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Short handbook of the mathematical formulas of

the course Reti Internet Multimediali


Paolo Giacomazzi
June 29, 2011

Abstract
The most useful formulas for the course of Reti Internet Multimediali
are listed.

1 General formulas
1.1 The Maximum Variance Asymptotic upper bound (MVA)
First, write the (t) function:

E(B(t)) E(S(t + d))


(t) = p . (1)
var(B(t)) + var(S(t + d))

B(t) is the envelope of the relevant traffic flow X(t). If an envelope is not
available, use X(t) directly. S(t) is the service envelope of X(t). d is the delay
threshold.
Second, find the absolute minimum of (t), referred to as min .
Third:
2min
P (D > d) = e 2 . (2)

1.2 Service envelopes of relevant schedulers


For all schedulers, C is the capacity of the output line.

1.2.1 First In First Out (FIFO) scheduler

S(t) = Ct. (3)


The two moments characterization of this service envelope is:

E(S(t)) = Ct
.
var(S(t)) = 0

1
1.2.2 Strict Priority (SP) scheduler

i1
X
Si (t) = max 0, Ct Bj (t) . (4)
j=1

An approximate two moments characterization of this service envelope is:


Pi1
E(Si (t)) = Ct j=1 E(Bj (t))
Pi1
var(Si (t)) = j=1 var(Bj (t))

1.2.3 Earliest Deadline First (EDF) scheduler


The ith service class has a delay threshold equal to i .

X
Si (t) = max 0, Ct Bj (t max (0, j i )) . (5)
j6=i

An approximate two moments characterization of this service envelope is:


P
E(Si (t)) = Ct j6=i E(Bj (t max (0, j i )))
P .
var(Si (t)) = j6=i var(Bj (t max (0, j i )))

1.2.4 General Processor Sharing (GPS) scheduler


The ith service class has a weight wi .
X w
Si (t) = wi Ct + P i max (wj Ct Bj (t)) . (6)
k6=j wk
j6=i

An approximate two moments characterization of this service envelope is:


P
E(Si (t)) = wi Ct + j6=i P wi wk (wj Ct E(Bj (t)))
P 2
k6=j

var(Si (t)) = j6=i P wi wk var(Bj (t))


k6=j

2 Closed form analysis


2.1 FIFO scheduler with linear-variance traffic
n individual independent traffic streams. Each traffic stream has the second-
moment characterization:
E(X(t)) = rt
.
var(x(t)) = rbt

2.1.1 Delay threshold violation probability

C(Cnr)
P (D > d) = e2 nrb d
. (7)

2
2.1.2 Average delay

nrb
E(D) = . (8)
2C(C nr)

2.1.3 Admission control

2C 2 d
n . (9)
2Cdr b ln p

2.1.4 Resource provisioning

r
nr nr 2 nb ln p
C + . (10)
2 2 2d

2.2 FIFO scheduler with fractional Gaussian traffic (fGt)


One fGt traffic stream with the second-moment characterization:
E(X(t)) = rt
.
var(x(t)) = art2H

2.2.1 Delay threshold violation probability

1
2ar 1
C 22H (Cr)2H d22H
P (D > d) = e H 2H (1H)22H . (11)

2.3 SP scheduler with linear-variance traffic


For class i, ni individual independent traffic streams. Each traffic stream in
class i has the second-moment characterization:
E(X(t)) = ri t
.
var(x(t)) = ri bi t

Define: Pi
Ai = j=1 nj rj withi 1
;
A0 = 0 i=0

Pi
Bi = j=1 nj rj bj withi 1
.
B0 = 0 i=0

2.3.1 Delay threshold violation probability

CAi
2 [(CAi1 )Bi (CAi )Bi1 ]di
B2
P (Di > di ) = e i . (12)

3
2.3.2 Admission control
Define:
(Cdi bik ln pi di Ai1k )
nik = +
rik di
q
ln pi 2di Bi1k + 2di bik (C Ai1k ) b2ik ln pi

rik di
and define
2dik C 2
nik,max = .
2dik rik C rik bik ln pik
If
k < i : 0 nik min nik , nik,max ,
then 2 2
Bi1
bi 2C 2Ai1 + Bib1 i
4Bi1 lndpi i
ni h i +
4ri 2 C Ai1 + Bbi1 i
bi ln pi
di
q
4 C Ai1 + Bbi1
i
(C Ai1 )2 + 2Bi1 lndpi i
h i , (13)
4ri 2 C Ai1 + Bbi1i
bi ln pi
d i

otherwise
ni = 0. (14)
Particular case for two priorities
p
(Cd2 b1 ln p2 ) ln p2 (2d2 b1 C b21 ln p2 )
n1 =
r1 d2
and define
2d1 C 2
n1,max = .
2d1 r1 C r1 b1 ln p1
If
n1 min (n1 , n1,max ) ,
then 2 2
2C 2A1 + Bb21 4B1 lndp2 2
B1
b2
n2 h i +
4r2 2 C A1 + Bb21 b2 dln2 p2
q
4 C A1 + Bb21 (C A1 )2 + 2B1 lndp2 2
h i , (15)
4r2 2 C A1 + Bb21 b2 dln2 p2

otherwise
n2 = 0. (16)

4
2.3.3 Resource provisioning

(2Ai Bi1 Ai1 Bi Ai Bi )di


Ci +
2(Bi1 Bi )di
q
A2i1 Bi2 d2i 2Ai1 Bi2 d2i + A2i Bi2 d2i + 2Bi1 Bi2 di ln pi 2Bi3 di ln pi
. (17)
2(Bi1 Bi )di
Finally:
C = max Ci . (18)
i

2.4 EDF scheduler with linear-variance traffic


X
Ai = nn rn
n6=i

X
Bi = nn rn bn
n6=i

X
Ei = nn rn max(0, n i )
n6=i

X
Fi = nn rn bn max(0, n i )
n6=i

2.4.1 Delay threshold violation probability

P r(Di > di ) = exp (2(ni ri di (C Ai ) + Ei (Bi + ni ri bi )+



C ni ri Ai
Fi (C ni ri Ai )) (19)
(Bi + ni ri bi )2

2.4.2 Capacity planning

p
Ai di Ei + (Ei + ni ri di )2 2 ln pi (Fi + ni ri bi di )
Ci (Bi + ni ri bi )+
2(Fi + ni ri bi di )

Ai + ni ri
+ (20)
2
Finally:
C = max Ci . (21)
i

5
2.4.3 Admission control

1
ni .
ri (2(bi (Cdi Ai di + Ei ) + Bi di Fi ) b2i ln pi )

(Ai bi + Bi Cbi )(Ai di Ei Cdi )+
2(Bi di Fi )(Ai C) + bi Bi ln pi + (22)
p
2 2
+ (Ai bi + Bi + Cbi ) ((Ai di Ei Cdi ) + 2(Bi di Fi ) ln pi )

2.5 GPS scheduler with linear-variance traffic


X w
Ai = P i (wj C nj rj )
j6=i k6=j

!2
X wi
Bi = P nj rj bj
k6=j wk
j6=i

2.5.1 Delay threshold violation probability



2ni ri (wi bi C + bi Ai + Bi )(wi C + Ai Ni ri )di
P r(Di > di ) = exp (23)
(ni ri bi + Bi )2

2.5.2 Admission control

2di (wi C)2


ni,min =
ri (2di wi C bi ln pi )

di (wi C + Ai )(wi bi C + bi Ai + Bi ) + bi Bi ln pi
ni,max = +
ri (2di (wi bi C + bi Ai + Bi ) b2i ln pi )
p
di (wi bi C + bi Ai + Bi )2 (di (wi C + Ai )2 + 2Bi ln pi )
+
ri (2di (wi bi C + bi Ai + Bi ) b2i ln pi )

ifdi ((wi C + Ai )2 + 2Bi ln pi ) > 0 ni max(ni,min , ni,max )


otherwise ni ni,min

3 Bounded variance network calculus


Given a scheduler where a reference traffic flow X(t) has service envelope S(t),
the variance of the output traffic of the scheduler has the following envelope

var(Xout (t)) = max(var(X(t)), var(S(t))). (24)

6
4 Analytical calculation of end-to-end delay
The end to end delay of a traffic stream traversing a sequence of H schedulers,
is given by

de2e = d1 + d2 + + dH , (25)
where di is the delay at scheduler i. Therefore, the probability density of end
to end delay is

fde2e (t) = fd1 (t) fd2 (t) fdH (t), (26)


where means convolution. If traffic flows have a linear variance envelope, we
can write

fdi (t) = ki eki t , (27)


thus, the Laplace transform of fdi (t) is
ki
Fdi (s) = . (28)
ki + s
The Laplace transform of fde2e (t) is
H
Y ki
Fde2e (s) = , (29)
k +s
i=1 i

thus,
(H )
Y ki
fde2e (t) = L1 , (30)
k
i=1 i
+s
which can be calculated with the partial fraction expansion method.

4.1 Case of ki 6= kj for i 6= j


We assume that ki 6= kj for i 6= j. In this case:
(H ) H
Y ki X
L1 = Gi eki t , (31)
i=1
k i + s i=1

where

YH
k
j
Gi = (s + ki ) . (32)
k +s
j=1 j
s=ki

7
4.1.1 Case of H=2
In this case, we have
k1 k2
G1 = (33)
k1 + k2
and
k1 k2
G2 = , (34)
k1 k2
thus:
k1 k2 k1 t
fde2e (t) = e ek2 t . (35)
k1 + k2

4.2 Case of ki = kj = for i 6= j


In this case:

H tH1 t
fde2e (t) = e . (36)
(H 1)!

5 Variance envelope of relevant traffic sources


5.1 On-Off source
The On-Off source has two states, On and Off. In the On state it transmits at
P (bit/s) and in the Off state it does not transmit. The rate of transition from
the On to the Off state is (s1 ) and the inverse rate is (s1 ). The average
value of the cumulative traffic generated by the source is:

E(X(t)) = P t. (37)
+
The variance of the cumulative traffic is:

2 2 (+)t
var(X(t)) = 2 3 P t 2 4 P 1 e . (38)
( + ) ( + )
This source admits a simple linear variance envelope:
2
var(X(t)) 2 3P t. (39)
( + )

References
[1] P. Giacomazzi, Appunti del corso di Reti Internet Multimediali,
http://home/dei/polimi.it/giacomaz.

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