EXPONENTIAL APPROXIMATIONS FOR TAIL PROBABILITIES IN QUEUES .2. SOJOURN TIME AND WORKLOAD

Citation
J. Abate et al., EXPONENTIAL APPROXIMATIONS FOR TAIL PROBABILITIES IN QUEUES .2. SOJOURN TIME AND WORKLOAD, Operations research, 44(5), 1996, pp. 758-763
Citations number
16
Categorie Soggetti
Management,"Operatione Research & Management Science","Operatione Research & Management Science
Journal title
ISSN journal
0030364X
Volume
44
Issue
5
Year of publication
1996
Pages
758 - 763
Database
ISI
SICI code
0030-364X(1996)44:5<758:EAFTPI>2.0.ZU;2-4
Abstract
We continue to focus on simple exponential approximations for steady-s tate tail probabilities in queues based on asymptotics. For the G/GI/1 model with i.i.d. service times that are independent of an arbitrary stationary arrival process, we relate the asymptotics for the steady-s tate waiting time, sojourn time, and workload. We shaw that the three asymptotic decay rates coincide and that the three asymptotic constant s are simply related. We evaluate the exponential approximations based on the exact asymptotic parameters and their approximations by making comparisons with exact numerical results for BMAP/G/1 queues, which h ave batch Markovian arrival processes. Numerical examples show that th e exponential approximations for the tail probabilities are remarkably accurate at the 90th percentile and beyond. Thus, these exponential a pproximations appear very promising for applications.