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A new, analysis-based, change of measure for tandem queues

de Boer, PT; Scheinhardt, WRW (Twente)
Monday 21 June 2010, 10:25-10:50

Seminar Room 1, Newton Institute


We introduce a simple analytical approximation for the overflow probability of a two node tandem queue. From this, we derive a change of measure, which turns out to have good performance in almost the entire parameter space. The form of our new change of measure sheds an interesting new light on earlier changes of measure for the same problem, because here the transition zone from one measure to another - that they all have - arises naturally.


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