by Y. Djabali, B. Rabta and D. Aissani
Abstract:
Phase–type queueing systems are used to approximate queues with general service–time distribtions. In this work, we provide by means of the strong stability method, the mathematical justification of the approximation method by phase–type distributions that is already used in several works. We consider the approximation of $M/G/1$ queueing system by a $M/PH/1$ system, where PH refers to a hyperexponential $H_2$ or a hypoexponential $HOE_2$ distribution depending on the value of the coefficient of variation of the original distribution. We prove the robustness of the underlying Markov chain in each case and estimate an upper bound of the deviation of the stationary vector, resulting from the perturbation of the service–time distribution. We provide numerical examples and compare the perturbation bounds obtained in this paper with the estimates of the real deviation of the stationary vector obtained by simulation.
Reference:
Approximating Service-time Distributions by Phase-type Distributions in Single-server Queues: A Strong Stability Approach (Y. Djabali, B. Rabta and D. Aissani), In International Journal of Mathematics in Operational Research, Inderscience, volume 12, 2018.
Bibtex Entry:
@Article{ph2,
  author    = {Y. Djabali and B. Rabta and D. Aissani},
  title     = {Approximating Service-time Distributions by Phase-type Distributions in Single-server Queues: A Strong Stability Approach},
  journal   = {International Journal of Mathematics in Operational Research},
  year      = {2018},
 volume      = {12},
 number = {4},
 pages      = {507--531},
  abstract  = {Phase--type queueing systems are used to approximate queues with general service--time distribtions. In this work, we provide by means of the strong stability method,
the mathematical justification of the approximation method by phase--type
distributions that is already used in several works.  We consider the approximation of $M/G/1$ queueing system  by a $M/PH/1$ system, where PH refers to a hyperexponential $H_2$ or a hypoexponential $HOE_2$ distribution depending on the value of the coefficient of variation of the original distribution. We prove the robustness of the underlying Markov chain in each case and estimate an upper bound of the deviation of the stationary vector, resulting from the perturbation of the service--time distribution. We provide numerical examples and compare the perturbation bounds obtained in this paper with the estimates of the real deviation of the stationary vector obtained by simulation.},
  doi       = {10.1504/IJMOR.2018.10005095},
  keywords  = {Queueing systems, phase--type distributions, Perturbation, Sensitivity analysis, Strong stability, Quantitative estimates, Perturbation bounds},
  publisher = {Inderscience},
  gsid      = {12113152931443519605},
  mr={},
zbl={1452.90106},
}