In a general model (AIMD) of transmission control protocol (TCP) used in internet traffic congestion management, the time dependent data flow vector x(t) > 0 undergoes a biased random walk on two distinct scales. The amount of data of each component xi(t) goes up to xi(t)+a with probability 1-ζi(x) on a unit scale or down to γxi(t), 0 < γ < 1 with probability ζi(x) on a logarithmic scale, where ζi depends on the joint state of the system x. We investigate the long time behavior, mean field limit, and the one particle case. According to c = lim inf|x|→∞ |x|ζi(x) , the process drifts to ∞ in the subcritical c < c+(n, γ) case and has an invariant probability measure in the supercritical case c > c+(n, γ). Additionally, a scaling limit is proved when ζi(x) and a are of order N-1 and t → Nt, in the form of a continuum model with jump rate α(x).
Keywords: TCP, AIMD, fluid limit, mean field interaction
@article{PS_2010__14__271_0,
author = {Grigorescu, Ilie and Kang, Min},
title = {Steady state and scaling limit for a traffic congestion model},
journal = {ESAIM: Probability and Statistics},
pages = {271--285},
year = {2010},
publisher = {EDP Sciences},
volume = {14},
doi = {10.1051/ps:2008029},
mrnumber = {2779484},
language = {en},
url = {https://www.numdam.org/articles/10.1051/ps:2008029/}
}
TY - JOUR AU - Grigorescu, Ilie AU - Kang, Min TI - Steady state and scaling limit for a traffic congestion model JO - ESAIM: Probability and Statistics PY - 2010 SP - 271 EP - 285 VL - 14 PB - EDP Sciences UR - https://www.numdam.org/articles/10.1051/ps:2008029/ DO - 10.1051/ps:2008029 LA - en ID - PS_2010__14__271_0 ER -
Grigorescu, Ilie; Kang, Min. Steady state and scaling limit for a traffic congestion model. ESAIM: Probability and Statistics, Tome 14 (2010), pp. 271-285. doi: 10.1051/ps:2008029
[1] , and , Sizing router buffer. In Proc. of the 2004 Conf. on Applications, Technologies, Architectures, and Protocols for Computers Communications, Portland, OR, USA. ACM New York, NY (2004), pp. 281-292.
[2] , and , A mean-field model for multiple TCP connections through a buffer implementing RED. Performance Evaluation Archive 49 (2002) 77-97.
[3] , , and , A mean-field analysis of short lived interacting TCP flows. In Proc. of the Joint Int. Conf. on Measurement and Modeling of Computer Systems, New York, NY, USA, June 10-14, 2004 (SIGMETRICS '04/Performance '04). ACM New York, NY (2004), pp. 343-354.
[4] , Convergence of Probability Measures. Wiley Series in Probability and Statistics, New York (1999). Ch. 3, pp. 109-153 or more precisely, Ch. 3.15, pp. 123-136. | Zbl
[5] and , Stability of Network Congestion Control with Asynchronous Updates. In Proc. IEEE CDC 2006, San Diego, CA (2006).
[6] and , Open issues in router-buffer sizing. ACM SIGCOMM Comput. Commun. Rev. 36. ACM New York, NY (2006) 87-92.
[7] , Random iterative models. Volume 34 of Applications of Mathematics (New York). Springer-Verlag, Berlin (1997). | Zbl
[8] , and , A Markovian analysis of Additive-Increase Multiplicative-Decrease (AIMD) algorithms. Adv. Appl. Probab. 34 (2002) 85-111. | Zbl
[9] , On the limitation of fluid-based approach for internet congestion control. In Proc. IEEE Int. Conf. on Computer Communications and Networks, ICCCN, San Diego, CA, USA. J. Telecommun. Syst. 34 (2007) 3-11.
[10] , Fluid approximation of a Markov chain for TCP/AQM with many flows. Preprint.
[11] and , Hydrodynamic Limit for a Fleming-Viot Type System. Stoch. Process. Appl. 110 (2004) 111-143. | Zbl
[12] and , Tagged particle limit for a Fleming-Viot type system. Electron. J. Probab. 11 (2006) 311-331 (electronic). | Zbl
[13] and , Recurrence and ergodicity for a continuous AIMD model. Preprint.
[14] , and , AIMD algorithms and exponential functionals. Ann. Appl. Probab. 14 (2004) 90-117. | Zbl
[15] , Ordinary Differential Equations. Wiley-Interscience, New York (1969). | Zbl
[16] and , Scaling Limits of Interacting Particle Systems. Springer-Verlag, New York (1999). | Zbl
[17] and , An extension of the square root law of TCP. Ann. Oper. Res. 170 (2009) 217-232. | Zbl
[18] and , Markov chains and stochastic stability. Communications and Control Engineering Series. Springer-Verlag, London, Ltd. (1993). | Zbl
[19] and , Asymptotic behavior of a generalized TCP congestion avoidance algorithm. J. Appl. Probab. 44 (2007) 618-635.
Cité par Sources :





