Resource Provisioning and Network Traffic



Similar documents
Math 431 An Introduction to Probability. Final Exam Solutions

LECTURE 16. Readings: Section 5.1. Lecture outline. Random processes Definition of the Bernoulli process Basic properties of the Bernoulli process

IEOR 6711: Stochastic Models I Fall 2012, Professor Whitt, Tuesday, September 11 Normal Approximations and the Central Limit Theorem

M/M/1 and M/M/m Queueing Systems

Math 151. Rumbos Spring Solutions to Assignment #22

Load Balancing and Switch Scheduling

The Binomial Distribution

Section 1.3 P 1 = 1 2. = P n = 1 P 3 = Continuing in this fashion, it should seem reasonable that, for any n = 1, 2, 3,..., =

Detecting Network Anomalies. Anant Shah

Random variables P(X = 3) = P(X = 3) = 1 8, P(X = 1) = P(X = 1) = 3 8.

5. Continuous Random Variables

A Uniform Asymptotic Estimate for Discounted Aggregate Claims with Subexponential Tails

For a partition B 1,..., B n, where B i B j = for i. A = (A B 1 ) (A B 2 ),..., (A B n ) and thus. P (A) = P (A B i ) = P (A B i )P (B i )

4. Continuous Random Variables, the Pareto and Normal Distributions

Aggregate Loss Models

Math 461 Fall 2006 Test 2 Solutions

Econ 132 C. Health Insurance: U.S., Risk Pooling, Risk Aversion, Moral Hazard, Rand Study 7

WHERE DOES THE 10% CONDITION COME FROM?

STAT 315: HOW TO CHOOSE A DISTRIBUTION FOR A RANDOM VARIABLE

2. Discrete random variables

1. (First passage/hitting times/gambler s ruin problem:) Suppose that X has a discrete state space and let i be a fixed state. Let

Discrete Mathematics and Probability Theory Fall 2009 Satish Rao, David Tse Note 13. Random Variables: Distribution and Expectation

2004 Networks UK Publishers. Reprinted with permission.

Analyzing Mission Critical Voice over IP Networks. Michael Todd Gardner

Chapter 3: DISCRETE RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS. Part 3: Discrete Uniform Distribution Binomial Distribution

MAS108 Probability I

Practice Problems for Homework #6. Normal distribution and Central Limit Theorem.

The Exponential Distribution

CHAPTER 6: Continuous Uniform Distribution: 6.1. Definition: The density function of the continuous random variable X on the interval [A, B] is.

You flip a fair coin four times, what is the probability that you obtain three heads.

6.263/16.37: Lectures 5 & 6 Introduction to Queueing Theory

University of Chicago Graduate School of Business. Business 41000: Business Statistics

Question: What is the probability that a five-card poker hand contains a flush, that is, five cards of the same suit?

Probability density function : An arbitrary continuous random variable X is similarly described by its probability density function f x = f X

Discrete Math in Computer Science Homework 7 Solutions (Max Points: 80)

Probability Distribution for Discrete Random Variables

Chapter 1. Introduction

Active Queue Management

Chapter 5. Random variables

STAT 830 Convergence in Distribution

PART III. OPS-based wide area networks

Permutation & Non-Parametric Tests

6.207/14.15: Networks Lecture 15: Repeated Games and Cooperation

The normal approximation to the binomial

Corrected Diffusion Approximations for the Maximum of Heavy-Tailed Random Walk

18: Enhanced Quality of Service

Configuring Simulator 3 for IP

MTH6120 Further Topics in Mathematical Finance Lesson 2

Basic Multiplexing models. Computer Networks - Vassilis Tsaoussidis

An Introduction to Basic Statistics and Probability

Discrete Mathematics and Probability Theory Fall 2009 Satish Rao, David Tse Note 18. A Brief Introduction to Continuous Probability

Lecture 13: Martingales

10.2 Series and Convergence

Master s Theory Exam Spring 2006

Feb 7 Homework Solutions Math 151, Winter Chapter 4 Problems (pages )

Overview of Monte Carlo Simulation, Probability Review and Introduction to Matlab

Internet Dial-Up Traffic Modelling

Chicago Booth BUSINESS STATISTICS Final Exam Fall 2011

WITH THE GROWING size and popularity of the Internet

Mythbusting Cellular Backhaul over Satellite: MF-TDMA or SCPC

ECE302 Spring 2006 HW4 Solutions February 6,

The Binomial Probability Distribution

Random variables, probability distributions, binomial random variable

5.1 Identifying the Target Parameter

FEGYVERNEKI SÁNDOR, PROBABILITY THEORY AND MATHEmATICAL

JANUARY 2016 EXAMINATIONS. Life Insurance I

4 The M/M/1 queue. 4.1 Time-dependent behaviour

Bandwidth Aggregation, Teaming and Bonding

Notes on Continuous Random Variables

Week 2: Exponential Functions

R2. The word protocol is often used to describe diplomatic relations. How does Wikipedia describe diplomatic protocol?

Normal distribution. ) 2 /2σ. 2π σ

MENTER Overview. Prepared by Mark Shayman UMIACS Contract Review Laboratory for Telecommunications Science May 31, 2001

arxiv: v1 [math.pr] 5 Dec 2011

ON SOME ANALOGUE OF THE GENERALIZED ALLOCATION SCHEME

Chapter 5. Discrete Probability Distributions

Lecture 8. Confidence intervals and the central limit theorem

1 Error in Euler s Method

Homework 4 - KEY. Jeff Brenion. June 16, Note: Many problems can be solved in more than one way; we present only a single solution here.

Non Parametric Inference

CURVE FITTING LEAST SQUARES APPROXIMATION

STT315 Chapter 4 Random Variables & Probability Distributions KM. Chapter 4.5, 6, 8 Probability Distributions for Continuous Random Variables

6.041/6.431 Spring 2008 Quiz 2 Wednesday, April 16, 7:30-9:30 PM. SOLUTIONS

Normal Approximation. Contents. 1 Normal Approximation. 1.1 Introduction. Anthony Tanbakuchi Department of Mathematics Pima Community College

AMS 5 CHANCE VARIABILITY

15-441: Computer Networks Homework 2 Solution

Triangle deletion. Ernie Croot. February 3, 2010

e.g. arrival of a customer to a service station or breakdown of a component in some system.

TCP, Active Queue Management and QoS

Notes from Week 1: Algorithms for sequential prediction

Monte Carlo Simulation

Important Probability Distributions OPRE 6301

3. Mathematical Induction

Binomial random variables

Statistics 100A Homework 4 Solutions

1 Introduction to Internet Content Distribution

Binomial Probability Distribution

Binomial lattice model for stock prices

E3: PROBABILITY AND STATISTICS lecture notes

Solving Linear Systems, Continued and The Inverse of a Matrix

Transcription:

Resource Provisioning and Network Traffic Network engineering: Feedback traffic control closed-loop control ( adaptive ) small time scale: msec mainly by end systems e.g., congestion control Resource provisioning open-loop control ( in advance ) large time scale: seconds, minutes, and higher mainly by service providers Question: what do ISPs do to keep customers happy and make money (or lose less money)?

Resource provisioning: two main resources Bandwidth allocation primary Buffer allocation resource dimensioning: long-term also called network planning: months, years on-demand resource allocation: short-term i.e., second, minutes, hours Turns out: same principles apply to both take ISP s viewpoint granularity: user-, session-, and packet-level

User- and Session-Level Resource Provisioning Basic set-up: aggregate demand at access switch n users or CPE (customer premises equipment) Access Switch Backbone Swit CPE 1 CPE 2 CPE 3... CPE n Set-up applies to: Telephone switch: TDM slot per session/user Dial-up modem pool: e.g., AOL Internet access Broadband access service: e.g., IP address pool

Basic building block: access switch function: aggregation performance benefit? old banking trick: keep fraction of total deposit observation: not all customers withdraw at once (?) Networking: not all customers access network at once affords efficiency & economy can keep fewer T1 lines can keep smaller modem pool can keep fewer IP addresses can keep less bandwidth Note: a calculated risk sometimes very many users connect at once access denied: blocking

In what other major sector is old banking trick employed? What makes old banking trick possible? one of the few laws of engineering Law of large numbers (LLN): the sum of many independent random variables concentrates around the mean i.e., very few outliers also, typically, mean maximum Ex.: Suppose there are n users subscribing to Verizon in West Lafayette. how many users will make a call at time t?

Assuming: X i (t) = 0 if no call by user i at t, 1 if call Pr{X i (t) =1} = p users make calling decisions independent of each other i.e., X 1 (t),x 2 (t),...,x n (t) are i.i.d. note: same as coin tossing total calls at time t S n (t) =X 1 (t)+x 2 (t)+ + X n (t) average number of calls E[S n (t)] = E[X 1 (t)] + + E[X n (t)] = np hence, E[S n (t)/n] =p independence needed? LLN: Pr{ S n(t) n p >ε} 0asn for any ε>0 weak LLN strong LLN?

Thus, for sufficiently large n deviation from the mean is rare. Verizon can expect np calls at time t with large n, very close to np calls but, how large is large? does WL have sufficiently many customers? To be useful for engineering, we need to know more rate of convergence Large deviation bound: Pr{ S n(t) n p >ε} <e an constant a depends on ε exponential decrease in n also, holds for all n engineering: blocking probability

Large deviation bound gives simple prescription for resource provisioning: measure p (historical data); ISP knows n determine acceptable blocking probability δ e.g., δ =0.00001 i.e., one in 10000 calls gets blocked find ε such that Pr{ S n(t) n p >ε} = Pr{ S n(t) np >nε} < e an = δ note: ε determines excess capacity allocated recall: a depends on ε (called rate function) one of the main tools used by ISPs/telcos From ISP s perspective, is this enough for making resource provisioning decision? what crucial element may be missing?

Connection lifetime or duration also called call holding time for how long a resource (e.g., modem) is busy if fixed, then previous formula holds user session property in general: connection lifetime is variable e.g., average telephone call: 7 minutes Let L denote connection lifetime (assuming i.i.d. across all users) by measurement, ISP knows its distribution consider average lifetime E[L] consider two time instances t and t + E[L] what to do?

View system in terms of time granularity E[L]: new connection arrivals... t t + E[L] time expected time for red to free up use large deviation formula to estimate connection arrivals during time window [t, t + E[L]) excess capacity nε above and beyond mean np use distribution of L to estimate Pr{L > E[L]} may refine ε to ε (ε<ε ) for E[L] not-too-small may not be needed (why?)

Remarks: LLN: principal engineering tool used by large transit providers and large access providers largeness is key even though components are random, system is well-behaved and predictable apply at ingress/egress and backbone links measurement-based tool: traffic matrix ingress egress

sometimes can apply central limit theorem (CLT): aggregate has Gaussian (normal) distribution in practice: not very useful e.g., tail of Gaussian: not very accurate deviation estimate valid only for moderate ε may not even look Gaussian! needs very large n large deviation bound: holds for all n aggregation over time window [t, t + E[L]) a single user can have 2 or more sessions may violate independence assumption (across users) independence over time: separate matter

we assumed discrete number of resources e.g., 10000 modems, 50000 IP addresses, 1000 T1 lines, etc. valid viewpoint at user/session granularity also applies to packet granularity as long as independence over time holds How does session arrival for a single user over time look like? aggregation over time resource provisioning: buffering vs. aggregation over users (bandwidth)

Session arrivals over time: apply coin tossing idea over time before: one coin per user now: one user has multiple coins coins are assumed to be i.i.d. with probability p apply LLN over time! user 1 time user 2 time user 3... time user i 1 2 3... m time user n t time LLN over users LLN over time

Over discrete time window [1,m], same bounds apply; for user i: S i (m) =X i (1) + X i (2) + + X i (m) Pr{ S i(m) m p >ε} <e am Thus: if we have mp + mε resources (e.g., buffer), then can buffer user i s service requests (could be even packets) over time [1,m] without loss loss probability <e am before: blocking probability in practice: m can t be too high buffering delay penalty some applications require quick response time

One refinement: what does the time spacing between successive arrivals look like? prob. session will arrive after k steps: (1 p) k p called geometric distribution (where did we see it?) most important: exponentially decreasing in k Corresponding distribution in continuous time: be bt (t in place of k) exponential distribution essentially equivalent to geometric distribution important property: memoryless