Preprints of Recent Papers
Electronic approximations to some recent papers can be downloaded by clicking
appropriate links below. In general, these files are in postscript format, and they
represent the initial form of the paper before copy editing and other improvements made by
Of course users of these files should not violate the copyrights of the publishers. The
goal is to save postage and save time.
The following papers have appeared:
- 1) Asymptotics of first passage times for random walk in an orthant. This paper has
appeared in the Annals of Applied Probability describes a constructive large
deviation theory which applies to many interesting queueing networks. The attached ps and
pdf files have incorporated minor corrections suggested by Prof. Jiyeon Lee.
- 2) A unified approach to fast teller queues and ATM. This paper uses the results
in 1) to give asymptotic results on the tail of the queue in a discrete time fast teller
system. It also proposes an importance sampling algorithm for simulating buffers
buried deep in an ATM switch. This paper appeared in the Journal of Applied
- 3) Accelerated Simulation of ATM switching fabrics. This paper gives the details of the
importance sampling algorithm suggested in 2).
- 4) VCC cell loss probabilities using the oldest-cell- first discipline. This paper gives
the exact asymptotics of an M|D|1 queue using the theory in 1) and uses these results to
estimate the cell loss probabilities when the oldest-cell- first discipline is used to
manage buffers contending for a link.
- 5) Rare events for stationary processes. The Palm calculus is used to give the
asymptotics of the mean time until a rare event occurs.
- 6) Variation Fluctuation Smoothing for ATM Circuit Emulation Service, Conference
proceedings ITC-97. This simple paper gives an algorithm for managing contending buffers
when the traffic is of CES type.
- 7) Join the shortest queue: stability and exact asymptotics. This paper extends the
theory in 1) and stretches this theory to its limit. The application is the classical join
the shortest queue problem. The exact asymptotics of the two queue system are given
and an interesting phenomenon called weak pooling is discovered.
- 8) An approximation method for complete solutions of Markov-modulated fluid models. The
method of induced Dirichlet forms is used to project the complicated Markov-modulated
queue onto the model of a queue with a single equivalent bandwidth source .
- 9) A comparison of load balancing algorithms like join the shortest queue and join the
shortest expected waiting time.
10) My most recent work with Francois Baccelli and Julien Reynier concerns
the performance of a bottleneck router implementing RED. We are able to
capture the dynamics of the congestion windows as a random measure. This paper
has been accepted for Performance 2002. We are currently using this model
to derive an optimal AQM scheme.