Corrected Phase-Type Approximations of Heavy-Tailed Queueing Models in a Markovian Environment
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Publication:2937477
DOI10.1080/15326349.2014.956227zbMath1305.60098arXiv1405.4853MaRDI QIDQ2937477
Eleni Vatamidou, Ivo J. B. F. Adan, Bert Zwart, Maria Vlasiou
Publication date: 9 January 2015
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.4853
perturbation analysis; delay distribution; corrected phase-type approximations; heay-tailed queueing models
60K25: Queueing theory (aspects of probability theory)
90B22: Queues and service in operations research
68M20: Performance evaluation, queueing, and scheduling in the context of computer systems
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Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures, On corrected phase-type approximations of the time value of ruin with heavy tails
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