An investigation of phase-distribution moment-matching algorithms for use in queueing models

DOI10.1007/BF02412246MaRDI QIDQ809485zbMATH OpenOpenAlexFDO

Authors Mary A. Johnson, Michael R. Taaffe

Publication date 1991

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02412246

zbMATH Keywords

error boundsapproximationsmoment matchingphase distributionsqueueing approximations

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

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Cites work

• A graphical investigation of error bounds for moment-based queueing approximations
• A simple technique in Markovian control with applications to resource allocation to resource allocation in communication networks
• Approximate Analysis of Central Server Models
• Approximating a Point Process by a Renewal Process, I: Two Basic Methods
• Matching moments to phase distributions: Mixtures of erlang distributions of common order
• Matching moments to phase distributions: density function shapes
• On Approximations for Queues, I: Extremal Distributions
• On Approximations for Queues, III: Mixtures of Exponential Distributions
• Sharp Bounds on Laplace-Stieltjes Transforms, with Applications to Various Queueing Problems

Cited in

(21)

• Fitting discrete distributions on the first two moments
• Tchebycheff Systems for Probabilistic Analysis
• Set-valued performance approximations for the \(GI/GI/K\) queue given partial information
• Higher order approximations for tandem queueing networks
• A Laplace transform method for order statistics from nonidentical random variables and its application in phase-type distribution
• Value of capacity pooling in supply chains with heterogeneous customers
• Approximations for the queue length distributions of time-varying many-server queues
• On Approximations for Queues, II: Shape Constraints
• An M/PH/k retrial queue with finite number of sources
• Using Discrete Distributions to Approximate General Service Time Distributions in Queueing Models
• Worst-case large-deviation asymptotics with application to queueing and information theory
• On Approximations for Queues, III: Mixtures of Exponential Distributions
• Extremal \(GI/GI/1\) queues given two moments: exploiting Tchebycheff systems
• Time-dependent queueing network approximations as simulation external control variates
• An empirical study of queueing approximations based on phase-type distributions
• Behaviour of queueing approximations based on sample moments
• The generalized two-sided power distribution
• BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION
• A graphical investigation of error bounds for moment-based queueing approximations
• Higher order approximations for the single server queue with splitting, merging and feedback
• Simulating Coxian phase-type distributions for patient survival

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