Abstract:
Estimation of link delay densities in a computer network, from source-destination delay measurements, is of great importance in analyzing and improving the operation of t...Show MoreMetadata
Abstract:
Estimation of link delay densities in a computer network, from source-destination delay measurements, is of great importance in analyzing and improving the operation of the network. In this paper, we develop a general approach for estimating the density of the delay in any link of the network, based on continuous-time bivariate Markov chain modeling. The proposed approach also provides the estimates of the packet routing probability at each node, and the probability of each source-destination path in the network. In this approach, the states of one process of the bivariate Markov chain are associated with nodes of the network, while the other process serves as an underlying process that affects statistical properties of the node process. The node process is not Markov, and the sojourn time in each of its states is phase-type. Phase-type densities are dense in the set of densities with non-negative support. Hence, they can be used to approximate arbitrarily well any sojourn time distribution. Furthermore, the class of phase-type densities is closed under convolution and mixture operations. We adopt the expectation-maximization (EM) algorithm of Asmussen, Nerman, and Olsson for estimating the parameter of the bivariate Markov chain. We demonstrate the performance of the approach in a numerical study.
Published in: IEEE/ACM Transactions on Networking ( Volume: 25, Issue: 1, February 2017)