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25 April 2024
 
  » arxiv » 0910.3821

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State space collapse and diffusion approximation for a network operating under a fair bandwidth sharing policy
W. N. Kang ; F. P. Kelly ; N. H. Lee ; R. J. Williams ;
Date 20 Oct 2009
AbstractWe consider a connection-level model of Internet congestion control, introduced by Massouli’{e} and Roberts [Telecommunication Systems 15 (2000) 185--201], that represents the randomly varying number of flows present in a network. Here, bandwidth is shared fairly among elastic document transfers according to a weighted $alpha$-fair bandwidth sharing policy introduced by Mo and Walrand [IEEE/ACM Transactions on Networking 8 (2000) 556--567] [$alphain (0,infty)$]. Assuming Poisson arrivals and exponentially distributed document sizes, we focus on the heavy traffic regime in which the average load placed on each resource is approximately equal to its capacity. A fluid model (or functional law of large numbers approximation) for this stochastic model was derived and analyzed in a prior work [Ann. Appl. Probab. 14 (2004) 1055--1083] by two of the authors. Here, we use the long-time behavior of the solutions of the fluid model established in that paper to derive a property called multiplicative state space collapse, which, loosely speaking, shows that in diffusion scale, the flow count process for the stochastic model can be approximately recovered as a continuous lifting of the workload process.
Source arXiv, 0910.3821
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