<?xml version="1.0" encoding="UTF-8"?><!DOCTYPE article  PUBLIC "-//NLM//DTD Journal Publishing DTD v3.0 20080202//EN" "http://dtd.nlm.nih.gov/publishing/3.0/journalpublishing3.dtd"><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" dtd-version="3.0" xml:lang="en" article-type="research article"><front><journal-meta><journal-id journal-id-type="publisher-id">AM</journal-id><journal-title-group><journal-title>Applied Mathematics</journal-title></journal-title-group><issn pub-type="epub">2152-7385</issn><publisher><publisher-name>Scientific Research Publishing</publisher-name></publisher></journal-meta><article-meta><article-id pub-id-type="doi">10.4236/am.2014.53050</article-id><article-id pub-id-type="publisher-id">AM-42805</article-id><article-categories><subj-group subj-group-type="heading"><subject>Articles</subject></subj-group><subj-group subj-group-type="Discipline-v2"><subject>Physics&amp;Mathematics</subject></subj-group></article-categories><title-group><article-title>
 
 
  Study of Delay and Loss Behavior of Internet Switch-Markovian Modelling Using Circulant Markov Modulated Poisson Process (CMMPP)
 
</article-title></title-group><contrib-group><contrib contrib-type="author" xlink:type="simple"><name name-style="western"><surname>anadheer</surname><given-names>Donthi</given-names></name><xref ref-type="aff" rid="aff1"><sup>1</sup></xref><xref ref-type="corresp" rid="cor1"><sup>*</sup></xref></contrib><contrib contrib-type="author" xlink:type="simple"><name name-style="western"><surname>Ramesh</surname><given-names>Renikunta</given-names></name><xref ref-type="aff" rid="aff2"><sup>2</sup></xref><xref ref-type="corresp" rid="cor1"><sup>*</sup></xref></contrib><contrib contrib-type="author" xlink:type="simple"><name name-style="western"><surname>Rajaiah</surname><given-names>Dasari</given-names></name><xref ref-type="aff" rid="aff3"><sup>3</sup></xref><xref ref-type="corresp" rid="cor1"><sup>*</sup></xref></contrib><contrib contrib-type="author" xlink:type="simple"><name name-style="western"><surname>Malla</surname><given-names>Reddy Perati</given-names></name><xref ref-type="aff" rid="aff3"><sup>3</sup></xref><xref ref-type="corresp" rid="cor1"><sup>*</sup></xref></contrib></contrib-group><aff id="aff1"><addr-line>Department of Mathematics, Medak College of Engineering and Technolgy, Medak, India</addr-line></aff><aff id="aff2"><addr-line>Department of Mathematics, Kakatiya Institute of Technology and Science, Warangal, India</addr-line></aff><aff id="aff3"><addr-line>Department of Mathematics, Kakatiya University, Warangal, India</addr-line></aff><author-notes><corresp id="cor1">* E-mail:<email>ranadheer.phdku@gmail.com(AD)</email>;<email>rameshrenikuntla@gmail.com(RR)</email>;<email>dsreddy.hari@gmail.com(RD)</email>;<email>mperati@yahoo.com(MRP)</email>;</corresp></author-notes><pub-date pub-type="epub"><day>07</day><month>02</month><year>2014</year></pub-date><volume>05</volume><issue>03</issue><fpage>512</fpage><lpage>519</lpage><permissions><copyright-statement>&#169; Copyright  2014 by authors and Scientific Research Publishing Inc. </copyright-statement><copyright-year>2014</copyright-year><license><license-p>This work is licensed under the Creative Commons Attribution International License (CC BY). http://creativecommons.org/licenses/by/4.0/</license-p></license></permissions><abstract><p>
 
 
   Most of the classical self-similar traffic models are asymptotic in nature. Therefore, it is crucial for an appropriate buffer design of a switch and queuing based performance evaluation. In this paper, we investigate delay and loss behavior of the switch under self-similar fixed length packet traffic by modeling it as CMMPP/D/1 and CMMPP/D/1/K, respectively, where Circulant Markov Modulated Poisson Process (CMMPP) is fitted by equating the variance of CMMPP and that of self-similar traffic. CMMPP model is already the validated one to emulate the self-similar characteristics. We compare the analytical results with the simulation ones. 
 
</p></abstract><kwd-group><kwd>CMMPP; Self-Similar Traffic; Mean Waiting Time; Packet Loss Probability; Traffic Intensity; Hurst Parameter; Time-Scale</kwd></kwd-group></article-meta></front><body><sec id="s1"><title>1. Introduction</title><p>An effective traffic model has, at least, to reproduce the first and second order statistics of the original traffic trace. The second order statistics play an important role in traffic modeling, because traffic correlation is an important factor in packet losses due to buffer and bandwidth limitations. However, the first two order statistics may not be sufficient to characterize real data traces that are known to be bursty and spiky in nature. It has been shown through experimental evidence that network traffic may exhibit properties of self-similarity and/or long range dependence (LRD) [1-3]. Self-similar traffic shows identical statistics’ characteristics over a wide range of time scales, which have significant impact on network performance. Therefore, it is important to make frequent measurement of packet flows and to decide them through appropriate traffic models. Characterizing the statistical behavior of traffic is crucial for proper buffer design of switch in the network traffic to provide the quality of service (QoS). Various stochastic models have been proposed to emulate the statistical nature of self-similar network traffic over certain range of time scales. Traffic models such as Fractional Brownian Motion (FBM), Fractional Auto Regressive Integrated Moving Average (FARIMA) and Chaotic maps are proposed to characterize the self-similarity. These models describe the self-similar behavior in a relatively simple manner. Although these processes have less number of parameters, they are less effective in the context of queuing based performance evaluation. Traditional traffic models, such as Markovian models, can still be used to model traffic exhibiting LRD. In [4-7], Markovian arrival process (MAP) is employed to model the self-similar behavior over the desired time scales. These fitting models equate the second order statistics of self-similar traffic and superposition of several 2-state Interrupted Poisson Processes (IPPs). The said models hold well for voice traffic as IPP consists of two states talkspurt and silence. On the other hand, the Circulant Markov Modulated Poisson Process (CMMPP) is a Poisson process, the rate of which is changed according to circulant Markov chain [<xref ref-type="bibr" rid="scirp.42805-ref8">8</xref>]. The Circulant Markov Modulated Poisson Process is characterized by circulant stochastic transition matrix Q and non-negative vector λ. In the case of two states Circulant Markov Modulated Poisson Process (2-CMMPP) which is Switched Poisson process (2-state MMPP), two states are active unlike IPP and it is good model for arrival process in Internet traffic. The MMPP and CMMPP both are model classes which can be incorporated in queuing analysis. The CMMPP has several advantages over MMPP in terms of computational complexity [9,10]. The steady state probability distributions of this process are the normalized null vector of its generator matrix.</p><p>In addition to traditional data services, multimedia and real-time applications are becoming indispensable services offered by the best-effort Internet. The future Internet is expected to offer a certain QoS guarantee to some important applications, which are the best effort today. As is well understood, packets may suffer some delay and loss at the network nodes during their traversal across a packet-switched network. Therefore, packet loss and end-to-end delay are two crucial performance metrics for Internet QoS. In the present paper, we investigate delay and loss behavior of the resultant CMMPP/D/1/K queueing system and compare with that of simulation results.</p><p>The paper is organized as follows. In Section 2, we first overview the fundamentals of self-similar process and Circulant Markov modulated Poisson process. In Section 3, the generalized fitting procedure is given. In Section 4, Queuing systems and numerical results are presented. Finally, some conclusions are made in Section 5.</p></sec><sec id="s2"><title>2. Self-Similar Process and Circulant Markov Modulated Poisson Process (CMMPP)</title><p>In this section, we first overview the definition of the exact second order self-similar process and summarize some characteristics of CMMPP and then, we make some remarks.</p><sec id="s2_1"><title>2.1. Self-Similar Process</title><p>The definition of exact second-order self-similar processes is given as follows. If we consider <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\249b8b62-3093-4a50-9675-130e23c0935e.png" xlink:type="simple"/></inline-formula> as a second -order stationary process with variance<inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\abc95480-9019-4794-b262-ed3eabed6306.png" xlink:type="simple"/></inline-formula>, and divide time axis into disjoint intervals of unit length, we could define <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\208953cd-6f98-478c-afa9-d6f47a38c867.png" xlink:type="simple"/></inline-formula> to be the number of points (packet arrivals) in the <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\0e7599fe-4777-49be-b2c0-be041defde25.png" xlink:type="simple"/></inline-formula> interval. A new sequence</p><p><inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\c5f5d150-cfc8-4fd4-9398-ebd1c862f6f2.png" xlink:type="simple"/></inline-formula>where <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\499423d0-f49a-4414-a53c-63a6beb50646.png" xlink:type="simple"/></inline-formula> , is the average of the original sequence in m nonoverlapping blocks. Then the process <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\73ee1131-de07-46a1-9a1a-e6cf5860c3ce.png" xlink:type="simple"/></inline-formula> is defined as an exact second order self-similar process with the Hurst parameter, <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\6664d038-6aa7-4f71-847a-592f076cb897.png" xlink:type="simple"/></inline-formula>, if</p><disp-formula id="scirp.42805-formula45517"><label>(1)</label><graphic position="anchor" xlink:href="htmlimages\18-7401872x\79600380-48f9-431c-adbd-c5e4f533c82d.png"  xlink:type="simple"/></disp-formula></sec><sec id="s2_2"><title>2.2. Circulant Markov Modulated Poisson Process (CMMPP)</title><p>CMMPP is a doubly stochastic process in which arrival rate is given by <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\2577874f-6867-4167-b795-5793dd9984f6.png" xlink:type="simple"/></inline-formula> where <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\229a1f8c-039f-4d65-91c8-dd03148e0d87.png" xlink:type="simple"/></inline-formula> is an <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\57fe431a-7e37-4ecf-a285-202fc41eeb20.png" xlink:type="simple"/></inline-formula>-state Markov process. The arrival rate can therefore take on only <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\894d2586-bc73-41e5-b81c-abe094fc8b0b.png" xlink:type="simple"/></inline-formula> values, namely<inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\b47273a9-525e-4e27-be92-0944785d47af.png" xlink:type="simple"/></inline-formula>. It is equal to <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\ba64584f-c838-4251-b53a-508178eb9fa1.png" xlink:type="simple"/></inline-formula> whenever the Markov process is in the state <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\07ded12c-5396-4bc6-8646-27e90720644a.png" xlink:type="simple"/></inline-formula> The CMMPP is fully parameterized by the infinitesimal generator <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\19db055a-5d6b-468d-8a0c-152a80c9b2dd.png" xlink:type="simple"/></inline-formula> (Circulant Markovian) of the Markov process and the vector <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\f1d7fa71-17aa-4071-a78f-fae41bb36e62.png" xlink:type="simple"/></inline-formula> of the arrival rates. Let <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\ca622dda-da11-4454-ba16-48113f3100ac.png" xlink:type="simple"/></inline-formula> be the diagonal matrix with <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\331dd04b-761d-4988-bdcf-67ea09696f27.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\3b2b39f0-00cb-4030-9b31-303b507af83b.png" xlink:type="simple"/></inline-formula> In the case of two state CMMPP, <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\3df01b6f-395c-4a44-902b-96543f6c124a.png" xlink:type="simple"/></inline-formula>and <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\3f377374-db25-480b-999f-409f331d79de.png" xlink:type="simple"/></inline-formula> are given as follows:</p><disp-formula id="scirp.42805-formula45518"><label>(2)</label><graphic position="anchor" xlink:href="htmlimages\18-7401872x\072a46e7-8539-42af-82ca-f6f8f0db7e95.png"  xlink:type="simple"/></disp-formula><p>The mean and variance of <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\c8514f8f-eb3e-4d67-8210-972683e92dfa.png" xlink:type="simple"/></inline-formula> can be deduced from that of MMPP [<xref ref-type="bibr" rid="scirp.42805-ref7">7</xref>]. The mean arrival rate <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\5ea6f338-8fba-4f1f-8fae-540106c4a720.png" xlink:type="simple"/></inline-formula> of CMMPP is given by<inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\886de5fe-1691-4597-ab69-2a7f59e5f4ca.png" xlink:type="simple"/></inline-formula>, where <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\f78fe929-1e9b-4373-a329-dc055f1fe4fc.png" xlink:type="simple"/></inline-formula> is the stationary probability vector of Q, i.e. <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\54f0259d-588f-44a2-a09b-c7c58d97f519.png" xlink:type="simple"/></inline-formula>and <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\9fdc7a06-aa76-4cc2-91d4-0be898cda9bf.png" xlink:type="simple"/></inline-formula> is an all 1 column vector with designated dimension. If we let<inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\c2571b56-c6d6-4fdd-8b26-fc4a1265e733.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\ab3b08e9-199d-43c4-a29e-5415d02eb93b.png" xlink:type="simple"/></inline-formula>, be the number of arrivals in (0, t]The mean,</p><disp-formula id="scirp.42805-formula45519"><label>(3)</label><graphic position="anchor" xlink:href="htmlimages\18-7401872x\930a6c61-d138-415b-9432-27b942bb8bad.png"  xlink:type="simple"/></disp-formula><p>The variance of <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\898b80c4-f79e-4620-a6b8-0d634ee9e42f.png" xlink:type="simple"/></inline-formula> is given as follows</p><disp-formula id="scirp.42805-formula45520"><label>(4)</label><graphic position="anchor" xlink:href="htmlimages\18-7401872x\8ef82f4a-c498-44f5-b273-97ee397663d6.png"  xlink:type="simple"/></disp-formula><p>Since the index of dispersion for counts (IDC) is defined as</p><p><img src="htmlimages\18-7401872x\feef0c5f-70c0-476f-a904-1abeb654f885.png" /></p><p>From (3) and (4), we can obtain</p><disp-formula id="scirp.42805-formula45521"><label>(5)</label><graphic position="anchor" xlink:href="htmlimages\18-7401872x\3f868108-5b00-4593-b6c9-e96e7f09bf6d.png"  xlink:type="simple"/></disp-formula><p>We then could obtain the following remarks:</p><p>1) <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\0f37d24b-0094-40dd-8f61-89037de378b0.png" xlink:type="simple"/></inline-formula>as <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\fa0cef41-c457-472d-a742-0cb5b44fccd4.png" xlink:type="simple"/></inline-formula> , that is, CMMPP tends to a Poisson process.</p><p>2) <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\7bd0608f-6f92-49f6-b08c-4295b093c7f8.png" xlink:type="simple"/></inline-formula>a constant , as <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\d977c0fa-248b-46a2-b611-737872df33c0.png" xlink:type="simple"/></inline-formula></p><p>3) <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\e977df60-670d-4747-9b26-20a298a2b2e8.png" xlink:type="simple"/></inline-formula>is monotonic increasing over a finite time interval and is bounded.</p><p>4) Steady state distribution of 2-state CMMPP is <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\a2ec3a77-53c5-49b6-9c5b-c74799550c17.png" xlink:type="simple"/></inline-formula> and is independent of transition rates.</p><p>The first and second order statistics of N<sub>t</sub> in the case of MMPP and CMMPP are listed in the following table.</p></sec></sec><sec id="s3"><title>3. Generalized Variance Based Fitting Procedure</title><p>Generalized variance-based fitting method is a procedure to find out the traffic model parameters, that match the variance of self-similar and that of model traffic [4-6,11]. The fitted model emulating self-similar traffic consists of a superposition of <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\5280ef89-ebc6-491a-abc1-fc8f0e42612d.png" xlink:type="simple"/></inline-formula> 2-CMMPPs and one Poisson process. We describe the ith 2-CMMPP as follows.</p><disp-formula id="scirp.42805-formula45522"><label>(6)</label><graphic position="anchor" xlink:href="htmlimages\18-7401872x\6c2be7f9-20d2-4e6a-8c38-4ff13913748b.png"  xlink:type="simple"/></disp-formula><p>Superposition of above <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\a3dfabb0-091e-45fb-8d6e-f9d7b59677ab.png" xlink:type="simple"/></inline-formula> and a Poisson process is a transition rate matrix and is determined by</p><disp-formula id="scirp.42805-formula45523"><label>(7)</label><graphic position="anchor" xlink:href="htmlimages\18-7401872x\2a24db5b-abd4-4826-91f7-376978b207a9.png"  xlink:type="simple"/></disp-formula><p>In (7), <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\46c16fb0-82af-4878-9b79-a8896dbd126f.png" xlink:type="simple"/></inline-formula>means the Kroneker’s sum and <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\5938fff2-301b-4027-8ef2-ba67300d145e.png" xlink:type="simple"/></inline-formula> is the arrival rate of the Poisson process. The whole arrival rate, <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\450db3be-90fa-4c3f-ae48-435c725d4e9a.png" xlink:type="simple"/></inline-formula>, is then given by</p><disp-formula id="scirp.42805-formula45524"><label>(8)</label><graphic position="anchor" xlink:href="htmlimages\18-7401872x\d8db144a-32c4-49af-b111-ab8cfb3eadf2.png"  xlink:type="simple"/></disp-formula><p>Let <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\7ca145ca-d6f7-4634-8e8c-cd2c1cdbddf4.png" xlink:type="simple"/></inline-formula> be the number of arrival packets from the ith CMMPP and Poisson process, respectively, during the tth time slot, and let <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\f9261571-1d18-4720-86b4-e3ab45e2663e.png" xlink:type="simple"/></inline-formula> and <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\681f016a-b82e-49a1-b880-5d942471e44b.png" xlink:type="simple"/></inline-formula> be the number of arrival from the averaged processes of ith CMMPP and Poisson process, respectively.</p><p>Put</p><disp-formula id="scirp.42805-formula45525"><label>(9)</label><graphic position="anchor" xlink:href="htmlimages\18-7401872x\6396a047-3b25-4b20-860a-c8b2d7cfad82.png"  xlink:type="simple"/></disp-formula><p>Using (4), we obtain the variance of the ith CMMPP as</p><disp-formula id="scirp.42805-formula45526"><label>(10)</label><graphic position="anchor" xlink:href="htmlimages\18-7401872x\cb25d0cd-bace-43c2-91f0-bb65b5a0358c.png"  xlink:type="simple"/></disp-formula><p>Also</p><disp-formula id="scirp.42805-formula45527"><label>. (11)</label><graphic position="anchor" xlink:href="htmlimages\18-7401872x\f5d5696d-f6c5-419e-ad1a-5dc071e78ecc.png"  xlink:type="simple"/></disp-formula><p>From (9)-(11) and using the fact that superposition of independent sub-processes preserves the variance, we obtain</p><disp-formula id="scirp.42805-formula45528"><label>(12)</label><graphic position="anchor" xlink:href="htmlimages\18-7401872x\7e1e9ed2-16a7-4dc8-b844-cb97c978f92e.png"  xlink:type="simple"/></disp-formula><p>where</p><disp-formula id="scirp.42805-formula45529"><label>(13)</label><graphic position="anchor" xlink:href="htmlimages\18-7401872x\f72ea7ae-4286-42bb-9c00-d384793c9848.png"  xlink:type="simple"/></disp-formula><p>Using (1) and (12), we can match the variance at <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\e78c1d77-4bc3-495a-afb1-4fdfcc4e6741.png" xlink:type="simple"/></inline-formula> different points m<sub>i</sub>, <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\d5f4981d-50e8-4285-b1c3-fbf2a0840644.png" xlink:type="simple"/></inline-formula>Let <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\76ed2b0c-359f-43fc-9003-65ff22194f95.png" xlink:type="simple"/></inline-formula> <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\ce219e04-6339-4917-8cae-6ebcd85dd1c8.png" xlink:type="simple"/></inline-formula> be the time interval over which we want the process to express self-similarity of the original process, then <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\0a083ede-900e-43e0-a302-7d9fdfc531b9.png" xlink:type="simple"/></inline-formula> is given by</p><disp-formula id="scirp.42805-formula45530"><label>(14)</label><graphic position="anchor" xlink:href="htmlimages\18-7401872x\5771601d-4730-4439-8356-071f9cb24d18.png"  xlink:type="simple"/></disp-formula><p>where</p><disp-formula id="scirp.42805-formula45531"><label>(15)</label><graphic position="anchor" xlink:href="htmlimages\18-7401872x\916824ab-1574-4ce9-aa02-a44a34ef7b07.png"  xlink:type="simple"/></disp-formula><p>Now, we assume the following relations between <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\51bd1453-6d45-4810-96f7-7f563416f1f9.png" xlink:type="simple"/></inline-formula> and <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\0a59a838-74fc-4881-ba4f-6eb9f15243e1.png" xlink:type="simple"/></inline-formula></p><p><img src="htmlimages\18-7401872x\c375a8d2-40fb-43d0-9293-be1ecf0c25dc.png" /></p><p>That is, <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\84d1d25b-8d8c-4cdd-967d-59569bf20fbf.png" xlink:type="simple"/></inline-formula>can be determined using</p><disp-formula id="scirp.42805-formula45532"><label>(16)</label><graphic position="anchor" xlink:href="htmlimages\18-7401872x\632adbc0-2442-4247-8ab7-07223907b042.png"  xlink:type="simple"/></disp-formula><p>There are due to the fact that a Self-similar process takes the same in any time scale. Because of this assumption, we can reduce the number of parameters to be determined. That is, if we determine<inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\8989fec3-ffd1-431c-bc99-9bfbf0b5c9a0.png" xlink:type="simple"/></inline-formula>, we can obtain the values of <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\665af677-e399-4761-a419-26b72f69ecaf.png" xlink:type="simple"/></inline-formula> by using (16). Furthermore, we can obtain <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\18d013cf-aec6-4d61-b1a3-6d843cd44c6d.png" xlink:type="simple"/></inline-formula> from (8) if we determine<inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\a1ef4daf-6467-4988-bd05-77d498e42650.png" xlink:type="simple"/></inline-formula>. The parameters we need to find are only<inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\faf5e1f6-a4ae-488d-bdfa-8a3786c9873a.png" xlink:type="simple"/></inline-formula>.</p></sec><sec id="s4"><title>4. Queuing Systems and Numerical Results</title><p>In this section, synchronous input traffic of fixed length h (in time units) is modeled as CMMPP/D/1queuing system. In CMMPP/D/1 system, the packets of fixed length arrive according to CMMPP. The performance metrics in this case involve <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\a2941873-7910-4d05-9f43-f650e09e0de4.png" xlink:type="simple"/></inline-formula> irreducible matrix <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\9d620eda-2994-493e-8f16-993fdde499dd.png" xlink:type="simple"/></inline-formula> if CMMPP of <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\cd4516c4-78ab-4591-b776-8afd960c3879.png" xlink:type="simple"/></inline-formula> states [  ]&quot;&gt;&lt; a href=&quot;#r&quot;&gt; a href=&quot;#r&quot;&gt;] &quot;&gt;12], where <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\57f8a482-d1ee-4afb-9528-09b3234a8ae6.png" xlink:type="simple"/></inline-formula> is the probability that a busy period starting with the CMMPP in state <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\f1399c89-5ec6-4d43-a94d-09b8e42444ce.png" xlink:type="simple"/></inline-formula> and ends in state <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\902b238b-fcdd-468b-ae86-827fc2771bdd.png" xlink:type="simple"/></inline-formula> The matrix G is a key ingredient in obtaining mean waiting time. The mean waiting time (MWT) could be computed by the formula [<xref ref-type="bibr" rid="scirp.42805-ref11">11</xref>]  .</p><disp-formula id="scirp.42805-formula45533"><label>(17)</label><graphic position="anchor" xlink:href="htmlimages\18-7401872x\f8bc33bd-4f3b-4bdc-b85a-6342473d49cc.png"  xlink:type="simple"/></disp-formula><p>where <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\8ef3b93c-8e1c-4761-bd1e-1a8d1f639a02.png" xlink:type="simple"/></inline-formula> and <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\812b9d32-5346-4f79-ab0c-a50deaf729b5.png" xlink:type="simple"/></inline-formula> first and second moments of service time distribution, and here second moment <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\63ba1878-6327-42e9-8805-25546f118e2f.png" xlink:type="simple"/></inline-formula> The steady state vector g of G satisfies <inline-formula><inline-graphic xlink:href="tmlimages\18-7401872x\92336f31-8779-4681-9e73-4ad144503f69.png" xlink:type="simple"/></inline-formula> For the packet loss probability, the switch is modelled as finite buffer queueing system CMMPP/D/1/K [6, ]&quot;&gt;]&quot;&gt;12]. Packet loss probability against traffic intensity is computed using the procedure [6,] &quot;&gt;]&quot;&gt;12]. We have fitted CMMPPs for the traffic parameters H = 0.7, H = 0.8, H = 0.9, λ = 1, σ<sup>2</sup> = 0.6 over the time scales [10<sup>2</sup>, 10<sup>6</sup>] [10<sup>2</sup>, 10<sup>7</sup>] [10<sup>2</sup>, 10<sup>8</sup>]. In all the above cases, the number of two state CMMPPs, d, is equal to 4. Numerical calculations are performed using the MATLAB and the results are shown in the Figures 1-6.  <xref ref-type="fig" rid="fig1">Figure 1</xref> depicts the mean waiting time against traffic intensity for the case of H = 0.7 and the different time scales [10<sup>2</sup>, 10<sup>6</sup>], [10<sup>2</sup>, 10<sup>7</sup>] and [10<sup>2</sup>, 10<sup>8</sup>]. In this case, analytical results are validated with that of simulation. From this figure, it is clear that, the mean waiting time increases as the traffic intensity increases. <xref ref-type="fig" rid="fig2">Figure 2</xref> depicts the mean waiting time against the traffic intensity for the case H = 0.8, and the time scales [10<sup>2</sup>, 10<sup>6</sup>], [10<sup>2</sup>, 10<sup>7</sup>], and [10<sup>2</sup>, 10<sup>8</sup>]. From the figure, it is clear that mean waiting time decreases as the time increases. <xref ref-type="fig" rid="fig3">Figure 3</xref> depicts the mean waiting time against the traffic intensities for the case H = 0.7, H = 0.8, H = 0.9, over the time scale [10<sup>2</sup>, 10<sup>8</sup>]. From this we infer that the mean waiting time increases as H increases. <xref ref-type="fig" rid="fig4">Figure 4</xref> depicts the packet loss probability against the traffic intensity for the case of H = 0.8 over the time scales [10<sup>2</sup>, 10<sup>6</sup>], [10<sup>2</sup>, 10<sup>7</sup>], and [10<sup>2</sup>, 10<sup>8</sup>]. From this figure, we conclude that packet loss probability increases as the traffic intensity increases. Figures 5-6 depict the packet loss probability against the traffic intensitiesfor the cases of H =</p><p>0.7, H = 0.8, H = 0.9, over the time scales [10<sup>2</sup>, 10<sup>6</sup>], and [10<sup>2</sup>, 10<sup>7</sup>], respectively. From these figures, we conclude that packet loss probability decreases as the time scale increases, and packet loss probability decreases as the Hurst parameter decreases.</p></sec><sec id="s5"><title>5. Conclusion</title><p>Most of the parsimonious self-similar traffic models proposed earlier are asymptotic in nature, therefore, they are less effective in the context of queuing based performance evaluation. Markovian models emulating selfsimilar traffic are proposed, as they hold well for queueing theory. These models are based on second order statistics. In this paper, we investigated queuing delay and loss behavior over different time scales and for different Hurst parameters. It is found from the numerical results that self-similar can be well represented by the proposed model. Our numerical results reveal that time-scale does have impact on packet loss probability. Packet loss probability increases as H and ρ increase. Based on the analysis presented in this paper, one could select the appropriate time-scale in the generalized variance based fitting method to meet the QoS requirement. This kind of analysis is useful in dimensioning the switch under self-similar input traffic.</p></sec><sec id="s6"><title>REFERENCES</title></sec></body><back><ref-list><title>References</title><ref id="scirp.42805-ref1"><label>1</label><mixed-citation publication-type="other" xlink:type="simple">W. E. Leland, M. S. Taqqu, W. Willinger and W. V. 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