Nonparametric inference from the M/G/1 workload

Martin Bøgsted Hansen; Susan M. Pitts

Nonparametric inference from the M/G/1 workload

Martin Bøgsted Hansen, Susan M. Pitts

Department of Mathematical Sciences

Research output: Contribution to journal › Journal article › Research › peer-review

12 Citations (Scopus)

Abstract

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 asymptotoic properties of these estimators.

Original language	English
Journal	Bernoulli
Volume	12
Issue number	4
Pages (from-to)	737-759
Number of pages	23
ISSN	1350-7265
Publication status	Published - 2006

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title = "Nonparametric inference from the M/G/1 workload",

abstract = "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 asymptotoic properties of these estimators.",

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year = "2006",

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AU - Hansen, Martin Bøgsted

AU - Pitts, Susan M.

PY - 2006

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AB - 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 asymptotoic properties of these estimators.

M3 - Journal article

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SP - 737

EP - 759

JO - Bernoulli

JF - Bernoulli

IS - 4

ER -

Nonparametric inference from the M/G/1 workload

Abstract

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