21 citations · 37 across the 4 of their papers we have counts for
4 papers · 1 filter
Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment
Eleni Vatamidou, Ivo J. B. F. Adan, Maria Vlasiou +1
We develop accurate approximations of the delay distribution of the MArP/G/1 queue that cap- ture the exact tail behavior and provide bounded relative errors. Motivated by statisti…
Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment
Eleni Vatamidou, Ivo J. B. F. Adan, Maria Vlasiou +1
Significant correlations between arrivals of load-generating events make the numerical evaluation of the workload of a system a challenging problem. In this paper, we construct hig…
Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis
Eleni Vatamidou, Ivo J. B. F. Adan, Maria Vlasiou +1
Numerical evaluation of performance measures in heavy-tailed risk models is an important and challenging problem. In this paper, we construct very accurate approximations of such p…
On the accuracy of phase-type approximations of heavy-tailed risk models
Eleni Vatamidou, Ivo J. B. F. Adan, Maria Vlasiou +1
Numerical evaluation of ruin probabilities in the classical risk model is an important problem. If claim sizes are heavy-tailed, then such evaluations are challenging. To overcome…