### Abstract

Original language | English |
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Title of host publication | Proceedings of the 8th International Conference on Matrix-Analytic Methods in Stochastic Models (MAM8), Kerala, India, January 6-10, 2014 |

Place of Publication | s.l. |

Publisher | s.n. |

Pages | 113-141 |

Publication status | Published - 2014 |

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### Cite this

*Proceedings of the 8th International Conference on Matrix-Analytic Methods in Stochastic Models (MAM8), Kerala, India, January 6-10, 2014*(pp. 113-141). s.l.: s.n..

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*Proceedings of the 8th International Conference on Matrix-Analytic Methods in Stochastic Models (MAM8), Kerala, India, January 6-10, 2014.*s.n., s.l., pp. 113-141.

**Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment.** / Vatamidou, E.; Adan, I.J.B.F.; Vlasiou, M.; Zwart, A.P.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

TY - GEN

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, A.P.

PY - 2014

Y1 - 2014

N2 - We develop accurate approximations of 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 an MArP/PH/1 queue and a heavy-tailed component depending on the perturbation parameter. We exhibit their performance with numerical examples.

AB - We develop accurate approximations of 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 an MArP/PH/1 queue and a heavy-tailed component depending on the perturbation parameter. We exhibit their performance with numerical examples.

M3 - Conference contribution

SP - 113

EP - 141

BT - Proceedings of the 8th International Conference on Matrix-Analytic Methods in Stochastic Models (MAM8), Kerala, India, January 6-10, 2014

PB - s.n.

CY - s.l.

ER -