KhudaBukhsh, Wasiur Rahman (2018)
Model reductions for queueing and agent-based systems with applications in communication networks.
Technische Universität Darmstadt
Dissertation, Erstveröffentlichung
Kurzbeschreibung (Abstract)
The dissertation studies two distinct classes of models from applied probability literature and attempts to answer questions that are of asymptotic nature. The answers to those questions are obtained by means of various probability approximations. The two classes of models in question belong to the mathematical branches of queueing theory and Markovian Agent-based Models (MABMs). The unlikely marriage of these two branches of probability theory in this dissertation can be ascribed to a particular communication networking scenario, the mathematical modelling of which has been the main motivation behind this work. The networking scenario consists of two central problems - the uploading problem and the content distribution problem.
In the context of Internet of Things (IoT), collaborative uploading describes a type of crowdsourcing scenario in networked environments where a device utilises multiple paths to upload content to a centralised processing entity such as a cloud service. The uploading problem is an umbrella term for research problems arising from such a collaborative uploading scenario and encompasses questions such as how long it will take for a data chunk to be transported, how many paths we should choose (scheduling), how to split a data chunk optimally (provisioning). Modelling the uploading problem as a scheduling task in a Fork-Join (FJ) system, a parallel queueing system with output synchronisation, we develop the notions of optimal stochastic scheduling, and provisioning. Since an exact analysis of FJs system is infeasible under general settings, the objectives of designing optimal stochastic schedules and provisions are achieved by approximating probabilities of rare events (e.g., long waiting times) with exponential estimates. This is accomplished by making use of martingale techniques and establishing a Large Deviations Principle (LDP) for steady-state waiting times. In order to incorporate possible burstiness or phase-type behaviour, the effects of changing environment are modelled using a Markov-additive process. The resultant theoretical insights are finally used to design optimal collaborative uploading strategies.
In addition to general FJ systems, two special queueing systems are analysed using random time change representation for Markov processes in this dissertation. Unlike FJ systems, these two special queueing systems do not impose an inherent output synchronisation. The first of these two special cases is a parallel queueing system with finite buffers. Preliminary ideas on characterising the total loss process and optimal probabilistic scheduling are presented. As an application to large heterogeneous clusters of parallel servers, we also present a scaling limit as the number of servers increases to infinity using the semigroup operator approach to Markov process convergence. The second queueing system considers a special case of the uploading problem where the paths can transport only one chunk of data at a time. We use multi-scaling techniques from probability theory to derive Quasi-Steady State Approximations (QSSAs) for such a queueing system. The QSSAs are particularly useful when the number of data chunks to transport is much larger compared to the number of available paths.
The second leg of the networking scenario, the distribution problem, concerns distribution of content to a number of end-users. We specifically focus on the large-scale problem when the number of end-users is large. In order to understand the dynamics of the distribution problem better, we model it as an MABM. Three different approximations for MABMs are presented in this dissertation. First, a Functional Central Limit Theorem (FCLT) for key population counts are proved for an Information-Dissemination (ID) process on configuration model random graphs. An ID process is mathematically equivalent to a stochastic compartmental Susceptible-Infected (SI) epidemic process. Second, we devise a state-aggregation procedure based on a local notion of symmetry (automorphism) of the underlying graph for general MABMs ensuring approximate lumpability. Third, as an application, primitive chunk selection strategies for Peer-to-Peer (P2P) live streaming systems, such as the Latest Deadline First (LDF) and the Earliest Deadline First (EDF), are analysed using mean-field theory and an improved mixed strategy, called SchedMix, is proposed.
As the mathematical models are developed in response to the questions arising from the communication networking scenario, special emphasis has been put on exploring how the resultant approximation tools can also be applied to problems in epidemiology, systems and synthetic biology, statistical physics, and other branches of science.
Typ des Eintrags: | Dissertation | ||||
---|---|---|---|---|---|
Erschienen: | 2018 | ||||
Autor(en): | KhudaBukhsh, Wasiur Rahman | ||||
Art des Eintrags: | Erstveröffentlichung | ||||
Titel: | Model reductions for queueing and agent-based systems with applications in communication networks | ||||
Sprache: | Englisch | ||||
Referenten: | Koeppl, Prof. Heinz ; Steinmetz, Prof. Ralf ; Aurzada, Prof. Frank | ||||
Publikationsjahr: | 2018 | ||||
Ort: | Darmstadt | ||||
Datum der mündlichen Prüfung: | 28 Juni 2018 | ||||
URL / URN: | http://tuprints.ulb.tu-darmstadt.de/7588 | ||||
Kurzbeschreibung (Abstract): | The dissertation studies two distinct classes of models from applied probability literature and attempts to answer questions that are of asymptotic nature. The answers to those questions are obtained by means of various probability approximations. The two classes of models in question belong to the mathematical branches of queueing theory and Markovian Agent-based Models (MABMs). The unlikely marriage of these two branches of probability theory in this dissertation can be ascribed to a particular communication networking scenario, the mathematical modelling of which has been the main motivation behind this work. The networking scenario consists of two central problems - the uploading problem and the content distribution problem. In the context of Internet of Things (IoT), collaborative uploading describes a type of crowdsourcing scenario in networked environments where a device utilises multiple paths to upload content to a centralised processing entity such as a cloud service. The uploading problem is an umbrella term for research problems arising from such a collaborative uploading scenario and encompasses questions such as how long it will take for a data chunk to be transported, how many paths we should choose (scheduling), how to split a data chunk optimally (provisioning). Modelling the uploading problem as a scheduling task in a Fork-Join (FJ) system, a parallel queueing system with output synchronisation, we develop the notions of optimal stochastic scheduling, and provisioning. Since an exact analysis of FJs system is infeasible under general settings, the objectives of designing optimal stochastic schedules and provisions are achieved by approximating probabilities of rare events (e.g., long waiting times) with exponential estimates. This is accomplished by making use of martingale techniques and establishing a Large Deviations Principle (LDP) for steady-state waiting times. In order to incorporate possible burstiness or phase-type behaviour, the effects of changing environment are modelled using a Markov-additive process. The resultant theoretical insights are finally used to design optimal collaborative uploading strategies. In addition to general FJ systems, two special queueing systems are analysed using random time change representation for Markov processes in this dissertation. Unlike FJ systems, these two special queueing systems do not impose an inherent output synchronisation. The first of these two special cases is a parallel queueing system with finite buffers. Preliminary ideas on characterising the total loss process and optimal probabilistic scheduling are presented. As an application to large heterogeneous clusters of parallel servers, we also present a scaling limit as the number of servers increases to infinity using the semigroup operator approach to Markov process convergence. The second queueing system considers a special case of the uploading problem where the paths can transport only one chunk of data at a time. We use multi-scaling techniques from probability theory to derive Quasi-Steady State Approximations (QSSAs) for such a queueing system. The QSSAs are particularly useful when the number of data chunks to transport is much larger compared to the number of available paths. The second leg of the networking scenario, the distribution problem, concerns distribution of content to a number of end-users. We specifically focus on the large-scale problem when the number of end-users is large. In order to understand the dynamics of the distribution problem better, we model it as an MABM. Three different approximations for MABMs are presented in this dissertation. First, a Functional Central Limit Theorem (FCLT) for key population counts are proved for an Information-Dissemination (ID) process on configuration model random graphs. An ID process is mathematically equivalent to a stochastic compartmental Susceptible-Infected (SI) epidemic process. Second, we devise a state-aggregation procedure based on a local notion of symmetry (automorphism) of the underlying graph for general MABMs ensuring approximate lumpability. Third, as an application, primitive chunk selection strategies for Peer-to-Peer (P2P) live streaming systems, such as the Latest Deadline First (LDF) and the Earliest Deadline First (EDF), are analysed using mean-field theory and an improved mixed strategy, called SchedMix, is proposed. As the mathematical models are developed in response to the questions arising from the communication networking scenario, special emphasis has been put on exploring how the resultant approximation tools can also be applied to problems in epidemiology, systems and synthetic biology, statistical physics, and other branches of science. |
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Alternatives oder übersetztes Abstract: |
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URN: | urn:nbn:de:tuda-tuprints-75888 | ||||
Sachgruppe der Dewey Dezimalklassifikatin (DDC): | 500 Naturwissenschaften und Mathematik > 510 Mathematik 600 Technik, Medizin, angewandte Wissenschaften > 620 Ingenieurwissenschaften und Maschinenbau |
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Fachbereich(e)/-gebiet(e): | 18 Fachbereich Elektrotechnik und Informationstechnik 18 Fachbereich Elektrotechnik und Informationstechnik > Institut für Nachrichtentechnik > Bioinspirierte Kommunikationssysteme 18 Fachbereich Elektrotechnik und Informationstechnik > Institut für Nachrichtentechnik DFG-Sonderforschungsbereiche (inkl. Transregio) DFG-Sonderforschungsbereiche (inkl. Transregio) > Sonderforschungsbereiche DFG-Sonderforschungsbereiche (inkl. Transregio) > Sonderforschungsbereiche > SFB 1053: MAKI – Multi-Mechanismen-Adaption für das künftige Internet DFG-Sonderforschungsbereiche (inkl. Transregio) > Sonderforschungsbereiche > SFB 1053: MAKI – Multi-Mechanismen-Adaption für das künftige Internet > C: Kommunikationsmechanismen DFG-Sonderforschungsbereiche (inkl. Transregio) > Sonderforschungsbereiche > SFB 1053: MAKI – Multi-Mechanismen-Adaption für das künftige Internet > C: Kommunikationsmechanismen > Teilprojekt C3: Inhaltszentrische Sicht |
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Hinterlegungsdatum: | 29 Jul 2018 19:55 | ||||
Letzte Änderung: | 12 Dez 2018 13:21 | ||||
PPN: | |||||
Referenten: | Koeppl, Prof. Heinz ; Steinmetz, Prof. Ralf ; Aurzada, Prof. Frank | ||||
Datum der mündlichen Prüfung / Verteidigung / mdl. Prüfung: | 28 Juni 2018 | ||||
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