Publication | Closed Access
On the performance of multiplexing independent regulated inputs
52
Citations
21
References
2001
Year
Unknown Venue
Mathematical ProgrammingEngineeringQueue LengthMulti-rate Signal ProcessingComputer ArchitectureComputational ComplexityQueueing TheoryOperations ResearchStochastic SimulationChannel Capacity EstimationPerformance Analysis ProblemStochastic NetworkNetwork CalculusSystems EngineeringCombinatorial OptimizationMultiplexingStochastic SystemComputer EngineeringComputer ScienceProbability TheorySignal ProcessingImportance SamplingFluid Queue
In this paper, we consider the performance analysis problem for a work conserving link with a large number of independent regulated inputs. For such a problem, we derive simple stochastic bounds under a general traffic constraint for the inputs. The bound for queue length is shown to be a stochastic extension of the deterministic worst case bound and it is asymptotically tighter than the bound in Kesidis and Konstantopoulos [23]. We also test the bound by considering periodic inputs with independent starting phases. Based on Sanov's theorem and importance sampling, we propose a fast simulation algorithm that achieves significant variance reduction. The simulations results are compared with our stochastic bound and the bound in [23].
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