Separation of timescales in a two-layered network
  We investigate a computer network consisting of two layers occurring in, for example, application servers. The first layer incorporates the arrival of jobs at a network of multi-server nodes, which we model as a many-server Jackson network. At the second layer, active servers at these nodes act now as customers who are served by a common CPU. Our main result shows a separation of time scales in heavy traffic: the main source of randomness occurs at the (aggregate) CPU layer; the interactions between different types of nodes at the other layer is shown to converge to a fixed point at a faster time scale; this also yields a state-space collapse property. Apart from these fundamental insights, we also obtain an explicit approximation for the joint law of the number of jobs in the system, which is provably accurate for heavily loaded systems and performs numerically well for moderately loaded systems. The obtained results for the model under consideration can be applied to thread-pool dimensioning in application servers, while the technique seems applicable to other layered systems too. 
Maria Vlasiou, Jiheng Zhang, Bert Zwart
math.PR cs.PF