Abstract
| Original language | English |
|---|---|
| Pages (from-to) | 598-638 |
| Number of pages | 41 |
| Journal | Stochastic Models |
| Volume | 30 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 2014 |
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Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment. / Vatamidou, E.; Adan, I.J.B.F.; Vlasiou, M.; Zwart, B.
In: Stochastic Models, Vol. 30, No. 4, 2014, p. 598-638.Research output: Contribution to journal › Article › Academic › peer-review
TY - JOUR
T1 - Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment
AU - Vatamidou, E.
AU - Adan, I.J.B.F.
AU - Vlasiou, M.
AU - Zwart, B.
PY - 2014
Y1 - 2014
N2 - We develop accurate approximations for the delay distribution of the MArP/G/1 queue that capture the exact tail behavior and provide bounded relative errors. Motivated by statistical analysis, we consider the service times as a mixture of a phase-type and a heavy-tailed distribution. With the aid of perturbation analysis, we derive corrected phase-type approximations as a sum of the delay in a MArP/PH/1 queue and a heavy-tailed component depending on the perturbation parameter. We exhibit their performance with numerical examples. Keywords: Corrected phase-type approximations; Delay distribution; Heavy-tailed service times; MArP/G/1 queue; Perturbation; Tail asymptotics
AB - We develop accurate approximations for the delay distribution of the MArP/G/1 queue that capture the exact tail behavior and provide bounded relative errors. Motivated by statistical analysis, we consider the service times as a mixture of a phase-type and a heavy-tailed distribution. With the aid of perturbation analysis, we derive corrected phase-type approximations as a sum of the delay in a MArP/PH/1 queue and a heavy-tailed component depending on the perturbation parameter. We exhibit their performance with numerical examples. Keywords: Corrected phase-type approximations; Delay distribution; Heavy-tailed service times; MArP/G/1 queue; Perturbation; Tail asymptotics
UR - http://arxiv.org/pdf/1405.4853.pdf
U2 - 10.1080/15326349.2014.956227
DO - 10.1080/15326349.2014.956227
M3 - Article
VL - 30
SP - 598
EP - 638
JO - Stochastic Models
JF - Stochastic Models
SN - 1532-6349
IS - 4
ER -