Loss Behavior of an Internet Router with Self-Similar
Input Traffic via Fractal Point Process
Rajaiah Dasari
Department of Mathematics
Kakatiya University
Warangal, India
dsreddy.hari@gmail.com
Abstract— It has been reported that modeling a self-similar
network traffic is of key importance for the traffic engineering.
Self-similarity or long range dependence causes degradation of
Internet router performance. Therefore, it is decisive for an
appropriate buffer design of a router. In this paper, we
investigate loss behaviour of network router with pseudo self-
similar traffic input. We use Fractal point process (FPP) as input
process as it generates self-similar traffic. For queueing analysis,
input process is Markov modulated Poission process (MMPP),
which is fitted for FPP by equating the second-order statistics of
counting function. The reason is, FPP is not suitable for
queueing based performance evaluation. FPP involves another
parameter fractal onset time (FOT) besides Hurst parameter.
Effect of FOT on loss behavior is examined.
Keywords- Network router, self-similar, fractal point process,
Markov modulated Poisson Process, packet loss probability, traffic
intensity.
I. INTRODUCTION
Modern investigations of traffic measurements executed at
high resolution in a large number of real telecommunication
networks have revealed the presence of self-similarity or
fractal nature in high speed networks like LAN, WAN, the
variable bit rate (VBR) video traffic, WWW traffic, and its
impact on the network traffic [1-3]. This type of traffic
exhibits statistical similarity over different time scales and is
highly correlated, hence drawn significant research interest in
modeling the internet traffic. Characterizing the statistical
behavior of traffic is crucial to proper buffer design of router
in the network traffic to provide the quality of service (QoS).
Traffic models such as Fractional Brownian Motion (FBM),
Fractional Auto Regressive Integrated Moving Average
(FARIMA), Chaotic maps are proposed to characterize the
self-similarity. Although, these processes are parsimonious,
but are less effective in the case of queueing based
performance evaluation. In order to enhance the resilience to
burstiness of a router, a number of approaches have proposed
and studied. If the traffic models do not accurately represent
the real traffic, then the network performance may be over
estimated or underestimated [4]. In [5-8], Markovian arrival
process (MAP) is employed to model the self-similar behavior
over the different time scales. These fitting models equate the
second order statistics of self-similar traffic and that of
superposition of several 2-state Markov modulated Poisson
Process (MMPP) over desired time-scales. However, in the
paper [5], covariance function of resultant MMPP is
approximated by suppressing the higher order terms in
978-1-4799-2084-6/13/$31.00 ©2013 IEEE
Malla Reddy Perati
Department of Mathematics
Kakatiya University
Warangal, India
mperati@yahoo.com
Taylor’s expansion. In the paper [6], MMPP emulating the
self-similar traffic is fitted by matching the variance over the
desired time-scales. Resultant MMPP here is superposition of
several Interrupted Poisson Process (IPPs) wherein two
modulating parameters of each IPP are equal. The fitting
method [6, 7] is generalized in the paper [8] by taking distinct
modulating parameters in each IPP. Paulo Salvador et.al [9]
proposed a model to fit discrete time MMPP that matches both
autocovariance and marginal distribution of the counting
process in such a way that model can capture self-similar
behavior up to the time-scales of interest. In the said papers,
the Markov-modulated Poisson process (MMPP) emulating
the self-similar traffic over the different time scale is fitted,
however, the time scale where self-similar nature actually
begins is not considered.
In the papers [11, 12], Fractal point process (FPP) is shown
to be self-similar process. Fractal point process involves
another parameter fractal onset time (FOT) besides Hurst
parameter H. Fractal on set time (FOT) defines the time scale
at which self-similar behavior begins and is denoted by T0
[11]. According to the measurement studies, FOTs of the
network traffic are at the scales in the order of a few hundreds
of milliseconds. However, FPP is not useful in the context of
queueing based performance evaluation.
In general, networks could be divided into two categories
based on their operation modes: slotted synchronous and un-
slotted asynchronous [14]. Initial research on networks
focused on slotted synchronous for switching fixed-size
packets [15]. Recently, the design of nodes that are capable of
switching variable-size packets has been attracting
considerable attention. When the routers are operated under
slotted synchronous mode, packets need to be aligned into a
fixed size and are placed in time slots before entering the
switching matrix. The duration of time slot equals to the size
of single packet consisting of header, payload, and additional
guard bands. The guard bands are used to compensate for
timing uncertainties of packets arriving at router.
Synchronization can be realized by using switched delay lines
(SDLs) to create different delays with limited resolution. In
unslotted networks, time is not divided into slots and packets
can be of variable size. Furthermore, packets do not need to be
aligned at the input interface since routers operate
asynchronously in unslotted networks. Asynchronous nodes
switch each packet on the fly without requiring any alignment
of slot boundaries. Slotted networks exhibit fewer packet
contentions than unslotted networks due to the fact that in
slotted networks packets are of fixed size and are switched
together with their slot boundaries aligned. At the downside,
ICON 2013
synchronous networks require packet alignment and Then the index of dispersion for counts (IDC) is defined as the
synchronization stages, as opposed to asynchronous networks. variance of N (T ) in a specified window of width T divided
Hence, implementation of synchronous nodes with high data
by mean of N (t ) [13], that is,
rates is more costly. Furthermore, in unslotted networks,
packet segmentation and reassembly are not necessary at the
ingress and egress network nodes. Therefore, asynchronous Var ( N ( T ))
IDC ( T ) =
routers are more suitable to carry variable-size IP packets, E ( N ( T ))
whereas synchronous routers appear to be a viable choice for
supporting natively fixed-size packets. On the other hand, α
asynchronous networks could let the packets enter without T 
= 1 +   , … (1)
alignment. Since IP packets are, in general, variable in length,  T0 
router is required to possess the ability to switch the variable
length packets. Hence the concern about asynchronous where α = 2 H − 1 , and 0 < α < 1 , 1 < H < 1 in the case of
variable length packet traffic is increasing. Therefore, 2
performance analysis of router by means of queueing system self-similar process. The autocorrelation function is given by
wherein service time is deterministic may not be appropriate. [13]
In the papers [16, 17], routers with the variable length packet
traffic are modeled as MMPP / M / 1 / K system wherein
1 + ( T T0 ) α k =0
service time is exponential. That is, packet length is assumed
… (2)
COV : C ( k , T ) = λ T . α 1
to follow exponential distribution to make the performance
( T T0 ) ∇ 2 ( k α +1 ) k >0
analysis of router handling self-similar traffic with variable  2
length packets. In the present paper, we investigate the loss where ∇ 2 (.) is the second central difference operator.
behavior of router that is modeled as MMPP / M / 1 / K The auto covariance function (ACF) denoted by r ( k ; T ) is
queueing system. Here, the input process MMPP is fitted for given by
FPP that can be used as a pseudo self-similar traffic.
C (k ;T )
The rest of the paper is organized as follows. In section II, r (k ;T ) =
C (0; T )
we first overview the fundamentals of Fractal point process. In
section III, we outline the fitting procedure of MMPP.
Analytical results of MMPP / M / 1 / K are given in section IV. Tα 1 2 α +1
α
= ∇ (k ) ( k > 0 ) . ... (3)
In section V, we demonstrate the accuracy of proposed model T α + T0 2
by means of numerical results. Finally, some conclusions are Recall that X n represents the number of packets during the
made in section VI.
nth time interval of size T and
1 m
X n =  X ( n−1) m +i , n = 1, 2,3,... , is the average of the
(m)

II. FRACTAL POINT PROCESS m i =1

original sequence in m non-overlapping blocks, then the
Self-similar processes based on fractal point processes
covariance C ( m ) ( k ; T ) , ACF r ( m ) ( k ; T ) , and variance
(FPPs) lead to natural models of network traffic that possess
(m )
attractive properties[12,13]. FPPs present a variety of suitable Var ( X ) of aggregated processes are, respectively, given
asymptotic self-similar processes of the second order. by [13]
Therefore, FPPs are well suited for modelling self-similar C (m )
(k ;T ) = m −2
C ( k ; mT ) , … (4)
traffic. The second order statistics IDC and ACF of FPP are
relatively straightforward to fit the parameters of a model
( mT )α 1 2 α +1 … (5)
emulating self-similar traffic and gives much information [5]. r ( m) (k ;T ) = α α ∇ (k ) ( k > 0 ),
The parameter T0 defines the lower limit for indication of ( mT ) + T0 2
scale behaviour in IDC and ACF. For this reason, the
parameter T0 is often referred to as the fractal onset time. As a Var ( X ( m ) ) = λ T [ m −1 + ( T T0 )α m − (1−α ) ]. … (6)
result, these statistics are exploited by several authors. In this
III. FITTING PROCEDURE
section, first we overview the fundamental concepts of the
fractal point processes in terms of second order statistics. In this section, we outline the modelling of FPP which
generates the self-similar traffic using Markovian approach.
The process N (t ) describes the number of packet arrivals This procedure is based on second order statistic variance while
taking T0 into consideration. This model is similar to that of the
between the time interval (0, t ] . Define X n as the number of
paper [8] involving superposition of‘ d two state interrupted
th
packets that have arrived during the n time interval of size Poisson process (IPP) and Poisson process. IPP is a particular
T sec, i.e., Xn ≡ N(nT) − N((n −1)T) then c(n, T ) = cov(X n , X n+k ) , th
case of MMPP. We can describe i IPP as follows:
is defined as the covariance between the number of arrivals in
two counting windows of counting time T and separation kT .
 − c c1i   λi 0 the probability that given departure at time 0, which left at
Qi =  1i , Λi = 0 , 1≤ i ≤ d … (7) least one packet in the system and the process is in state i ,
 c 2i c2i   0  the next departure occurs when the arrival process in j , and
Superposition of above d IPPs and a Poisson process is again during that service time there were k arrivals. Then
an MMPP, and is given by Dk satisfies the following equation:

Q = Q1 ⊕ Q 2 ⊕ ...... ⊕ Q d ,
∞ ∞

Λ = Λ 1 ⊕ Λ 2 ⊕ ....... ⊕ Λ d ⊕ λ p , … (8) D
k =0
kz
k
= μ  e [ Q − Λ + Λ z ] x e − μ x dx … (13)
0

where ⊕ denotes the Kronecker sum, and λ p is the arrival

rate of the Poisson process to be superposed. Then the whole ∞
(μ I − (Q − Λ + Λ z ))
−1
i .e .  D k z k = μ
arrival rate λ is given by k=0
... (14)
k
∞ ∞
Q − Λ + Λz 
i .e .  D k z k = μ 2
   ,
d k=0 k=0  μ 
c2i
λ = λp +  λi . … (9) where I is the unit matrix of designated dimension. Now we
i =1 c1i + c 2 i compute the D k s using the recurrence formulae [16].

th
Let N t , i be the number of arrivals from the i IPP during the Consider the embedded Markov chain {L(n), J (n) / n ≥ 0} at
t th
timeslot and N t , p be the corresponding number of arrivals the departure epochs of the queueing system on the state
space S = {( b , i ) / 0 ≤ b ≤ K − 1,1 ≤ i ≤ m } , where L(n) denotes
from the Poisson process, and let Nt(,mi) and N t(,mp) be the buffer occupancy and J(n) denotes the state of MAP. Then the
th pertaining embedded Markov chain has transition probability
number of arrivals from the averaged process of i IPP and
matrix
Poisson process, respectively. The variance of this averaged
process is given by [7, 8], GD 0 GD 1 ... GD K − 2 GE K −1 
− m ( c1i + c2 i )  D E K −1 
c 2 i λi c1i c2 i 1− e  0 D1 ... D K − 2
Var [ N t(,mi ) ] = + [1 − ]λi2
m(c1i + c2i ) m(c1i + c2 i ) 3 m(c1i + c2i )  0 D 0 ... D K − 3 E K −2  , … (15)
P =  
1≤ i ≤ d … (10)  ... ... ... ... ... 
 0 0 ... D1 E2 
and λp … (11)  
Var [ N t(,mp ) ] = .  0 0 ... D0 E1 
m
where G = ( R − Q ) −1 R , consisting of conditional probabilities
Hence, the variance of whole process is ∞

λ d that system is not busy and Ei =  Dk .

]= + η λ
(m ) 2 … (12)
Var [ X t i i , k =i
m i =1
Let yk , ( 0 ≤ k ≤ K − 1) be an 1 × m vector whose
where η = 2 c1 i c 2 i 1 − e − m ( c1 i + c 2 i ) th
i element is the stationary conditional probability that the
[1 − ]
m ( c1 i + c 2 i ) m ( c1 i + c 2 i )
i 3
number of packets in the system is k and the state of
To fit MMPP, we match the expressions in (6) & (12) over a underlying arrival process is in i at an arbitrary time. The
time interval [18]. packet loss probability (PLP) is given by [7]

PLP = 1−
(1 − y0e ). … (16)
ρ
IV. MMPP/M/1/K QUEUEING SYSTEM
Asynchronous router with self-similar variable length V. NUMERICAL RESULTS
packet input traffic is modelled as MMPP / M / 1 / K queuing In this section, we investigate packet loss probability
system. In MMPP / M / 1 / K system, the packets arrive (PLP) against the traffic intensity in terms of fractal onset
according to the MMPP of states m and is characterized by time T0 , Hurst parameter H , number of IPPs d , and the time
the matrices Q, Λ , where Q, Λ are m × m matrices. The scale. First, transition rate matrix Q and arrival rate matrix
service time is exponential with service rate μ . Let Dk , k ≥ 0 Λ of MMPP are fitted according to the method described in
the last section for the self-similar internet traffic pertaining to
denotes the matrix of order m × m whose (i , j ) element is
the values H = 0.6 , λ = 1 , σ 2 = 0.6 (Sample1),
H = 0 .7 , λ = 1 , σ 2 = 0 .6 (Sample 2), and Fig.1 Loss probability of the resultant MMPP/M/1/K queues
with d=4, H=0.7 λ = 1 , K=10and T=1 over the time scale
H = 0 . 8, λ = 1 , σ 2 = 0 . 6 ( Sample 3 ), T = 1, and for
[102, 107].
arbitrary values of FOT over the different time scales [102,
106], [102, 107], and [102, 108]. These samples are generated in
the paper [10] by random midpoint displacement algorithm.
We use matrix analytic methods [8, 15] to compute steady
state probability distribution of the transition probability
matrix P of buffer occupancy that in turn gives the packet
loss probability. Numerical calculations are performed using
MATLAB and results are shown in the figures 1-10. The
parameters settings of the resultant MMPP/M/1/K are as
follows: buffer depth, K, equals 10, the number of superposed
IPPs, d is 4. Fig. 1 illustrates the results for the case of Hurst
parameter H=0.7 for different values of T0 over the time
scale [102, 107]. Analytical results are compared with the
simulation results generated by FBT traffic [8] without T0 for
the validation analytical results. From this figure, we conclude
that PLP is increasing as fractal onset time T0 is decreasing. Fig. 2 Loss probability of the resultant MMPP/M/1/K queues
Traffic parameter value for the figure 2 are H =0.87, for the Bellcore data with d=4, K=10 and T=1 over the time
scale [102, 108].
λ = 318.2 , σ 2 = 838 , and T0 = 0.006 (say AT&T 1), and
H = 0.92, λ = 8.1 , σ = 133.5 , and T0 = 0.033(say AT&T
2

2). These parameter values are pertaining to the traffic

measured at AT&T Bell Labs [13]. From this figure, we depict
that PLP is increases as H increases. Figs. 3 and 4 illustrate
the results for the case of Hurst parameter H = 0.7 for the
different values of T0 over the time scales [102, 106] and [102,
108]. Figs. 6, 7, and 8 illustrate the results for the case of Hurst
parameter H = 0.6 for different values of T0 over the time
scales [102, 106], [102, 107], and [102, 108] respectively. From
these figures, we conclude that PLP increases as fractal onset
time T0 decreases. Figs.5 and 9 exemplify the results for the
case of Hurst parameter H = 0.7 , and H = 0.6 over the
different time scales [102, 106], [102, 107], and [102, 108], Fig.3 Loss probability of the resultant MMPP/M/1/K queues
respectively. From these figures, we portray that PLP with d=4, H=0.7 λ = 1 , K=10and T=1 over the time scale
increases as the time scale decreases. Fig.10 depicts the results [102, 06].
for the case of fractal onset time T0 for the time scales [102,
106] over the different Hurst parameters H = 0.6 , H = 0.7,
and H = 0.8. From the above figures, we conclude the PLP
increases as H increases which is obvious.

Fig. 4 Loss probability of the resultant MMPP/M/1/K queues

with d=4, λ =1, H=0.7, K=10 and T=1 over the time scale
[102,108].
Fig. 5 Loss probability of the resultant MMPP/M/1/K queues Fig. 8 Loss probability of the resultant MMPP/M/1/K queues
with d= 4, λ = 1 , H=0.7, K=10, T 0 = 0 . 95 and T=1 over with d=4, λ = 1 , H=0.6, K=10 and T=1 over [102, 108].
the different time scales.

Fig. 9 Loss probability of the resultant MMPP/M/1/K queues

Fig.6 Loss probability of the resultant MMPP/M/1/K queues with d= 4, λ = 1 , H=0.6, K=10, T 0 = 0 . 95 and T=1 over
with d=4, H=0.6 λ = 1 , K=10and T=1 over the time scale the different time scales.
[102,106].

Fig. 10 Loss probability of the resultant MMPP/M/1/K queues

Fig. 7 Loss probability of the resultant MMPP/M/1/K queues
with d= 4, λ = 1 , K=10, T0 = 0 . 95 and T=1 over the time
with d=4, λ = 1 , H=0.6, K=10 and T=1 over [102, 107].
scale [102, 106].
 VI. CONCLUSION
In this paper, we investigated the loss behavior of router
that is modeled as MMPP/M/1/K queueing system where
pseudo self-similar input process FPP is modelled as MMPP.
In this model, service time distribution is taken to be
exponential rather than deterministic, since TCP/IP packets are
variable in length. Our numerical results reveal the impact of
FOT on packet loss probability. Packet loss probability
increases as the traffic parameter H, FOT, and traffic intensity
increase and decreases as time-scale increases. Based on the
analysis presented here, one could select the appropriate time-
scale in the variance based fitting method [18] to meet the
QoS requirement. This kind of analysis is useful in
dimensioning the router.
ACKNOWLEDGMENT
One of two authors (DR) wishes to acknowledge Council
of Scientific and Industrial Research (CSIR), Government of
India for its funding under Senior Research Fellowship (SRF)
scheme.
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