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Modelling and estimating heavy-tailed non-homogeneous correlated queues: Pareto-inverse gamma HGLM with covariates

Author

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  • Sungcheol Yun
  • So Young Sohn
  • Youngjo Lee

Abstract

Evidence of communication traffic complexity reveals correlation in a within-queue and heterogeneity among queues. We show how a random-effect model can be used to accommodate these kinds of phenomena. We apply a Pareto distribution for arrival (service) time of individual queue for given arrival (service) rate. For modelling potential correlation in arrival (service) times within a queue and heterogeneity of the arrival (service) rates among queues, we use an inverse gamma distribution. This modelling approach is then applied to the cache access log data processed through an Internet server. We believe that our approach is potentially useful in the area of network resource management.

Suggested Citation

  • Sungcheol Yun & So Young Sohn & Youngjo Lee, 2006. "Modelling and estimating heavy-tailed non-homogeneous correlated queues: Pareto-inverse gamma HGLM with covariates," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(4), pages 417-425.
    • Handle: RePEc:taf:japsta:v:33:y:2006:i:4:p:417-425
    DOI: 10.1080/02664760500449311
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    Cited by:

    1. S Y Sohn & Y Kim & B T Kim, 2009. "Cost of ownership model for spare engines purchase for the Korean navy acquisition program," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(12), pages 1674-1682, December.

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