Abstract
Efficient utilization of modern high bandwidth communication networks relies on statistical multiplexing of many logical channels through one physical channel. Communication requests typically include some statistical characterization of the requested connection (such as pick value, mean values, etc). The task of the network management procedure is to accommodate as many communication requests as possible while keeping the failure (e.g. overflow) probability bounded by a pre-specified parameter. When the network consists of one link, the task reduces to evaluating the probability that a sum of random variables does not exceed a given bound. Techniques such as the method of effective bandwidth give a practical solution for the one link problem. In this paper we address the more realistic setting of estimating QoS properties of multi-link networks with arbitrary patterns. The related optimization problem for that setting is #P-complete even for the most simple communication characteristics. Our main result is an efficient Monte-Carlo method for estimating the failure probability of a general network. Our method is particularly useful in a dynamic setting in which communication requests are dynamically added and eliminated from the system. The amortized cost in our solution of updating the estimate after each change is proportional to the fraction of links involved in the change rather than to the total number of links in the network.
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