Nonparametric inference from the M/G/1 workload
Hansen, Martin B. ; Pitts, Susan M.
Bernoulli, Tome 12 (2006) no. 2, p. 737-759 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
Consider an M/G/1 queue with unknown service-time distribution and unknown traffic intensity ρ. Given systematically sampled observations of the workload, we construct estimators of ρ and of the service-time distribution function, and we study asymptotic properties of these estimators.
Publié le : 2006-08-14
Classification:  asymptotic normality,  empirical processes,  functional central limit theorem,  infinite-dimensional delta method,  M/G/1 queue,  regenerative processes,  workload 
@article{1155735934,
     author = {Hansen, Martin B. and Pitts, Susan M.},
     title = {Nonparametric inference from the M/G/1 workload},
     journal = {Bernoulli},
     volume = {12},
     number = {2},
     year = {2006},
     pages = { 737-759},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1155735934}
}

Hansen, Martin B.; Pitts, Susan M. Nonparametric inference from the M/G/1 workload. Bernoulli, Tome 12 (2006) no. 2, pp.  737-759. http://gdmltest.u-ga.fr/item/1155735934/