140
Views
17
CrossRef citations to date
0
Altmetric
Bayesian Inference

Bayesian Analysis of a Queueing System with a Long-Tailed Arrival Process

, &
Pages 697-712 | Received 22 Jul 2007, Accepted 17 Oct 2007, Published online: 17 Mar 2008

References

  • Abate , J. , Whitt , W. ( 1999 ). Computing Laplace transforms for numerical inversion via continued fractions . INFORMS Journal on Computing 11 : 394 – 405 .
  • Armero , C. , Bayarri , S. ( 1994 ). Bayesian prediction in M/M/1 Queues . Queueing Systems 15 : 401 – 418 .
  • Arnold , B. , Press , S. J. ( 1989 ). Bayesian estimation and prediction for pareto data . Journal of the American Statistical Association 84 : 1079 – 1084 .
  • Ausín , M. C. , Lillo , R. E. , Wiper , M. ( 2004 ). Bayesian Control of the Number of Servers in a GI/M/c Queueing System . Working Paper 04–69, Statistics and Econometrics Series 17 , Universidad Carlos III de Madrid .
  • Beran , J. , Sherman , R. , Taqqu , M. S. , Willinger , W. (1995). Long-range dependence in variable-bit-rate video traffic. IEEE Transactions on Communications 43:1566–1579.
  • Crovella , M. , Taqqu , M. , Bestavros , A. ( 1998 ). Heavy-Tailed Probability Distributions in the World Wide Web . In: Adler , R.J. , Feldman , R. E. , Taqqu , M. S. , eds. A Practical Guide to Heavy Tails . New York : Chapman and Hall , pp. 3 – 26 .
  • Feldmann , A. , Whitt , W. ( 1998 ). Fitting mixtures of exponentials to long-tail distributions to analyze network performance models . Performance Evaluation 31 : 245 – 258 .
  • Fischer , M. , Harris , C. ( 1999 ). A method for analyzing congestion in Pareto and related queues . The Telecommunications Review . Ch. 2 , 15 – 27 .
  • Fischer , M. , Gross , D. , Bevilacqua , M. D. , Shortle , J. ( 2001 ). Analyzing the waiting time process in internet queueing systems with the transform approximation method . The Telecommunications Review 12 : 21 – 32 .
  • Green , P. J. ( 1995 ). Reversible kump Markov chain Monte Carlo computation and Bayesian model determination , Biometrika 82 : 711 – 732 .
  • Greiner , M. , Jobmann , M. , Lipsky , L. ( 1999 ). The importance of power-tail distributions for modeling queueing systems . Operations Research 47 : 313 – 326 .
  • Harris , C. , Brill , P. , Fisher , M. ( 2000 ). Internet-type queues with power-tailed interarrival times and computational methods for their analysis . INFORMS Journal on Computing 12 : 261 – 271 .
  • Mitzenmacher , M. ( 2003 ). Dynamic models for file sizes and double Pareto distributions . Internet Mathematics 1 : 305 – 333 .
  • Park , K. , Willinger , W. ( 2000 ). Self-Similar Network Traffic and Performance Evaluation . New York : John Wiley & Sons. Inc.
  • Paxson , V. , Floyd , S. ( 1995 ). Wide-area traffic: the failure of poisson modeling , IEEE Transactions in Networking 3 : 226 – 244 .
  • Reed , W. J. , Jorgensen , M. A. ( 2004 ). The double Pareto-lognormal distribution—a new parametric model for size distributions . Communications in Statistics: Theory and Methods 33 : 1733 – 1753 .
  • Richardson , S. , Green , P. ( 1997 ). On Bayesian analysis of mixtures with an unknown number of components . Royal Statistical Society 59 : 731 – 792 .
  • Riska , A. , Diev , V. , Smirni , E. ( 2004 ). Efficient fitting of long-tailed data sets into phase-type distributions . Performance Evaluation Journal 55 : 147 – 164 .
  • Rodríguez-Dagnino , R. M. ( 2004 ). On the Pareto/M/c and Pareto/M/1/K Queues . Proceedings of the SPIE, ITCom 2004, Performance, Quality of Service, and Control of Next-Generation Communication Networks II , 5598 : 183 – 193 .
  • Rodríguez-Dagnino , R. M. ( 2005 ). Some remarks regarding asymptotic packet loss in the Pareto/M/1/K Queueing System . IEEE Communications Letters 9:10 : 927 – 929 .
  • Shortle , J. F. , Brill , P. H. , Fischer , M. J. , Gross , D. , Masi , D. M. B. ( 2004 ). An algorithm to compute the waiting time distribution for the M/G/1 queue . INFORMS Journal on Computing 16 : 152 – 161 .
  • Stephens , M. ( 2000 ). Bayesian analysis of mixtures with an unknown number of components—An alternative to reversible jump methods . Annals of Statistics 28 : 40 – 74 .
  • Willinger , W. , Taqqu , M. , Sherman , R. , Wilson , D. V. ( 1997 ). Self-similarity through high-variability: statistical analysis of ethernet LAN traffic at the source level . IEEE ACM Trans. on Networking 5 ( 1 ): 71 – 86 .
  • Wiper , M. P. ( 1997 ). Bayesian analysis of Er/M/1 and Er/M/c queues . The Journal of Statistical Planning and Inference 69 : 65 – 79 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.