Corrected phase-type approximations for the workload of the MAP/G/1 queue with heavy-tailed service times

E. Vatamidou, I.J.B.F. Adan, M. Vlasiou, A.P. Zwart

Research output: Contribution to conferencePosterAcademic

16 Downloads (Pure)

Abstract

In many applications, signicant correlations between arrivals of load-generating events make the numerical evaluation of the load of a system a challenging problem. Here, we construct very accurate approximations of the workload distribution of the MAP/G/1 queue that capture the tail behavior of the exact workload distribution and provide a small relative error. Motivated by statistical analysis, we assume that the service times are a mixture of a phase-type and a heavy-tailed distribution. With the aid of perturbation analysis, we derive our approximations as a sum of the workload distribution of the MAP/PH/1 queue and a heavy-tailed component that depends on the perturbation parameter. We refer to our approximations as corrected phase-type approximations, andwe exhibit their performance with a numerical study.
Original languageEnglish
Publication statusPublished - 2013
Externally publishedYes
Event7th International Conference on Lévy Processes 2013: Theory and Applications - Wrocław, Poland
Duration: 15 Jul 201319 Jul 2013
Conference number: 7

Conference

Conference7th International Conference on Lévy Processes 2013
CountryPoland
CityWrocław
Period15/07/1319/07/13

Fingerprint Dive into the research topics of 'Corrected phase-type approximations for the workload of the MAP/G/1 queue with heavy-tailed service times'. Together they form a unique fingerprint.

Cite this