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Queue and Loss Distributions in Finite-Buffer Queues

Published:19 June 2019Publication History
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Abstract

We derive simple bounds on the queue distribution in finite-buffer queues with Markovian arrivals. Our technique relies on a subtle equivalence between tail events and stopping times orderings. The bounds capture a truncated exponential behavior, involving joint horizontal and vertical shifts of an exponential function; this is fundamentally different than existing results capturing horizontal shifts only. Using the same technique, we obtain similar bounds on the loss distribution, which is a key metric to understand the impact of finite-buffer queues on real-time applications. Simulations show that the bounds are accurate in heavy-traffic regimes, and improve existing ones by orders of magnitude. In the limiting regime with utilization ρ=1 and iid arrivals, the bounds on the queue size distribution are insensitive to the arrivals distribution.

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