AN EFFICIENT APPROACH TO ANALYZE FINITE BUFFER QUEUES WITH GENERALIZED PARETO INTERARRIVAL TIMES AND EXPONENTIAL SERVICE

F. Ferreira and A. Pacheco
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F. Ferreira: Department of Mathematics and CEMAT, University of Trás-os-Montes e Alto Douro, Quinta dos Prados, 5001-911 Vila Real, Portugal
A. Pacheco: Department of Mathematics and CEMAT, Instituto Superior Técnico, Technical University of Lisbon, Av. Rovisco Pais, 1049-001 Lisboa, Portugal

Chapter 14 in Recent Advances in Stochastic Operations Research, 2007, pp 205-223 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe finding that heavy tailed Pareto distributions are adequate to model Internet packet interarrival times has motivated recent work aimed at developing efficient methods to evaluate or accurately approximate steady-state performance measures of Pareto/M/·/· queues, overcoming or getting around certain problems that arise on their analysis using classical methods. In this work we give an overview of some of these methods and compare them with an approach we have recently proposed, which combines embedding, uniformization and stochastic ordering techniques and is suited to solve queues with Generalized-Pareto interarrival time distributions.

Keywords: Operations Research; Uncertainty; Applied Probability; Stochastic Process; Optimization; Decision Science (search for similar items in EconPapers)
Date: 2007
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