TY - GEN

T1 - Corrected phase-type approximations for the workload of the MAP/G/1 queue with heavy-tailed service times.

AU - Vatamidou, E.

AU - Adan, I.

AU - Vlasiou, M.

AU - Zwart, A.P.

PY - 2013

Y1 - 2013

N2 - In many applications, significant 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 heavytailed component that depends on the perturbation parameter. We refer to our approximations as corrected phase-type approximations, and we exhibit their performance with a numerical study.

AB - In many applications, significant 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 heavytailed component that depends on the perturbation parameter. We refer to our approximations as corrected phase-type approximations, and we exhibit their performance with a numerical study.

U2 - 10.1145/2518025.2518036

DO - 10.1145/2518025.2518036

M3 - Conference contribution

SP - 53

EP - 55

BT - Proceedings of IFIPWG 7.3

ER -