Search arXivSearch

arXiv · 2303.00869

The Power of Two Choices with Load Comparison Errors

Abstract

In this paper, we analyze the effects of erroneous load comparisons on the performance of the Po2 scheme. Specifically, we consider load-dependent and load-independent errors. In the load-dependent error model, an incoming job is sent to the server with the larger queue length among the two sampled servers with probability $\epsilon$ if the difference in the queue lengths of the two sampled servers is less than or equal to a constant $g$; no error is made if the queue-length difference is higher than $g$. For this type of errors, we show that the benefits of the Po2 scheme is retained as long as the system size is sufficiently large and $\lambda$ is sufficiently close to $1$. Furthermore, we show that, unlike the standard Po2 scheme, the performance of the Po2 scheme under this type of errors can be worse than the random scheme if $\epsilon > 1/2$ and $\lambda$ is sufficiently small. In the load-independent error model, the incoming job is sent to the sampled server with the {\em maximum load} with an error probability of $\epsilon$ independent of the loads of the sampled servers. For this model, we show that the performance benefits of the Po2 scheme are retained only if $\epsilon \leq 1/2$; for $\epsilon > 1/2$ we show that the stability region of the system reduces and the system performs poorly in comparison to the {\em random scheme}.

Explore related subjects

Keep this discovery

BibTeXRIS

Sanidhay Bhambay, Arpan Mukhopadhyay, Thirupathaiah Vasantam. 2023-03-01. The Power of Two Choices with Load Comparison Errors. https://arxiv.org/abs/2303.00869

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR