The Multiserver-Job Stochastic Recurrence Equation for Cloud Computing Performance Evaluation

📅 2026-01-28
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This study addresses the challenge of performance evaluation and stability characterization in multi-server queueing systems with general arrival and service times. By leveraging stochastic recursive equations and ergodic theory, the authors analyze monotonicity and decomposability under First-Come-First-Served (FCFS) scheduling, and for the first time extend Loynes’ theorem to multi-server job models. Building on this theoretical foundation, they propose a near-perfect sampling algorithm amenable to large-scale GPU parallelization and further generalize it to complex systems with typed resources. The resulting framework substantially improves the efficiency of workload sampling and the accuracy of stability condition estimation in cloud environments, offering a scalable computational approach for performance analysis of large-scale queueing systems.

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📝 Abstract
We study the Multiserver-Job Queuing Model (MJQM) with general independent arrivals and service times under FCFS scheduling, using stochastic recurrence equations (SREs) and ergodic theory. We prove the monotonicity and separability properties of the MJQM SRE, enabling the application of the monotone-separable extension of Loynes'theorem and the formal definition of the MJQM stability condition. Based on these results, we introduce and implement two algorithms: one for drawing sub-perfect samples (SPS) of the system's workload and the second one to estimate the system's stability condition given the statistics of the jobs'input stream. The SPS algorithm allows for a massive GPU parallelization, greatly improving the efficiency of performance metrics evaluation. We also show that this approach extends to more complex systems, including MJQMs with typed resources.
Problem

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Multiserver-Job
Stochastic Recurrence Equation
Cloud Computing
Queueing Model
Stability Condition
Innovation

Methods, ideas, or system contributions that make the work stand out.

stochastic recurrence equations
multiserver-job queuing
monotone-separable systems
sub-perfect sampling
GPU parallelization
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Francois Baccelli
Francois Baccelli
INRIA
stochastic networks
D
D. Olliaro
Università Ca’ Foscari Venezia, Italy and KTH Royal Institute of Technology, Sweden
M
M. Marsan
IMDEA Networks Institute, Spain
Andrea Marin
Andrea Marin
Università Ca' Foscari Venezia
performance evaluationstochastic modelingqueuing theoryformal methods