Abstract
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.
| Original language | English |
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| Place of Publication | Eindhoven |
| Publisher | EURANDOM |
| Number of pages | 49 |
| Publication status | Published - 2014 |
Publication series
| Name | Eurandom Pre-prints |
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| Publisher | Eurandom |
| No. | 2014-004 |
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Corrected phase-type approximations for heavy-tailed queueing models in a Markovian environment
Vatamidou, E., Adan, I. J. B. F., Vlasiou, M. & Zwart, A. P., 2014.Research output: Contribution to conference › Paper › peer-review
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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., 2014, In: Stochastic models. 30, 4, p. 598-638 41 p.Research output: Contribution to journal › Article › Academic › peer-review
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