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Dealing with Dependence in Stochastic Network Calculus – Using Independence as a Bound

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Analytical and Stochastic Modelling Techniques and Applications (ASMTA 2019)

Part of the book series: Lecture Notes in Computer Science ((LNPSE,volume 12023))

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Abstract

Computing probabilistic end-to-end delay bounds is an old, yet still challenging problem. Stochastic network calculus enables closed-form delay bounds for a large class of arrival processes. However, it encounters difficulties in dealing with dependent flows, as standard techniques require to apply Hölder’s inequality. In this paper, we present an alternative bounding technique that, under specific conditions, treats them as if flows were independent. We show in two case studies that it often provides better delay bounds while simultaneously significantly improving the computation time.

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A Appendix

A Appendix

1.1 A.1 Diamond Network

By using the conjecture, we have obtained so far that

$$\begin{aligned}&\text {P}\! \left( d(t)>T\right) \\&\quad \le \sum _{\tau _{1}=0}^{t}\text {E}\! \left[ e^{\theta A_{1}(\tau _{1},t)}\right] e^{-\theta c_{1}(t+T-\tau _{1})}\text {E}\! \left[ e^{\theta \left( D_{2}^{(2)}+D_{3}^{(3)}\right) (\tau _{1},t+T)}\right] \\&\quad \le \sum _{\tau _{1}=0}^{t}\text {E}\! \left[ e^{\theta A_{1}(\tau _{1},t)}\right] e^{-\theta c_{1}(t+T-\tau _{1})}\\&\qquad \times \text {E}\! \left[ e^{\theta \left( \left( A_{2}\oslash \left[ S_{4}-A_{3}\right] ^+\right) \oslash S_{2}\right) (\tau _{1},t+T)}\right] \text {E}\! \left[ e^{\theta \left( \left( A_{3}\oslash S_{4}\right) \oslash S_{3}\right) (\tau _{1},t+T)}\right] . \end{aligned}$$

This leads to

$$\begin{aligned}&\text {P}\! \left( d(t)>T\right) \\ \le&\sum _{\tau _{1}=0}^{t}\text {E}\! \left[ e^{\theta A_{1}(\tau _{1},t)}\right] e^{-\theta c_{1}(t+T-\tau _{1})}\left\{ \sum _{\tau _{2}=0}^{\tau _{1}}\text {E}\! \left[ e^{\theta \left( A_{2}\oslash \left[ S_{4}-A_{3}\right] ^+\right) (\tau _{2},t+T)}\right] \text {E}\! \left[ e^{-\theta S_{2}(\tau _{2},\tau _{1})}\right] \right\} \\&\cdot \left\{ \sum _{\tau _{2}=0}^{\tau _{1}}\text {E}\! \left[ e^{\theta \left( A_{3}\oslash S_{4}\right) (\tau _{2},t+T)}\right] \text {E}\! \left[ e^{-\theta S_{3}(\tau _{2},\tau _{1})}\right] \right\} \\ \le&\sum _{\tau _{1}=0}^{t}\text {E}\! \left[ e^{\theta A_{1}(\tau _{1},t)}\right] e^{-\theta c_{1}(t+T-\tau _{1})}\\&\cdot \left\{ \sum _{\tau _{2}=0}^{\tau _{1}}\left\{ \sum _{\tau _{3}=0}^{\tau _{2}}\text {E}\! \left[ e^{\theta A_{2}(\tau _{3},t+T)}\right] \text {E}\! \left[ e^{\theta A_{3}(\tau _{3},\tau _{2})}\right] \text {E}\! \left[ e^{-\theta S_{4}(\tau _{3},\tau _{2})}\right] \right\} \text {E}\! \left[ e^{-\theta S_{2}(\tau _{2},\tau _{1})}\right] \right\} \\&\cdot \left\{ \sum _{\tau _{2}=0}^{\tau _{1}}\left\{ \sum _{\tau _{3}=0}^{\tau _{2}}\text {E}\! \left[ e^{\theta A_{3}(\tau _{3,}t+T)}\right] \text {E}\! \left[ e^{-\theta S_{4}(\tau _{3,},\tau _{2})}\right] \right\} \text {E}\! \left[ e^{-\theta S_{3}(\tau _{2},\tau _{1})}\right] \right\} , \end{aligned}$$

after applying the Union bound for each usage of the deconvolution. Further assuming all \(A_i \) to be \((\sigma _A, \rho _A)\)-bounded yields a closed-form for the delay bound under the stability condition

$$\begin{aligned} \rho _{A_{1}}(\theta )+\rho _{A_{2}}(\theta )+\rho _{A_{3}}(\theta )<&c_{1},\\ \rho _{A_{2}}(\theta )<&c_{2},\\ \rho _{A_{3}}(\theta )<&c_{3},\\ \rho _{A_{2}}(\theta )+\rho _{A_{3}}(\theta )<&c_{4}: \end{aligned}$$
$$\begin{aligned}&\text {P}\! \left( d(t) > T\right) \\ \overset{\left( \text {Definition}~5\right) }{\le }&\sum _{\tau _{1}=0}^{t}e^{\theta \left( \rho _{A_{1}}(\theta )(t-\tau _{1})+\sigma _{1}(\theta )\right) } e^{-\theta c_{1}(t+T-\tau _{1})}\\&\cdot \Bigg \{ \sum _{\tau _{2}=0}^{\tau _{1}}\Bigg \{ \sum _{\tau _{3}=0}^{\tau _{2}}e^{\theta \left( \rho _{A_{2}}(\theta )(t+T-\tau _{3})+\sigma _{A_{2}}(\theta )\right) }e^{\theta \left( \rho _{A_{3}}(\theta )(\tau _{2}-\tau _{3})+\sigma _{A_{3}}(\theta )\right) }e^{-\theta c_{4}(\tau _{2}-\tau _{3})}\Bigg \}\\&\quad e^{-\theta c_{2}(\tau _{1}-\tau _{2})}\Bigg \} \\&\cdot \left\{ \sum _{\tau _{2}=0}^{\tau _{1}}\left\{ \sum _{\tau _{3}=0}^{\tau _{2}}e^{\theta \left( \rho _{A_{3}}(\theta )(t+T-\tau _{3})+\sigma _{A_{3}}(\theta )\right) }e^{-\theta c_{4}(\tau _{2}-\tau _{3})}\right\} e^{-\theta c_{3}(\tau _{1}-\tau _{2})}\right\} \\ \le&e^{\theta \left( \left( \rho _{A_{2}}(\theta )+\rho _{A_{3}}(\theta )-c_{1}\right) T+\sigma _{1}(\theta )+\sigma _{A_{2}}(\theta )+2\sigma _{A_{3}}(\theta )\right) }\\&\cdot \sum _{\tau _{1}=0}^{t}e^{\theta \left( \rho _{A_{1}}(\theta )-c_{1}\right) (t-\tau _{1})}\left\{ \sum _{\tau _{2}=0}^{\tau _{1}}\frac{e^{\theta \rho _{A_{2}}(\theta )(t-\tau _{2})}}{1-e^{\theta \left( \rho _{A_{2}}(\theta )+\rho _{A_{3}}(\theta )-c_{4}\right) }}e^{-\theta c_{2}(\tau _{1}-\tau _{2})}\right\} \\&\cdot \left\{ \sum _{\tau _{2}=0}^{\tau _{1}}\frac{e^{\theta \rho _{A_{3}}(\theta )(t-\tau _{2})}}{1-e^{\theta \left( \rho _{A_{3}}(\theta )-c_{4}\right) }}e^{-\theta c_{3}(\tau _{1}-\tau _{2})}\right\} \\ \le&e^{\theta \left( \left( \rho _{A_{2}}(\theta )+\rho _{A_{3}}(\theta )-c_{1}\right) T+\sigma _{1}(\theta )+\sigma _{A_{2}}(\theta )+2\sigma _{A_{3}}(\theta )\right) } \\&\cdot \sum _{\tau _{1}=0}^{t}\frac{e^{\theta \left( \rho _{A_{1}}(\theta )+\rho _{A_{2}}(\theta )+\rho _{A_{3}}(\theta )-c_{1}\right) (t-\tau _{1})}}{1-e^{\theta \left( \rho _{A_{2}}(\theta )-c_{2}\right) }}\cdot \frac{1}{1-e^{\theta \left( \rho _{A_{3}}(\theta )-c_{3}\right) }}\\&\cdot \frac{1}{1-e^{\theta \left( \rho _{A_{2}}(\theta )+\rho _{A_{3}}(\theta )-c_{4}\right) }}\cdot \frac{1}{1-e^{\theta \left( \rho _{A_{3}}(\theta )-c_{4}\right) }} \\ \le&\frac{e^{\theta \left( \left( \rho _{A_{2}}(\theta )+\rho _{A_{3}}(\theta )-c_{1}\right) T+\sigma _{1}(\theta )+\sigma _{A_{2}}(\theta )+2\sigma _{A_{3}}(\theta )\right) }}{1-e^{\theta \left( \rho _{A_{1}}(\theta )+\rho _{A_{2}}(\theta )+\rho _{A_{3}}(\theta )-c_{1}\right) }}\cdot \frac{1}{1-e^{\theta \left( \rho _{A_{2}}(\theta )-c_{2}\right) }}\\&\cdot \frac{1}{1-e^{\theta \left( \rho _{A_{3}}(\theta )-c_{3}\right) }}\\&\cdot \frac{1}{1-e^{\theta \left( \rho _{A_{2}}(\theta )+\rho _{A_{3}}(\theta )-c_{4}\right) }}\cdot \frac{1}{1-e^{\theta \left( \rho _{A_{3}}(\theta )-c_{4}\right) }}, \end{aligned}$$

where we used the convergence of the geometric series.

1.2 A.2 The \(\mathbb {L}\)

We have that

$$\begin{aligned}&\text {P}\! \left( d(t)>T\right) \\ \le&\sum _{\tau _{1}=0}^{t}\text {E}\! \left[ e^{\theta A_{1}(\tau _{1},t)}\right] \sum _{\tau _{2}=\tau _{1}}^{t+T}e^{-\theta c_{1}\cdot (\tau _{2}-\tau _{1})}e^{-\theta c_{2}\cdot (t+T-\tau _{2})}\text {E}\! \left[ e^{\theta D_{3}^{(3)}(\tau _{1},t+T)}e^{\theta D_{2}^{(3)}(\tau _{1},\tau _{2})}\right] \\ \le&\sum _{\tau _{1}=0}^{t}\text {E}\! \left[ e^{\theta A_{1}(\tau _{1},t)}\right] \sum _{\tau _{2}=\tau _{1}}^{t+T}e^{-\theta c_{1}\cdot (\tau _{2}-\tau _{1})}e^{-\theta c_{2}\cdot (t+T-\tau _{2})} \text {E}\! \left[ e^{\theta D_{3}^{(3)}(\tau _{1},t+T)}e^{\theta D_{2}^{(3)}(\tau _{1},t+T)}\right] . \end{aligned}$$

With the conjecture, we compute

$$\begin{aligned}&\text {P}\! \left( d(t)>T\right) \\ \le&\sum _{\tau _{1}=0}^{t}\text {E}\! \left[ e^{\theta A_{1}(\tau _{1},t)}\right] \sum _{\tau _{2}=\tau _{1}}^{t+T}e^{-\theta c_{1}\cdot (\tau _{2}-\tau _{1})}e^{-\theta c_{2}\cdot (t+T-\tau _{2})}\text {E}\! \left[ e^{\theta D_{3}^{(3)}(\tau _{1},t+T)}\right] \text {E}\! \left[ e^{\theta D_{2}^{(3)}(\tau _{1},t+T)}\right] \\ \le&\sum _{\tau _{1}=0}^{t}\text {E}\! \left[ e^{\theta A_{1}(\tau _{1},t)}\right] \sum _{\tau _{2}=\tau _{1}}^{t+T}e^{-\theta c_{1}\cdot (\tau _{2}-\tau _{1})}e^{-\theta c_{2}\cdot (t+T-\tau _{2})}\text {E}\! \left[ e^{\theta \left( A_{2}\oslash S_{3}\right) (\tau _{1},t+T)}\right] \\&\quad \text {E}\! \left[ e^{\theta \left( A_{3}\oslash \left[ S_{3}-A_{2}\right] ^+\right) (\tau _{1},t+T)}\right] \\ \le&\sum _{\tau _{1}=0}^{t}\text {E}\! \left[ e^{\theta A_{1}(\tau _{1},t)}\right] \sum _{\tau _{2}=\tau _{1}}^{t+T}e^{-\theta c_{1}\cdot (\tau _{2}-\tau _{1})}e^{-\theta c_{2}\cdot (t+T-\tau _{2})}\left\{ \sum _{\tau _{3}=0}^{\tau _{1}}\text {E}\! \left[ e^{\theta A_{2}(\tau _{3},t+T)}\right] e^{-\theta c_{3}(\tau _{1}-\tau _{3})}\right\} \\&\cdot \left\{ \sum _{\tau _{3}=0}^{\tau _{1}}\text {E}\! \left[ e^{\theta A_{3}(\tau _{3},t+T)}\right] \text {E}\! \left[ e^{-\theta \left[ S_{3}-A_{2}\right] ^+(\tau _{3},\tau _{1})}\right] \right\} \\ \le&\sum _{\tau _{1}=0}^{t}\text {E}\! \left[ e^{\theta A_{1}(\tau _{1},t)}\right] \sum _{\tau _{2}=\tau _{1}}^{t+T}e^{-\theta c_{1}\cdot (\tau _{2}-\tau _{1})}e^{-\theta c_{2}\cdot (t+T-\tau _{2})}\left\{ \sum _{\tau _{3}=0}^{\tau _{1}}\text {E}\! \left[ e^{\theta A_{2}(\tau _{3},t+T)}\right] e^{-\theta c_{3}(\tau _{1}-\tau _{3})}\right\} \\&\cdot \left\{ \sum _{\tau _{3}=0}^{\tau _{1}}\text {E}\! \left[ e^{\theta A_{3}(\tau _{3},t+T)}\right] \text {E}\! \left[ e^{\theta A_{2}(\tau _{3},\tau _{1})}\right] e^{-\theta c_{3}(\tau _{1}-\tau _{3})}\right\} . \end{aligned}$$

If we again assume all \(A_i \) to be \((\sigma _A, \rho _A) \)-bounded, we obtain for

$$\begin{aligned} \rho _{A_{1}}(\theta )+\rho _{A_{2}}(\theta )+\rho _{A_{3}}(\theta )<&\min \{c_1, c_2\},\\ \rho _{A_{2}}(\theta )+\rho _{A_{3}}(\theta )<&c_{3}, \end{aligned}$$

and \(c_1 \ne c_2\):

$$\begin{aligned}&\text {P}\! \left( d(t)>T\right) \\ \overset{\left( \text {Definition}~5\right) }{\le }&\sum _{\tau _{1}=0}^{t}e^{\theta \left( \rho _{A_{1}}(\theta )(t-\tau _{1})+\sigma _{A_{1}}(\theta )\right) }\sum _{\tau _{2}=\tau _{1}}^{t+T}e^{-\theta c_{1}\cdot (\tau _{2}-\tau _{1})}e^{-\theta c_{2}\cdot (t+T-\tau _{2})}\\&\cdot \left\{ \sum _{\tau _{3}=0}^{\tau _{1}}e^{\theta \left( \rho _{A_{2}}(\theta )(t+T-\tau _{3})+\sigma _{A_{2}}(\theta )\right) }e^{-\theta c_{3}(\tau _{1}-\tau _{3})}\right\} \\&\cdot \left\{ \sum _{\tau _{3}=0}^{\tau _{1}}e^{\theta \left( \rho _{A_{2}}(\theta )(\tau _{1}-\tau _{3})+\sigma _{A_{2}}(\theta )\right) }e^{\theta \left( \rho _{A_{3}}(\theta )(t+T-\tau _{3})+\sigma _{A_{3}}(\theta )\right) }e^{-\theta c_{3}(\tau _{1}-\tau _{3})}\right\} \\ \le&e^{\theta \left( \left( \rho _{A_{2}}(\theta )+\rho _{A_{3}}(\theta )\right) \cdot T+\sigma _{A_{1}}(\theta )+2\sigma _{A_{2}}(\theta )+\sigma _{A_{3}}(\theta )\right) }\\&\cdot \sum _{\tau _{1}=0}^{t}e^{\theta \left( \rho _{A_{1}}(\theta )+\rho _{A_{2}}(\theta )+\rho _{A_{3}}(\theta )\right) (t-\tau _{1})}\sum _{\tau _{2}=\tau _{1}}^{t+T}e^{-\theta c_{1}\cdot (\tau _{2}-\tau _{1})}e^{-\theta c_{2}\cdot (t+T-\tau _{2})}\\&\cdot \left\{ \sum _{\tau _{3}=0}^{\tau _{1}}e^{\theta \left( \rho _{A_{2}}(\theta )-c_{3}\right) (\tau _{1}-\tau _{3})}\right\} \left\{ \sum _{\tau _{3}=0}^{\tau _{1}}e^{\theta \left( \rho _{A_{2}}(\theta )+\rho _{A_{3}}(\theta )-c_{3}\right) (\tau _{1}-\tau _{3})}\right\} \\ \le&e^{\theta \left( \left( \rho _{A_{2}}(\theta )+\rho _{A_{3}}(\theta )\right) \cdot T+\sigma _{A_{1}}(\theta )+2\sigma _{A_{2}}(\theta )+\sigma _{A_{3}}(\theta )\right) }\\&\cdot \sum _{\tau _{1}=0}^{t}\frac{e^{\theta \left( \rho _{A_{1}}(\theta )+\rho _{A_{2}}(\theta )+\rho _{A_{3}}(\theta )\right) (t-\tau _{1})}}{1-e^{\theta \left( \rho _{A_{2}}(\theta )-c_{3}\right) }}\cdot \frac{1}{1-e^{\theta \left( \rho _{A_{2}}(\theta )+\rho _{A_{3}}(\theta )-c_{3}\right) }}\\&\cdot \sum _{\tau _{2}=\tau _{1}}^{t+T}e^{-\theta c_{1}\cdot (\tau _{2}-\tau _{1})}e^{-\theta c_{2}\cdot (t+T-\tau _{2})}\\ \le&e^{\theta \left( \left( \rho _{A_{2}}(\theta )+\rho _{A_{3}}(\theta )\right) \cdot T+\sigma _{A_{1}}(\theta )+2\sigma _{A_{2}}(\theta )+\sigma _{A_{3}}(\theta )\right) }\\&\cdot \sum _{\tau _{1}=0}^{t}\frac{e^{\theta \left( \rho _{A_{1}}(\theta )+\rho _{A_{2}}(\theta )+\rho _{A_{3}}(\theta )\right) (t-\tau _{1})}}{1-e^{\theta \left( \rho _{A_{2}}(\theta )-c_{3}\right) }}\cdot \frac{1}{1-e^{\theta \left( \rho _{A_{2}}(\theta )+\rho _{A_{3}}(\theta )-c_{3}\right) }}\\&\cdot \sum _{\tau _{2}=\tau _{1}}^{t+T}e^{-\theta c_{1}\cdot (\tau _{2}-\tau _{1})}e^{-\theta c_{2}\cdot (t+T-\tau _{2})}\\ \le&\frac{e^{\theta \left( \left( \rho _{A_{2}}(\theta )+\rho _{A_{3}}(\theta )-\min \{c_1, c_2\}\right) \cdot T+\sigma _{A_{1}}(\theta )+2\sigma _{A_{2}}(\theta )+\sigma _{A_{3}}(\theta )\right) }}{1-e^{\theta \left( \rho _{A_{1}}(\theta )+\rho _{A_{2}}(\theta )+\rho _{A_{3}}(\theta )-\min \{c_1, c_2\}\right) }}\\&\cdot \frac{1}{1-e^{\theta \left( \rho _{A_{2}}(\theta )-c_{3}\right) }}\cdot \frac{1}{1-e^{\theta \left( \rho _{A_{2}}(\theta )+\rho _{A_{3}}(\theta )-c_{3}\right) }}\cdot \frac{1}{1-e^{-\theta |c_{1}-c_{2}|}}, \end{aligned}$$

where we used again the convergence of the geometric series.

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Nikolaus, P., Schmitt, J., Ciucu, F. (2020). Dealing with Dependence in Stochastic Network Calculus – Using Independence as a Bound. In: Gribaudo, M., Sopin, E., Kochetkova, I. (eds) Analytical and Stochastic Modelling Techniques and Applications. ASMTA 2019. Lecture Notes in Computer Science(), vol 12023. Springer, Cham. https://doi.org/10.1007/978-3-030-62885-7_6

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