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
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.