June 2022 Asymptotic behavior of a critical fluid model for bandwidth sharing with general file size distributions
Yingjia Fu, Ruth J. Williams
Author Affiliations +
Ann. Appl. Probab. 32(3): 1862-1901 (June 2022). DOI: 10.1214/21-AAP1723

Abstract

This work concerns the asymptotic behavior of solutions to a critical fluid model for a data communication network, where file sizes are generally distributed and the network operates under a fair bandwidth sharing policy, chosen from the family of (weighted) α-fair policies introduced by Mo and Walrand (IEEE/ACM Trans. Netw. 8 (2000) 556–567). Solutions of the fluid model are measure-valued functions of time. Under law of large numbers scaling, Gromoll and Williams (Ann. Appl. Probab. 19 (2009) 243–280) proved that these solutions approximate dynamic solutions of a flow level model for congestion control in data communication networks, introduced by Massoulié and Roberts (Telecommun. Syst. 15 (2000) 185–201).

In a recent work (Stoch. Syst. 10 (2020) 251–273), we proved stability of the strictly subcritical version of this fluid model under mild assumptions. In the current work, we study the asymptotic behavior (as time goes to infinity) of solutions of the critical fluid model, in which the nominal load on each network resource is less than or equal to its capacity and at least one resource is fully loaded. For this we introduce a new Lyapunov function, inspired by the work of Kelly and Williams (Ann. Appl. Probab. 14 (2004) 1055–1083), Mulvany, Puha and Williams (Queueing Syst. 93 (2019) 351–397) and Paganini et al. (IEEE Trans. Automat. Control 57 (2012) 579–591). Using this, under moderate conditions on the file size distributions, we prove that critical fluid model solutions converge uniformly to the set of invariant states as time goes to infinity, when started in suitable relatively compact sets. We expect that this result will play a key role in developing a diffusion approximation for the critically loaded flow level model of Massoulié and Roberts (Telecommun. Syst. 15 (2000) 185–201). Furthermore, the techniques developed here may be useful for studying other stochastic network models with resource sharing.

Funding Statement

This research was supported in part by NSF Grants DMS-1206772 and DMS-1712974, and the Charles Lee Powell Foundation.

Acknowledgments

A preliminary form of some of the material in this paper was featured in the Le Cam Lecture delivered by RJW at the IMS Annual Meeting held in Vilnius, Lithuania, in July 2018.

Citation

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Yingjia Fu. Ruth J. Williams. "Asymptotic behavior of a critical fluid model for bandwidth sharing with general file size distributions." Ann. Appl. Probab. 32 (3) 1862 - 1901, June 2022. https://doi.org/10.1214/21-AAP1723

Information

Received: 1 October 2020; Published: June 2022
First available in Project Euclid: 29 May 2022

MathSciNet: MR4430003
zbMATH: 1497.94004
Digital Object Identifier: 10.1214/21-AAP1723

Subjects:
Primary: 60F99 , 60K30 , 90B10
Secondary: 60J25 , 60K25 , 90B18

Keywords: asymptotic behavior , critical fluid model , general file size distribution , Lyapunov function , measure-valued fluid model , transport equation , α-fair bandwidth sharing

Rights: Copyright © 2022 Institute of Mathematical Statistics

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Vol.32 • No. 3 • June 2022
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