2014
DOI: 10.1287/moor.2013.0605
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Large Deviations for the Stationary Measure of Networks Under Proportional Fair Allocations

Abstract: We address a conjecture introduced by Massoulié (2007), concerning the large deviations of the stationary measure of bandwidth-sharing networks functioning under the Proportional fair allocation. For Markovian networks, we prove that Proportional fair and an associated reversible allocation are geometrically ergodic and have the same large deviations characteristics using Lyapunov functions and martingale arguments. For monotone networks, we give a more direct proof of the same result relying on stochastic com… Show more

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Cited by 7 publications
(7 citation statements)
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“…The stability of proportional fairness in Massoulié networks was first shown by De Veciana et al (1999); an important generalization of this stability analysis is given in Massoulié (2007). Further progress on the stability and large deviations behavior of proportional fairness can be found in Jonckheere and López (2014). Heavy traffic analysis of proportional fair policies can be found in Kang et al (2009), Yao (2012), andVlasiou et al (2014).…”
Section: J |mentioning
confidence: 97%
“…The stability of proportional fairness in Massoulié networks was first shown by De Veciana et al (1999); an important generalization of this stability analysis is given in Massoulié (2007). Further progress on the stability and large deviations behavior of proportional fairness can be found in Jonckheere and López (2014). Heavy traffic analysis of proportional fair policies can be found in Kang et al (2009), Yao (2012), andVlasiou et al (2014).…”
Section: J |mentioning
confidence: 97%
“…Stability results on proportional fairness can be found in [10,23]. Further progress on the large deviations and heavy traffic behavior of proportional fairness can be found in Jonckheere and López [18] and Vlasiou, Zhang, Zwart [37]. The paper generalizes the MaxWeight policies by allowing for resource sharing similar to that found in Bandwidth Sharing Networks.…”
Section: Introductionmentioning
confidence: 94%
“…Notice in the first equality, we include the term j = j r 0 . Since applying convention (17) we have, log((xjrσ * j (qj))/(qj ār)) = log 1 = 0.…”
Section: Second Proofmentioning
confidence: 99%
“…Stability proofs for these systems can be found in Bonald and Massoulié [3] and Massoulié [22]. Further progress on the large deviations and heavy traffic behaviour of proportional fairness can be found in Jonckheere, Lopez [17] and Vlasiou, Zhang, Zwart [37]. To the knowledge of this author, discussions applying these models to switch networks are first made by Shah and Wischik [32] and Zhong [38] for the weighted α-fair bandwidth allocation policies of Mo and Walrand [25].…”
Section: Introductionmentioning
confidence: 99%