. 130–146. Springer, Heidelberg (2002). doi:10.1007/3-540-47828-0_9

    Chapter  MATH  Google Scholar 

  44. Ott, T.J., Lakshman, T.V., Wong, L.H.: SRED: Stabilized RED. In: Proceedings IEEE INFOCOM 1999, vol. 3, pp. 1346–1355. IEEE (1999)

    Google Scholar 

  45. Lin, D., Morris, R.: Dynamics of random early detection. Comput. Commun. Rev. 27(4), 127–137 (1997)

    Article  Google Scholar 

  46. Anjum, F.M., Tassiulas, L.: Balanced RED: an algorithm to achieve fairness in the internet. Technical Research Report (1999). http://www.dtic.mil/dtic/tr/fulltext/u2/a439654.pdf

  47. Aweya, J., Ouellette, M., Montuno, D.Y.: A control theoretic approach to active queue management. Comput. Netw. 36, 203–235 (2001)

    Article  MATH  Google Scholar 

  48. Jun, H.X.: Variants of RED. http://www.ee.ust.hk/~heixj/publication/thesis/node37.html

  49. Sally Floyd Website. http://www.icir.org/floyd/

  50. Chrysostomoua, C., Pitsillidesa, A., Rossidesa, L., Polycarpoub, M., Sekercioglu, A.: Congestion control in differentiated services networks using Fuzzy-RED. Control Eng. Pract. 11, 1153–1170 (2003)

    Article  Google Scholar 

  51. Feng, W.-C.: Improving internet congestion control and queue management algorithms. http://thefengs.com/wuchang/umich_diss.html

  52. Al-Raddady, F., Woodward, M.: A new adaptive congestion control mechanism for the internet based on RED. In: 21st International Conference on Advanced Information Networking and Applications, AINAW 2007 Workshops (2007)

    Google Scholar 

  53. Feng, W., Kandlur, D.D., Saha, D., Shin, K.G.: BLUE: a new class of active queue management algorithms. UM CSE-TR-387-99 (1999). https://www.cse.umich.edu/techreports/cse/99/CSE-TR-387-99.pdf

  54. Baldi, S., Kosmatopoulos, E.B., Pitsillides, A., Lestas, M., Ioannou, P.A., Wan, Y.: Adaptive optimization for active queue management supporting TCP flows. In: 2016 American Control Conference (ACC), pp. 751–756 (2016)

    Google Scholar 

  55. Andersen, A., Nielsen, B.: A Markovian approach for modelling packet traffic with long-range dependence. IEEE J. Sel. Areas Commun. 16(5), 719–732 (1998)

    Article  Google Scholar 

  56. Sharma, V., Purkayastha, P.: Performance analysis of TCP connections with RED control and exogenous traffic. Queueing Syst. 48(3), 193–235 (2004)

    Article  MATH  MathSciNet  Google Scholar 

  57. Muscariello, L., Mellia, M., Meo, M., Marsan, M.A., Cigno, R.L.: Markov Models of internet traffic and a new hierarchical MMPP model. Comput. Commun. 28(16), 1835–1852 (2005)

    Article  Google Scholar 

  58. Gudimalla, R.K., Perati, M.R.: Loss behavior of internet router with priority based self-similar synchronous traffic-multi server queueing system with Markovian input. OPSEARCH 54, 283–305 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  59. Wang, L., Min, G., Awan, I.: Stochastic modeling and analysis of GRED-I congestion control for differentiated bursty traffic. In: 21st International Conference on Advanced Information Networking and Applications (AINA 2007), pp. 1022–1030 (2007)

    Google Scholar 

  60. Wang, L., Min, G., Awan, I.: An Analytical model for priority based AQM in the presence of heterogeneous network traffic. In: 22nd International Conference on Advanced Information Networking and Applications (AINA 2008), pp. 93-99 (2008)

    Google Scholar 

  61. Kumar, R., Lewis, M.E., Topaloglu, H.: Dynamic service rate control for a single server queue with Markov modulated arrivals. Naval Logistics Res. 60(8), 661–677 (2013)

    Article  MathSciNet  Google Scholar 

  62. Kumar, R., Lewis, M.E., Topaloglu, H.: Dynamic service rate control for a single server queue with Markov modulated arrivals (2013). https://arxiv.org/pdf/1307.2601.pdf

  63. Ng, C., Yuan, L., Fu, W., Zhang, L.: Methodology for traffic modeling using two-state Markov-Modulated Bernoulli Process. Comput. Commun. 22(13), 1266–1273 (1999)

    Article  Google Scholar 

  64. Guan, L., Woodward, M.E., Awan, I.U.: Stochastic approach for modeling multi-class congestion control mechanisms based on RED in TCP/IP networks. In: The 2nd International Conference on the Performance Modelling and Evaluation of Heterogeneous Networks (HER-NETs 2004), pp. 361–369 (2004)

    Google Scholar 

  65. Guan, L., Awan, I.U., Woodward, M.E.: Stochastic modelling of random early detection based congestion control mechanism for bursty and correlated traffic. IEE Proc. Softw. 151(5), 240–247 (2004)

    Article  Google Scholar 

  66. Guan, L., Woodward, M.E., Awan, I.U.: Performance analysis of active queue management scheme for bursty and correlated multi-class traffic. In: The 19th International Teletraffic Congress (ITC 19, China), pp. 1001–1010 (2005)

    Google Scholar 

  67. Guan, L., Awan, I.U., Woodward, M.E., Wang, X.: Discrete-time performance analysis of a congestion control mechanism based on RED under multi-class bursty and correlated traffic. J. Syst. Softw. 80(10), 1716–1725 (2007)

    Article  Google Scholar 

  68. Lim, L.B., Guan, L., Grigg, A., Phillips, I.W., Wang, X.G., Awan, I.U.: RED and WRED performance analysis based on superposition of N MMBP arrival proccess. In: 24th IEEE International Conference on Advanced Information Networking and Applications (AINA), pp. 66–73 (2010)

    Google Scholar 

  69. Misra, V., Gong, W.-B., Towsley, D.: Stochastic differential equation modeling and analysis of TCP-window size behavior. In: Proceedings of Performance, pp. 42–50 (1999)

    Google Scholar 

  70. Misra, V., Gong, W.-B., Towsley, D.: Fluid-based analysis of a network of AQM routers supporting TCP flows with an application to RED. ACM SIGCOMM Comput. Commun. Rev. 30(4), 151–160 (2000)

    Article  Google Scholar 

  71. Hollot, C.V., Misra, V., Towsley, D., Gong, W.-B.: A control theoretic analysis of RED. In: Proceedings of IEEE Infocom (2001)

    Google Scholar 

  72. Korolkova, A.V., Kulyabov, D.S.: Mathematical model of the dynamic behavior of RED-like system parameters. Math. Inf. Sci. Phys. 1, 54–64 (2010). Bulletin of Peoples’ Friendship University of Russia

    Google Scholar 

  73. Velieva, T.R., Korolkova, A.V., Kulyabov, D.S., Dos Santos, B.A.: Model queue management on routers. Math. Inf. Sci. Phys. 2, 81–92 (2014). Bulletin of Peoples’ Friendship University of Russia

    Google Scholar 

  74. Velieva, T.R., Korolkova, A.V., Kulyabov, D.S.: Designing installations for verification of the model of active queue management discipline RED in the GNS3. In: 6th International Congress on Ultra Modern Telecommunications and Control Systems and Workshops (ICUMT), pp. 570–577. IEEE Computer Society (2015)

    Google Scholar 

  75. Korolkova, A.V., Kulyabov, D.S., Sevastianov, L.A.: Combinatorial and operator approaches to RED modeling. Math. Model. Geom. 3, 1–18 (2015)

    Article  Google Scholar 

  76. Korolkova, A.V., Velieva, T.R., Abaev, P.A., Sevastianov, L.A., Kulyabov, D.S.: Hybrid simulation of active traffic management. In: Proceedings 30th European Conference on Modelling and Simulation, pp. 685–691. ECMS, Regensburg, Germany (2016)

    Google Scholar 

  77. Hnatič, M., Eferina, E.G., Korolkova, A.V., Kulyabov, D.S., Sevastyanov, L.A.: Operator approach to the master equation for the one-step process. EPJ Web Conf. 108, 58–59 (2015)

    Google Scholar 

  78. Eferina, E.G., Hnatich, M., Korolkova, A.V., Kulyabov, D.S., Sevastianov, L.A., Velieva, T.R.: Diagram representation for the stochastization of single-step processes. In: Vishnevskiy, V.M., Samouylov, K.E., Kozyrev, D.V. (eds.) DCCN 2016. CCIS, vol. 678, pp. 483–497. Springer, Cham (2016). doi:10.1007/978-3-319-51917-3_42

    Chapter  Google Scholar 

  79. Korolkova, A.V., Eferina, E.G., Laneev, E.B., Gudkova, I.A., Sevastianov, L.A., Kulyabov, D.S.: Stochastization of one-step processes in the occupations number representation. In: Proceedings 30th European Conference on Modelling and Simulation, pp. 698–704. ECMS, Regensburg, Germany (2016)

    Google Scholar 

  80. Zhou, Z., Xiao, Y., Wang, D.: Stability analysis of wireless network with improved fluid model. J. Syst. Eng. Electron. 26(6), 1149–1158 (2015)

    Article  Google Scholar 

  81. Kreinin, A.: Queueing systems with renovation. J. Appl. Math. Stoch. Anal. 10(4), 431–443 (1997)

    Article  MATH  MathSciNet  Google Scholar 

  82. Bocharov, P.P., Zaryadov, I.S.: Probability distribution in queueing systems with renovation. Math. Inf. Sci. Phys. 1–2, 15–25 (2007). Bulletin of Peoples’ Friendship University of Russia

    Google Scholar 

  83. Zaryadov, I.S., Pechinkin, A.V.: Stationary time characteristics of the \(GI/M/n/\infty \) system with some variants of the generalized renovation discipline. Autom. Remote Control 70(12), 2085–2097 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  84. Zaryadov, I.S.: Queueing systems with general renovation. In: ICUMT 2009 – International Conference on Ultra Modern Telecommunications, pp. 1–6. IEEE, St.-Petersburg (2009)

    Google Scholar 

  85. Zaryadov, I.S.: The \(GI/M/n/\infty \) queuing system with generalized renovation. Autom. Remote Control 71(4), 663–671 (2010)

    Article  MATH  MathSciNet  Google Scholar 

  86. Zaryadov, I., Razumchik, R., Milovanova, T.: Stationary waiting time distribution in \(G/M/n/r\) with random renovation policy. In: Vishnevskiy, V.M., Samouylov, K.E., Kozyrev, D.V. (eds.) DCCN 2016. CCIS, vol. 678, pp. 349–360. Springer, Cham (2016). doi:10.1007/978-3-319-51917-3_31

    Chapter  Google Scholar 

  87. Zaryadov, I.S., Korolkova, A.V.: The application of model with general renovation to the analysis of characteristics of active queue management with Random Early Detection (RED). T-Comm: Telecommun. Transport 7, 84–88 (2011)

    Google Scholar 

  88. Korolkova, A.V., Zaryadov, I.S.: The mathematical model of the traffic transfer process with a rate adjustable by RED. In: International Congress on Ultra Modern Telecommunications and Control Systems and Workshops (ICUMT), pp. 1046–1050. IEEE. Moscow, Russia (2010)

    Google Scholar 

  89. Abaev, P., Gaidamaka, Y., Samouylov, K., Pechinkin, A., Razumchik, R., Shorgin, S.: Hysteretic control technique for overload problem solution in network of SIP servers. Comput. Inform. 33(1), 218–236 (2014)

    Google Scholar 

  90. Gaidamaka, Y., Pechinkin, A., Razumchik, R., Samouylov, K., Sopin, E.: Analysis of an M/G/1/R queue with batch arrivals and two hysteretic overload control policies. Int. J. Appl. Math. Comput. Sci. 24(3), 519–534 (2014)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Acknowledgments

The work was financially supported by the Ministry of Education and Science of the Russian Federation (the Agreement No. 02.A03.21.0008) and partially supported by RFBR grants No. 15-07-03007, No. 15-07-03406 and No. 14-07-00090.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Dmitriy Kulyabov .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2017 Springer International Publishing AG

About this paper

Cite this paper

Zaryadov, I., Korolkova, A., Kulyabov, D., Milovanova, T., Tsurlukov, V. (2017). The Survey on Markov-Modulated Arrival Processes and Their Application to the Analysis of Active Queue Management Algorithms. In: Vishnevskiy, V., Samouylov, K., Kozyrev, D. (eds) Distributed Computer and Communication Networks. DCCN 2017. Communications in Computer and Information Science, vol 700. Springer, Cham. https://doi.org/10.1007/978-3-319-66836-9_35

Download citation

  • DOI: https://doi.org/10.1007/978-3-319-66836-9_35

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-66835-2

  • Online ISBN: 978-3-319-66836-9

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics