Advertisement

Performance Evaluation of Finite Buffer Queues through Regenerative Simulation

  • Oleg Lukashenko
  • Evsey Morozov
  • Ruslana Nekrasova
  • Michele Pagano
Conference paper
Part of the Communications in Computer and Information Science book series (CCIS, volume 356)

Abstract

In this paper we discuss the estimation of the loss probability in a queueing system with finite buffer fed by Brownian traffic, the Gaussian counterpart of the well-known Poisson process. The independence among arrivals in consecutive time slots allows the application of regenerative simulation technique, combined with the so-called Delta-method to construct confidence intervals for the stationary loss probability. Numerical simulation are carried out to verify the efficiency of the regenerative approach for different values of the queue parameters (buffer size and utilization) as well as simulation settings (digitization step and generalizations of the regeneration cycle).

Keywords

Buffer Size Loss Probability Regenerative Approach Regeneration Point Regenerative Simulation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. 1.
    Asmussen, S.: Applied Probability and Queues. Springer (2002)Google Scholar
  2. 2.
    Asmussen, S., Glynn, P.: Stochactic Simulation: algorithms and analysis. Springer (2007)Google Scholar
  3. 3.
    Asmussen, S., Glynn, P., Pitman, J.: Discretization Error in Simulation of One-Dimensional Reflecting Brownian Motion. Ann. Appl. Probab. 5(4), 875–896 (1995)MathSciNetzbMATHCrossRefGoogle Scholar
  4. 4.
    Goricheva, R.S., Lukashenko, O.V., Morozov, E.V., Pagano, M.: Regenerative analysis of a finite buffer fluid queue. In: Proceedings of ICUMT, pp. 1132–1136 (2010)Google Scholar
  5. 5.
    Kim, H.S., Shroff, N.B.: Loss Probability Calculations and Asymptotic Analysis for Finite Buffer Multiplexers. IEEE/ACM Transactions on Networking 9, 755–768 (2001)CrossRefGoogle Scholar
  6. 6.
    Mandjes, M.: Large Deviations of Gaussian Queues. Wiley, Chichester (2007)CrossRefGoogle Scholar
  7. 7.
    Morozov, E., Delgado, R.: Stability analysis of regenerative queues. Automation and Remote Control 70(12), 1977–1991 (2009)MathSciNetzbMATHCrossRefGoogle Scholar
  8. 8.
    Takacs, L.: Combinatorial Methods in the Theory os Stochastic Processes. John Wiley&Sons (1967)Google Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 2013

Authors and Affiliations

  • Oleg Lukashenko
    • 1
  • Evsey Morozov
    • 1
  • Ruslana Nekrasova
    • 1
  • Michele Pagano
    • 2
  1. 1.Karelian Research Center RASPetrozavodsk State UniversityRussia
  2. 2.University of PisaItaly

Personalised recommendations