Modeling service–time distributions with non–exponential tails:beta mixtures of exponentials

DOI10.1080/15326349908807548zbMath0940.60019OpenAlexW1995474803MaRDI QIDQ4248820

Joseph Abate, Ward Whitt

Publication date: 10 June 1999

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349908807548

zbMATH Keywords

probability distribution functionbeta mixturepower tail

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Queueing theory (aspects of probability theory) (60K25)

Related Items (7)

ApproximatingM/G/1 Waiting Time Tail Probabilities ⋮ The single server queue with mixing dependencies ⋮ Modelling and estimating heavy-tailed non-homogeneous correlated queues: Pareto-inverse gamma HGLM with covariates ⋮ Light-tailed asymptotics of stationary probability vectors of Markov chains of GI/G/1 type ⋮ Single-server queues under overdispersion in the heavy-traffic regime ⋮ Explicit M/G/1 waiting-time distributions for a class of long-tail service-time distributions ⋮ Asymptotic analysis of the mixed-exponential jump diffusion model and its financial applications

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