N.M. van Dijk
- Error Bounds for Pertubing Nonexponential Queues
- Mathematics of operations research
- Volume | Issue number
- 29 | 3
- Pages (from-to)
- Number of pages
- Document type
- Faculty of Economics and Business (FEB)
- Amsterdam School of Economics Research Institute (ASE-RI)
A general framework is provided to derive analytic error bounds for the effect of perturbations and inaccuracies of nonexponential service or arrival distributions in single- and multiserver queues. The general framework is worked out in detail for the three types of ¿nite or in¿nite buffer queues: GI/G/1/N, M/G/c/N, and GI/M/c/N.
First, for the standard GI/G/1/N queue, it is illustrated how the general error bound result can lead to error bounds for different performance measures like the throughput, mean queue length, and stationary queue length distribution. Next, for the M/G/c/N queue, an error bound and monotonicity result are established for the throughput. M/G/c/N queues can so be compared even when hazard rates are not ordered. Finally, for the GI/M/c/N queue, a similar result is obtained with a perturbation of the interarrival time distribution.
The error bound results are supported by asymptotic expressions for the M/M/c/N queue and numerical results for the GI/G/1/N queue.
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