Abstract:The stochastic properties of a class of communication networks whose dynamics are Markovian are analysed. The asymptotic behaviour of such a network in terms of the first and second moments of a stochastic process that describes the network dynamics is characterised and tools for their calculation are provided. Specifically, computation techniques for the calculation of these statistics are provided and that these algorithms converge exponentially fast is shown. Finally, how the results may be used for the design of network routers to realise networks with desired statistical properties is suggested.
Introduction
General remarksThe study of communication networks that carry transmission control protocol (TCP) traffic has been subject of intense interest in the computer science, network engineering, and applied mathematics literature [1 -9]. The principal motivation for much of this work has been to understand network behaviour, and to characterise important network properties with a view to developing analytic tools for the design of such networks. In particular, much of this work has focussed on understanding the manner in which the network allocates available bandwidth among competing network flows (network fairness) and the speed at which this bandwidth allocation takes place (network convergence rate). Recently, a very accurate random matrix model of TCP network dynamics was proposed [10]. This model was shown to be capable of capturing many essential features of networks in which TCP-like network flows compete for bandwidth via a bottleneck router. By making some simplifying assumptions concerning stochastic behaviour of the network, the authors demonstrate that this model may also be used as a basis to design networks in which bandwidth can be allocated in an arbitrary manner among competing flows. This may be achieved by redesigning the manner in which individual sources respond to network congestion, or by redesigning the manner in which network routers respond to network congestion (or both).The objective of this paper is to pursue further this line of research. However, rather than using the model as a basis for adjusting the behaviour of the individual flows to achieve desired network behaviour, we concentrate here on using this model to redesign the manner in which the bottleneck router drops packets when the network is congested; in particular, we analyse the properties of such networks when the bottleneck router drops packets according to some Markovian rules. Redesigning the manner in which network routers operate to allocate bandwidth is very important for a number of reasons related to network quality of service issues. Whereas the results in [10] are interesting from a theoretical perspective, router redesign along the lines suggested by this work would place an impossible computational burden on the network routers; on the other hand, dropping packets according to some Markovian rule could possibly be implemented using far fewer computational resources. Our principal contribution in t...