9 resultados para Generalized Pareto Distribution
em Bulgarian Digital Mathematics Library at IMI-BAS
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The finding that Pareto distributions are adequate to model Internet packet interarrival times has motivated the proposal of methods to evaluate steady-state performance measures of Pareto/D/1/k queues. Some limited analytical derivation for queue models has been proposed in the literature, but their solutions are often of a great mathematical challenge. To overcome such limitations, simulation tools that can deal with general queueing system must be developed. Despite certain limitations, simulation algorithms provide a mechanism to obtain insight and good numerical approximation to parameters of queues. In this work, we give an overview of some of these methods and compare them with our simulation approach, which are suited to solve queues with Generalized-Pareto interarrival time distributions. The paper discusses the properties and use of the Pareto distribution. We propose a real time trace simulation model for estimating the steady-state probability showing the tail-raising effect, loss probability, delay of the Pareto/D/1/k queue and make a comparison with M/D/1/k. The background on Internet traffic will help to do the evaluation correctly. This model can be used to study the long- tailed queueing systems. We close the paper with some general comments and offer thoughts about future work.
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This work was supported by the Bulgarian National Science Fund under grant BY-TH-105/2005.
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* This paper is partially supported by the National Science Fund of Bulgarian Ministry of Education and Science under contract № I–1401\2004 "Interactive Algorithms and Software Systems Supporting Multicriteria Decision Making".
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2000 Mathematics Subject Classification: Primary 62F35; Secondary 62P99
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A class of priority systems with non-zero switching times, referred as generalized priority systems, is considered. Analytical results regarding the distribution of busy periods, queue lengths and various auxiliary characteristics are presented. These results can be viewed as generalizations of the Kendall functional equation and the Pollaczek-Khintchin transform equation, respectively. Numerical algorithms for systems’ busy periods and traffic coefficients are developed. ACM Computing Classification System (1998): 60K25.
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2010 Mathematics Subject Classification: 62F12, 62M05, 62M09, 62M10, 60G42.
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2010 Mathematics Subject Classification: 62F10, 62F12.
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MSC 2010: 46F30, 46F10
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2000 Mathematics Subject Classification: 62E16,62F15, 62H12, 62M20.