Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment
Probability
2014-05-21 v1
Abstract
We develop accurate approximations of the delay distribution of the MArP/G/1 queue that cap- ture 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.
Cite
@article{arxiv.1405.4853,
title = {Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment},
author = {Eleni Vatamidou and Ivo J. B. F. Adan and Maria Vlasiou and Bert Zwart},
journal= {arXiv preprint arXiv:1405.4853},
year = {2014}
}
Comments
Full version (including Appendices) of the paper to be published at a Special Issue of Stochastic Models (Issue 30.4). arXiv admin note: substantial text overlap with arXiv:1405.0138