Super-Exponential Solution in Markovian Supermarket Models: Framework and Challenge

Details Super-Exponential Solution in Markovian Supermarket Models: Framework and Challenge Super-Exponential Solution in Markovian Supermarket Models: Framework and Challenge

2011-06-04

arxiv.org/abs/1106.0787v1

Computer Science

Networking and Internet Architecture

Randomized load balancing, supermarket model, matrix-analytic method, super-exponential solution, density-dependent jump Marko

Scientific paper

Marcel F. Neuts opened a key door in numerical computation of stochastic models by means of phase-type (PH) distributions and Markovian arrival processes (MAPs). To celebrate his 75th birthday, this paper reports a more general framework of Markovian supermarket models, including a system of differential equations for the fraction measure and a system of nonlinear equations for the fixed point. To understand this framework heuristically, this paper gives a detailed analysis for three important supermarket examples: M/G/1 type, GI/M/1 type and multiple choices, explains how to derive the system of differential equations by means of density-dependent jump Markov processes, and shows that the fixed point may be simply super-exponential through solving the system of nonlinear equations. Note that supermarket models are a class of complicated queueing systems and their analysis can not apply popular queueing theory, it is necessary in the study of supermarket models to summarize such a more general framework which enables us to focus on important research issues. On this line, this paper develops matrix-analytical methods of Markovian supermarket models. We hope this will be able to open a new avenue in performance evaluation of supermarket models by means of matrix-analytical methods.

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