Semidefinite optimization for transient analysis of queues
Takayuki Osogami, Rudy Raymond
SIGMETRICS 2010
We introduce a formal limit, which we refer to as a fluid limit, of scaled stochastic models for a cache managed with the least-recently-used algorithm when requests are issued according to general stochastic point processes. We define our fluid limit as a superposition of dependent replications of the original system with smaller item sizes when the number of replications approaches ∞. We derive the average probability that a requested item is not in a cache (average miss probability) in the fluid limit. We show that, when requests follow inhomogeneous Poisson processes, the average miss probability in the fluid limit closely approximates that in the original system. Also, we compare the asymptotic characteristics, as the cache size approaches ∞, of the average miss probability in the fluid limit to those in the original system. © Applied Probability Trust 2010.
Takayuki Osogami, Rudy Raymond
SIGMETRICS 2010
Igor Devetak, Andreas Winter
ISIT 2003
Michael E. Henderson
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
Sonia Cafieri, Jon Lee, et al.
Journal of Global Optimization