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A martingale-envelope and applications

Published:10 January 2014Publication History
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Abstract

In the framework of stochastic network calculus we present a new envelope-based approach which uses martingales to characterize a queueing system. We show that this setting allows a simple handling of multiplexing and scheduling: whereas multiplexing of several sources results in multiplication of the corresponding martingales, per-flow analysis in a scheduled system can be done by shifting the martingales to a certain point in time. Applying this calculus to Markov Arrival Processes, it is shown that the performance bounds can become reasonably tight.

References

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  1. A martingale-envelope and applications

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            cover image ACM SIGMETRICS Performance Evaluation Review
            ACM SIGMETRICS Performance Evaluation Review  Volume 41, Issue 3
            December 2013
            111 pages
            ISSN:0163-5999
            DOI:10.1145/2567529
            Issue’s Table of Contents

            Copyright © 2014 Authors

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            Association for Computing Machinery

            New York, NY, United States

            Publication History

            • Published: 10 January 2014

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