Journal of Information, Control and Management Systems, Vol. 1, (2010), No.

1 71

Link dimensioning with respect to QoS

Juraj Smieško

Faculty of Management and Informatics

University of Zilina
e-mail: smiesko@frcatel.fri.utc.sk

Abstract
Next Generation Network includes services sensitive on QoS parameters, espe-
cially voice and video. In this paper we show how to dimension link with constant
capacity with respect to maximum delay (d) and packet lost probability (plost )
using theory of Large Deviation Principles. For explanation we create stochastic
description of real measured video flow (6 channels of Magio).
Keywords: Link dimension, Large Deviation Principles, Effective Bandwidth,
IPTV, Probability of packet loss, maximum delay, QoS - Quality of Services

1 TRAFFIC DESCRIPTION
The basic element of the network is traffic source (packets flow). There exists a few
concepts how to describe the packets flow. If we consider a discrete-time system, the
traffic source will be described by arrival process A(.) with increments a(.), where A(t)
is the cumulative number of arrivals by the time t and a(t) is the number of arrivals at
time t for the arrival process A (increments at time t). There holds:

t
X
A(t) = a(i), and on the other size a(t) = A(t) − A(t -1)
i=0

Let assume that there is no arrival at time t = 0, A(0) = a(0) = 0, and packets in traffic
source are the same size.
When we have some measurement of traffic with sufficient length, we can compute some
interested statistical parameters, or create corresponding stochastic model. Two basic
parameters used for traffic description are average rate λavg and peak rate λpeak . Third
parameter is establish by Chang [1] in his (σ, %) - Network Calculus, where % = λavg is
average rate, and σ is the maximum difference between A(t) and function %t, so called
72 Link dimension with respect to QoS

burst period. It is easy to compute these parameters from measurement with length n:
n
1X A(n)
λavg = % = a(i) = , λpeak = max [a(t)] , σ = max [A(t) − %t]
n n 0≤t≤n 0≤t≤n
i=1

We say, that arrival process A(t) is upper constrained (short marking A-(σ, %)), if
∀s, t; 0 ≤ s ≤ t; A(t) − A(s) ≤ %(t − s) + σ (1)
For example we show the 500 ms part and 50 ms part of measurement of 6 channels
of Magio which was acquired in T-COM laboratory [5].
15 70

λpeak 60
ρt+σ

a(t) − increments 50 A(t)

10
arrival
40
process
λavg
30

5
σ − burst period
ρt
20

10

IPTV − 6 channels Magio (500ms) IPTV − 6 channels Magio (50ms)

0 0
0 10 20 30 40 50 60 70 80 90 100 0 1 2 3 4 5 6 7 8 9 10

Figure 1 Two parts of IPTV traffic: increments a(t)and arrival process A(t))

We want to find what size of capacity c of link we have to offer for given traffic with
respect to QoS parameters. If we use c=λpeak , there is no delay and no packet loss, but
it can be expensive solution. If we use c=λavg =%, we have to compute delay in queue.
Let q(t) be queue length at time t and A(t) arrival process with increments a(i). Behavior
of queue of the link with capacity c is described by Lindley equation
q(t) = max{ 0, q(t-1) + a(t) − c } or q(t) = max [A(t) − A(s) − c(t-s)] (2)
0≤s≤t

The second equation for queue q(t) is gained from first equation using several iterations.
The Lindley equation implies, that number of departures from the link is c packets
per time slot when there are backlogged packets in the queue. If arrival traffic A(.) is
upper constrained, A-(σ, %), and we offer the capacity of link more than average rate,
c ≥ % = λavg , the maximum queue length is less then burst period, qmax ≤ σ:
q(t) = max [A(t) − A(s) − c(t − s)] ≤ max [%(t − s) + σ − c(t − s)]
0≤s≤t 0≤s≤t
Journal of Information, Control and Management Systems, Vol. 1, (2010), No. 1 73

= σ + max [(% − c)(t − s)] = σ ⇒ ∀t; q(t) ≤ σ ⇒ qmax ≤ σ

0≤s≤t

If we assume FCFS service policy (First Come First Served), the delay of a packet is
bounded above by the time it takes to empty the buffer when the packet is added to the
buffer. We gain for maximum delay relation:
σ σ
c ≥ % = λavg ⇒ d ≤ ⇒ λavg ≤ c ≤
c d
Required capacity must be between average rate and peak rate, λavg ≤ c ≤ λpeak , or
bounded above by σ/d respectively. To find more precision solution we have to use some
stochastic description of IP traffic.

2 EFFECTIVE BANDWIDTH
The concept of effective bandwidth (EB) has gained much attention due to the
looming gain for network analysis and design. The effective bandwidth of a general
cumulative arrival process has been defined [2] as
1 h i
α(θ, t) = sup ln E eθ(A(s+t)−A(s)) 0 < θ, t < ∞ (3)
θt s≥0

depending upon the space parameter θ and the time parameter t. The effective bandwidth
provides a convenient tool for analysis and description of data flows and is lower bounded
by the flow’s mean rate and upper bounded by its peak rate. Roughly speaking the effective
bandwidth represents the service rate which is effectively necessary to serve the flow
based on given delay or loss probability bounds. Theory of Large Deviation Principles
provides the tool for link dimension with respect to probability of packet loss (see [4])
ln P (q > n)
α(θ, t) = c ⇔ P (q > n) ³ e−θn or lim = −θ (4)
n→∞ n
where constant n is size of queue (buffer) and variable q is steady-state length of queue,
q = lim q(t). The relation (4) means that if we design capacity of link equal effective
t→∞
bandwidth, than probability of buffer overflow decaies exponential with constant θ.

If the arrival process A(t) has a stationary increments a(i), than distribution of diffe-
P
s+t Pt
rence A(s+t) − A(s) = a(i) equals distribution of process A(t) = a(i) and
i=s+1 i=1
we gain simply form of effective bandwidth:
1 h i 1 h i
α(θ, t) = sup ln E eθ(A(s+t)−A(s)) = ln E eθA(t) (5)
θt s≥0 θt
74 Link dimension with respect to QoS

Effective bandwidth has a several very interesting properties, For example average rate,
asymptotic variance, peak rate and burst period are included in its Taylor expansion [1].
Next, the value of EB in θ = 0 equals average rate (we use the L’Hospital rule):
h i £ ¤
1 θA(t) 1 E A(t)eθA(t) E [A(t)]
α(0, t) = lim ln E e = lim £ ¤ = = λavg (6)
θ→0 θt θ→0 t E e θA(t) t

If the process A(t) has a stationary and above bounded increments, ∀t, a(t) ≤ λpeak ,
it is easy to show, that effective bandwidth is between average rate and peak rate. We use
Jensen inequality ([1]): for general convex function f (.) and discrete stochastic variable
X holds f (EX) ≤ E [f (X)]. Let f (x) = eθx , than for ∀θ, t > 0,:
h i h i
eθEA(t) ≤ E eθA(t) ≤ eθtλpeak ⇒ θEA(t) ≤ ln E eθA(t) ≤ θtλpeak ⇒

θEA(t) 1 h i θtλ
peak
≤ ln E eθA(t) ≤ ⇒ λavg ≤ α(θ, t) ≤ λpeak (7)
θt θt θt

Let process A(t)£ has stationary

¤ (identical) and independent increments (i.i.d ) a(t).
Let ϕa (θ) = E eθa(i) is the moment generation function and λa (θ) = ln ϕa (θ) is the
cumulative generation function of increments. Effective bandwidth has form:
 t  " t #
P
1 θ X 1 Y 1 λa (θ)
α(θ, t) = ln E e i=1  = ln E e θX
= ln ϕa (θ)t = (8)
θt θt θt θ
i=1

Effective bandwidth of arrival process with i.i.d increments doesn’t depend on time
parameter and equals to scale cumulative generation function. Then we assign effective
bandwidth as α(θ). The formula for link dimensioning is
λa (θ)
α(θ) = =c ⇔ P (q > n) ³ e−θn (9)
θ
In the many cases of real dimensions the buffer size n is unknown but allowed delay
for traffic is given. When we assume FCFS service policy and put cθ = λa (θ) we can
redesign dimension formula (9) as follows:
n
d= ⇒ plost = P (q > n) = e−θn = e−θdc = e−dλa (θ)
c
We replaced asymptotic decay ”³” by equality ”=”. It means we will obtain upper esti-
mation of queueing tail distribution. Cumulative generation function is strictly convex.
Journal of Information, Control and Management Systems, Vol. 1, (2010), No. 1 75

This guaranties existence of inverse function λ−1 (.). We obtain dependence between
space parameter θ and QoS parameters: µ ¶
−1 ln plost
θ0 = λ (10)
−d

Now we can design link capacity using θ0 : c = λ(θ0 )/θ0 and we can guarante upper
estimate for values of maximum delay and packet loss probability.

3 DIMENSIONING CAPACITY FOR IPTV TRAFFIC

We use previous theory to dimension capacity for IPTV traffic which is representated by
6 channels of Magio which was acquired in T-COM laboratory [5]. This is overall packet
flow from Magio source. We consider two cases: time slot is equal 2ms and 8ms and we
compute average rate and peak rate.

time slot t = 2ms, λavg = 2.4029 p/2ms λpeak = 11 p/2ms

time slot t = 8ms λavg = 9.6121 p/8ms, λpeak = 23 p/8ms

Now we have to design stochastic model for recognition of arrival process. The first
choice is the basic model for IP traffic, Bernoulli process. This is process with i.i.d.
increments with binomial distribution:
µ ¶
n k
a(i) ∼ Bi(n, p); P (a(i) = k) = p (1 − p)n−k , k = 0, 1, . . . , n
k

The parameter p is the probability of arrival of one packet, and parameter n means the
maximal number of packets arrived in time slot. Holds:

λavg
λavg = np, λpeak = p ⇒ p= (11)
λpeak

We compute the relative frequencies for two minutes length measurement and compare
to binomial distribution Bi(11, 0.2184) and Bi(23, 0.4179):
76 Link dimension with respect to QoS

0.35 0.18

Empirical distribution of IPTV traffic [2ms]

0.16 λavg = 9.62 p/8ms Empirical distribution
0.3 of IPTV traffic [8ms]
λavg = 2.40 p/2ms 0.14

0.25
0.12
relative frequencies
0.2 relative frequencies 0.1
binomial distribution
binomial distribution 0.08
0.15

0.06
0.1

0.04

0.05 λpeak = 11 p/2ms λpeak = 23 p/8ms

0.02

0 0
0 2 4 6 8 10 12 0 5 10 15 20 25

Figure 2 Approximation of relative frequencies by binomial distribution

Without using some statistical testing we can see that approximation of IPTV traffic by
Bernoulli process is excellent. We compute the effective bandwidth:
µ ¶
n h i
n
λa (θ) 1 X θk n k
α(θ) = = ln e p (1 − p)n−k = ln 1 − p + peθ (12)
θ θ k θ
k=0

We compare empirical effective bandwidth of measured process and theoretical ban-

dwidth of Bernoulli process and we use approximation with time slot equal to 2 ms.
3.8 10

α(θ) Effective Bandwidth of IPTV [2ms] α(θ) Effective Bandwidth of IPTV [2ms]
3.6 9

3.4 8 empirical EB

3.2 empirical EB 7

3 6

EB of Bernoulli process
2.8 5

2.6 EB of Bernoulli process 4

2.4 3

θ θ0 = 1
θ
2.2 2
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0 1 2 3 4 5 6 7 8 9 10

Figure 3 Comparation between EB of IPTV and Bernoulli process [2ms]

We can compute parameter θ for given delay a and packet loss using formula (10):
· µ ln plost ¶ ¸
−dλpeak
θ0 = ln λpeak e − 1 + λavg − ln λavg (13)
Journal of Information, Control and Management Systems, Vol. 1, (2010), No. 1 77

Using equations (9) we derive the explicit formula for link with Bernoulliho arrival:
λpeak ln plost
c = F (d, plost ) = · · µ ln plost ¶ ¸¸ (14)
−dλpeak
d ln λavg − ln λpeak e − 1 + λavg

2200 2200

Capacity of link using Bernoulli process and d = 0.0012 s

Capacity of link using Bernoulli process and plost = 0.0005
2000 2000

capacity [p/s]
capacity [p/s]
1800 1800

1600 1600

1400 1400

λavg = 1202.5 p/s

1200 1200

λ = 1202.5 p/s
avg plost
d = 0.001 s delay [s] plost = 0.0001
1000 1000
0 0.005 0.01 0.015 0.02 0.025 0.03 0.035 0.04 0.045 0.05 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 0.1

Figure 4 Capacity of link with respect to QoS using Bernoulli process

For example for suggested values d = 0.0012s and plost = 0.0005 capacity of link is
c = 2105.5 p/s, which is bigger than λavg 75% more.

The second basic model for IP traffic is Poisson process. This is process with i.i.d.
increments with Poisson distribution:
λk −λ
a(i) ∼ P o(λ); P (a(i) = k) = e , k = 0, 1, 2, . . . λavg = λ
k!
We compute effective bandwidth for Poisson process:
1 X θk λk −λ 1 ³ λeθ −λ ´
∞
λa (θ) eθ − 1
α(θ) = = ln e e = ln e e =λ (15)
θ θ k! θ θ
k=0

We can compute parameter θ for given delay a and packet loss using formula (10):
θ0 = ln [dλ − ln plost ] − ln [dλ] (16)
Using the equation (9) we derive the explicit formula for link with Poisson input:
ln plost
c = F (d, plost ) = (17)
d [ln(dλ) − ln [dλ − ln plost ]]
78 Link dimension with respect to QoS

We show comparison of approximation of empirical distribution by Bernoulli and Poisson

process for cases 2ms and 8ms:
0.35 0.18

Empirical distribution of IPTV traffic [2ms]

0.16 λavg = 9.62 p/8ms Empirical distribution
0.3
of IPTV traffic [8ms]
λavg = 2.40 p/2ms 0.14

0.25
0.12
relative frequencies
0.2 relative frequencies 0.1
binomial distribution
binomial distribution 0.08
0.15
Poisson distribution
Poisson distribution 0.06
0.1

0.04

0.05
λpeak = 11 p/2ms λpeak = 23 p/8ms
0.02

0 0
0 2 4 6 8 10 12 0 5 10 15 20 25

Figure 5 Approximation of relative frequencies by binomial and Poisson distribution

Bernoulli model is more precise than Poisson model. Naturally, for estimation of binomial
distribution we use two parameters λavg and λpeak , however for Poisson distribution we
use only one parameter, λavg , because its increments are not above bounded.
In our modeling of IPTV traffic we gain interested result. We have computed empirical
distribution using 24 ms and 64 ms time slots. We see on the picture, that Poisson
approximation is better than Bernoulli model in these situations:
0.12 0.1

Empirical distribution Bernoulli process 0.09

Empirical distribution
of IPTV traffic [24ms] Bernoulli process
0.1 Bi(47, 0.6139) of IPTV traffic [64ms] Bi(102, 0.7541)
0.08

0.07
0.08

0.06

0.06 0.05

Poisson process
0.04 relative
Po(28.8548) relative
0.04
frequencies
frequencies 0.03
Poisson process
Po(76.9219)
0.02
0.02

0.01

0 0
0 5 10 15 20 25 30 35 40 45 50 0 20 40 60 80 100 120

Figure 6 Approximation of relative frequencies by binomial and Poisson distribution

We compare link dimensioning by Bernoulli process and Poisson process and we use
Journal of Information, Control and Management Systems, Vol. 1, (2010), No. 1 79

explicit formula for capacity of link (17):

4000 3500

Comparison of link dimensioning Comparison of link dimensioning

using Bernoulli and Poisson process [plost = 0.0005] using Bernoulli and Poisson process [d = 0.0012]
3500
3000
capacity [p/s] capacity [p/s]

3000

2500
Poisson process

2500

Poisson process
2000 Bernoulli process
2000

Bernoulli process 1500

p = 0.0001 s
1500 lost
λavg = 1202.5 p/s
d = 0.001 s delay [s] plost
1000 1000
0 0.005 0.01 0.015 0.02 0.025 0.03 0.035 0.04 0.045 0.05 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 0.1

Figure 7 Capacity of link with respect to QoS using Bernoulli process

For example for suggest values d = 0.0012s and plost = 0.0005 capacity of link is
c = 3451 p/s, which is bigger than λavg 187% more, but for Bernoulli proces it was
only 75% more. The Poisson process offers a bigger value of capacity than Bernoulli
process. For strict QoS is this difference big, but with increasing values of delay and
packet loss the difference decayes. Despite the fact the results using Poisson process are
worse than using Bernoulli process. On the other side Poisson process is preferred for
using in Queueing Theory for its simple models of queueing, multiplexing and statistical
routing, see [3]. Choosing the model depends on situation.

Notice: Using effective bandwidth for link dimensioning we work only with upper esti-
mates of delay and probability loss. If we use capacity values got by effective bandwidth
at given QoS parameters, real values for delay and packet loss probability would be
smaller, so we would gain better quality of service.

4 CONCLUSION
We tried to show some methods of dimensioning link capacity with respect to QoS
parameters using deterministic and stochastic description for IP traffic. Using of effective
bandwidth offers fast and effective way to reach some interesting results. We derived
explicit formula for capacity of link with respect to QoS in generally, and especially for
Bernoulli and Poisson processes. We also showed two models for IPTV traffic and for
specific cases we calculated caoacity of link. We assume, that particular On/Off sources
could be more precise model, but their effective bandwidth is more complicated and this
can be objective of the next research.
80 Link dimension with respect to QoS

REFERENCES
[1] Cheng Shang Chang, Performance Guarantees in Communication Networks, Sprin-
ger Verlag, 2000
[2] F. P. Kelly, Notes on Effective Bandwidth,” Stochastic Networks: Theory and App-
lication, pages 141-168, Oxford University Press, 1996
[3] E.Gelenbere, G.Pujolle: Intorduction to Queueing Networks, John Wiley & Sons
Ltd., Paris, 1987
[4] J. Smieško: Using Large deviation Principals for Optimization, Journal of Infor-
mation, Control and Management Systems, Faculty of Management Science and
Informatics,University of |ilina,vol.1,no.2, 2003
[5] T-COM: Project: Modeling of IP traffic, Research report, 2007-2008