Far-End-Tail Estimation of Queueing System Performance

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Abstract

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.

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Morozov, E. V., Peshkova, I. V., & Rumyantsev, A. S. (2020). Far-End-Tail Estimation of Queueing System Performance. Journal of Mathematical Sciences (United States), 248(1), 80–91. https://doi.org/10.1007/s10958-020-04857-3

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