Interest of Boundary Kernel Density Techniques in Evaluating an Approximation Error of Queueing Systems Characteristics

Abstract EN

We show the interest of nonparametric methods taking into account the boundary correction techniques for a numerical evaluation of an approximation error between the stationary distributions of G/M/1 and M/M/1 queueing systems, when the density function of the general arrivals law G in the G/M/1 system is unknown and defined on a bounded support.

To compute this error, we use two kinds of norms: the L1 norm and the weight norm.

Numerical examples based on simulation studies are presented for the two cases of considered norms.

A comparative study of the results has been provided.