Convergence of Probability Measures. By P. Billingsley. Chichester, Sussex, Wiley, 1968. xii, 253 p. 9 1/4“. 117s.

Convergence of Probability Measures

This paper analyses the stability and fairness of two classes of rate control algorithm for communication networks. The algorithms provide natural generalisations to large-scale networks of simple additive increase/multiplicative decrease schemes, and are shown to be stable about a system optimum characterised by a proportional fairness criterion. Stability is established by showing that, with an appropriate formulation of the overall optimisation problem, the network's implicit objective function provides a Lyapunov function for the dynamical system defined by the rate control algorithm. The network's optimisation problem may be cast in primal or dual form: this leads naturally to two classes of algorithm, which may be interpreted in terms of either congestion indication feedback signals or explicit rates based on shadow prices. Both classes of algorithm may be generalised to include routing control, and provide natural implementations of proportionally fair pricing.

https://link.springer.com/content/pdf/10.1057%2Fpalgrave.jors.2600523.pdf

Rate control for communication networks: shadow prices, proportional fairness and stability

A survey of current continuous nonlinear multi-objective optimization (MOO) concepts and methods is presented. It consolidates and relates seemingly different terminology and methods. The methods are divided into three major categories: methods with a priori articulation of preferences, methods with a posteriori articulation of preferences, and methods with no articulation of preferences. Genetic algorithms are surveyed as well. Commentary is provided on three fronts, concerning the advantages and pitfalls of individual methods, the different classes of methods, and the field of MOO as a whole. The Characteristics of the most significant methods are summarized. Conclusions are drawn that reflect often-neglected ideas and applicability to engineering problems. It is found that no single approach is superior. Rather, the selection of a specific method depends on the type of information that is provided in the problem, the user’s preferences, the solution requirements, and the availability of software.

Survey of multi-objective optimization methods for engineering

The author's preface gives an outline: "This book is about weakconvergence methods in metric spaces, with applications sufficient to show their power and utility. The Introduction motivates the definitions and indicates how the theory will yield solutions to problems arising outside it. Chapter 1 sets out the basic general theorems, which are then specialized in Chapter 2 to the space C[0, l ] of continuous functions on the unit interval and in Chapter 3 to the space D [0, 1 ] of functions with discontinuities of the first kind. The results of the first three chapters are used in Chapter 4 to derive a variety of limit theorems for dependent sequences of random variables. " The book develops and expands on Donsker's 1951 and 1952 papers on the invariance principle and empirical distributions. The basic random variables remain real-valued although, of course, measures on C[0, l ] and D[0, l ] are vitally used. Within this framework, there are various possibilities for a different and apparently better treatment of the material. More of the general theory of weak convergence of probabilities on separable metric spaces would be useful. Metrizability of the convergence is not brought up until late in the Appendix. The close relation of the Prokhorov metric and a metric for convergence in probability is (hence) not mentioned (see V. Strassen, Ann. Math. Statist. 36 (1965), 423-439; the reviewer, ibid. 39 (1968), 1563-1572). This relation would illuminate and organize such results as Theorems 4.1, 4.2 and 4.4 which give isolated, ad hoc connections between weak convergence of measures and nearness in probability. In the middle of p. 16, it should be noted that C*(S) consists of signed measures which need only be finitely additive if 5 is not compact. On p. 239, where the author twice speaks of separable subsets having nonmeasurable cardinal, he means "discrete" rather than "separable." Theorem 1.4 is Ulam's theorem that a Borel probability on a complete separable metric space is tight. Theorem 1 of Appendix 3 weakens completeness to topological completeness. After mentioning that probabilities on the rationals are tight, the author says it is an

Convergence of probability measures

It is shown that, particularly for terrestrial cellular telephony, the interference-suppression feature of CDMA (code division multiple access) can result in a many-fold increase in capacity over analog and even over competing digital techniques. A single-cell system, such as a hubbed satellite network, is addressed, and the basic expression for capacity is developed. The corresponding expressions for a multiple-cell system are derived. and the distribution on the number of users supportable per cell is determined. It is concluded that properly augmented and power-controlled multiple-cell CDMA promises a quantum increase in current cellular capacity. >

On the capacity of a cellular CDMA system

In this paper, we investigate the stability and performance of randomized dynamic routing schemes for jobs based on the Join-the-Shortest Queue (JSQ) criterion in a heterogeneous system of many parallel servers. In particular, we consider servers that use processor sharing but with different server rates, and jobs are routed to the server with the smallest occupancy among a finite number of randomly sampled servers. We focus on the case of two servers that is often referred to as a Power-of-Two scheme. We first show that in the heterogeneous setting, uniform sampling of servers can cause a loss in the stability region and thus such randomized dynamic schemes need not outperform static randomized schemes in terms of mean delay in opposition to the homogeneous case of equal server speeds where the stability region is maximal and coincides with that of the static randomized routing. We explicitly characterize the stationary distributions of the server occupancies and show that the tail distribution of the server occupancy has a super-exponential behavior as in the homogeneous case as the number of servers goes to infinity. To overcome the stability issue, we show that it is possible to combine the static state-independent scheme with a randomized JSQ scheme that allows us to recover the maximal stability region combined with the benefits of JSQ, and such a scheme is preferable in terms of average delay. The techniques are based on a mean field analysis where we show that the stationary distributions coincide with those obtained under asymptotic independence of the servers and, moreover, the stationary distributions are insensitive to the job-size distribution.

/pdf/analysis-of-randomized-join-the-shortest-queue-jsq-schemes-3rqs466p76.pdf

Analysis of Randomized Join-the-Shortest-Queue (JSQ) Schemes in Large Heterogeneous Processor-Sharing Systems

It is known that opportunistic scheduling that accounts for channel variations due to mobility and fading can give substantial improvement over nonopportunistic schemes. However, most work on this subject has focused on single-hop cellular types of architectures. The situation is quite different in ad hoc networks due to the inherent multihop nature of transmissions. In this paper, we present a joint opportunistic power scheduling and end-to-end rate control scheme for wireless ad hoc networks. We model the time-varying wireless channel as a stochastic process and formulate a stochastic optimization problem, which aims at maximizing system efficiency by controlling the power allocation of each link and the data rate of each user in the system. The joint power scheduling and rate control algorithm is obtained by using stochastic duality and implemented via stochastic subgradient techniques. We illustrate the efficacy of our approach via numerical examples

Joint Opportunistic Power Scheduling and End-to-End Rate Control for Wireless Ad Hoc Networks

Mean field and propagation of chaos in multi-class heterogeneous loss models

This article reviews results related to event and time averages (EATA) for point process models, including PASTA, ASTA and ANTIPASTA under general hypotheses. In particular, the results for the stationary case relating the Palm and martingale approach are reviewed. The non-stationary case in discussed in the martingale framework where minimal conditions for ASTA generalizing earlier work are presented in a unified framework for the discrete- and continuous-time cases

Event and time averages: a review

This paper is concerned with the computation of asymptotic blocking probabilities for a generalized Erlangian system which results when M independent Poisson streams of traffic with rates {)}},, access a trunk group of C circuits with traffic from stream k requiring Ak circuits which are simultaneously held and released after a time which is randomly distributed with unit mean and independent of earlier arrivals and holding times. A call from stream k is lost if on arrival less than Ak circuits are available. Although exact expressions for the blocking probabilities are known, their computation is unwieldy for even moderate-sized switches. It is shown that as the size of the switch increases in that both the traffic rates and trunk capacity are scaled together, simple asymptotic expressions for the blocking probabilities are obtained. In particular the expression is different for light, moderate and heavy loads. The approach is via exponential centering and large deviations and provides a unified framework for the analysis.

https://www.jstor.org/stable/pdfplus/1427803.pdf

Ravi R. Mazumdar

Papers

Analysis of Randomized Join-the-Shortest-Queue (JSQ) Schemes in Large Heterogeneous Processor-Sharing Systems

Joint Opportunistic Power Scheduling and End-to-End Rate Control for Wireless Ad Hoc Networks

Mean field and propagation of chaos in multi-class heterogeneous loss models

Event and time averages: a review

Blocking probabilities for large multirate Erlang loss systems