Far-End-Tail Estimation of Queueing System Performance
Autor: | Evsey Morozov, Alexander Rumyantsev, Irina Peshkova |
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Rok vydání: | 2020 |
Předmět: |
Statistics and Probability
Queueing theory Work (thermodynamics) Distribution (number theory) Applied Mathematics General Mathematics Quality of service 010102 general mathematics Pareto principle Workload 01 natural sciences 010305 fluids & plasmas Computer Science::Performance Generalized Pareto distribution 0103 physical sciences Applied mathematics 0101 mathematics Equivalence (measure theory) Mathematics |
Zdroj: | Journal of Mathematical Sciences. 248:80-91 |
ISSN: | 1573-8795 1072-3374 |
DOI: | 10.1007/s10958-020-04857-3 |
Popis: | In this work, we consider an approximation of the so-called far-end-tail distribution of processes describing quality of service (QoS) performance of queueing systems. This approximation is based on the asymptotic equivalence between the excess distribution over a high threshold and the generalized Pareto distribution, for a wide class of the governing distributions. The numerical results based on the regenerative estimation of a large deviation of the maximal workload over the regeneration cycle, in the queueing system M/G/1 with Pareto service time, are also presented, which verify theoretical results. |
Databáze: | OpenAIRE |
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