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THE IMPORTANCE OF POWER-TAIL DISTRIBUTIONS FOR MODELING QUEUEING SYSTEMS.

Authors :
Greiner, Michael
Jobmann, Manfred
Lipsky, Lester
Source :
Operations Research; Mar/Apr99, Vol. 47 Issue 2, p313-326, 14p, 2 Diagrams, 12 Graphs
Publication Year :
1999

Abstract

Power-tail distributions are those for which the reliability function is of the form x[sup-alpha] for large x. Although they look well behaved, they have the singular properly that E(X[supl] = infinity for all l greater than or equal to alpha. Thus it is possible to have a distribution with an infinite variance, or even an infinite mean. As pathological as these distributions seem to be, they occur everywhere in nature, from the CPU time used by jobs on main-frame computers to sizes of files stored on discs, earthquakes. or even health insurance claims. Recently, traffic on the "electronic super highway" was revealed to be of this type, too.In this paper we first describe these distributions in detail and show their suitability to model self-similar behavior, e.g., of the traffic stated above. Then we show how these distributions can occur m computer system environments and develop a so-called truncated analytical model that in the limit is power-tail. We study and compare the effects on system performance of a GI/M/1 model both for the truncated and the limit case, and demonstrate the usefulness of these approaches particularly for Markov modeling with LAQT (Linear Algebraic Approach to Queueing Theory, Lipsky 1992) techniques. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
0030364X
Volume :
47
Issue :
2
Database :
Complementary Index
Journal :
Operations Research
Publication Type :
Academic Journal
Accession number :
1903355
Full Text :
https://doi.org/10.1287/opre.47.2.313