多路复用增益,PASTA定理

原版是英文的，这里前面写上中文，后面附上英文原版

1.多路复用增益（Example: Multiplexing Gain）

1.1概念

• 如果我们感兴趣的QoS度量是平均延迟，或者延迟超过某个值的概率，并且如果对于给定的到达率λ，则存在服务率μ，使得我们的延迟相关QoS度量刚刚满足，那么如果 到达率从λ增加到Nλ，我们的目标是找到服务率μ*，以便恰好满足与延迟相关的QoS度量，我们需要确保保持备用容量，即$$\mu -\lambda ={\mu }^{\ast }-N\lambda$$之所以有这个公式的原因是$$T=\frac{1}{\mu -\lambda }$$经过简单的变形，可以得到$${\mu }^{\ast }=\mu +(N-1)\lambda$$
• 通过后者和μ>λ的稳定条件，我们必须具有μ* <Nμ。因此，我们可以定义一个多路复用增益的度量
  $$M_{mg}=\frac{N\mu -{\mu }^{\ast }}{N\mu }$$由此推出$$M_{mg}=\frac{N-1}{N}(1-\rho )$$

1.2注解

• 回顾稳定性条件ρ<1以及1 - ρ是服务器在单个队列中空闲的时间比例这一事实
• 该公式表明（N-1）/ N是通过多路复用获得的空闲时间的比例
• 例如，考虑N = 2的情况，即，我们考虑复用两个M / M / 1队列，每个队列具有参数λ和μ。 在这种情况下，单个队列中服务器空闲时间（或效率浪费）的一半可以通过多路复用由服务器服务的两个流来获得，服务器以μ* =μ+（N-1）λ=μ+λ

2.PASTA定理

一般来讲，我们经常选取队列长度Nt 为排队系统的状态变量，三种不同时刻的状态概率

• 任意时刻$p_i=li{m}_{t\to \infty }P[N_t=i]$
• 到达时刻$p_i^{-}=li{m}_{t\to \infty }P[N_{t^{-}}=i]$
• 退去时刻$p_i^{+}=li{m}_{t\to \infty }P[N_{t^{+}}=i]$
  定理：对于任意一个排队系统，如果其输入流（到达过程）为泊松过程，则有$p_i^{-}=p_i(t)$ 。其中$p_i^{-}$ 为顾客到达之前瞬间时刻t排队系统内有i个顾客的概率；$p_i$ 为在任意时刻t排队系统内有i个顾客的概率。
  

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1.Multiplexing Gain

• If our QoS measure of interest is the mean delay, or the probability that the delay exceeds a certain value, and if for a given arrival rate λ there is a service rate μ such that our delay-related QoS measure is just met, then if the arrival rate increases from λ to Nλ, and we aim to find the service rate μ∗ such that the delay-related QoS measure is just met, we will need to make sure that the spare capacity is maintained, that is$${\mu }^{\ast }=\mu +(N-1)\lambda$$
  -by the latter and the stability condition of μ > λ, we must have that μ∗ <Nμ. We can therefore define a measure for multiplexing gain to be given by$$M_{mg}=\frac{N\mu -{\mu }^{\ast }}{N\mu }\Rightarrow {\mu }^{\ast }=\mu +(N-1)\lambda$$
• Recalling the stability condition ρ < 1 and the fact that 1 − ρ is the proportion of time that the server is idle at an individual queue。
• This formula implies that (N − 1)/N is the proportion of this idle time gained by multiplexing.
• For example, consider the case N = 2, that is, we consider multiplexing of two M/M/1 queues each with parameters λ and μ. In this case, half of the server idle time (or efficiency wastage) in an individual queue can be gained back by multiplexing the two streams to be served by a server that serves at the rate of μ∗ = μ + (N − 1)λ = μ + λ

2.PASTA Theorem

• Markov chain: “stationary” or “in steady-state:”
  • Process started at the stationary distribution, or
  • Process runs for an infinite time t→∞
• Probability that at any time t, process is in state i is equalto the stationary probability
  
• Question: For an M/M/1 queue: given t is an arrival time, what is the probability that N(t)=i?
• Answer: Poisson Arrivals See Time Averages!