具有非平稳泊松输入的无限服务器队列服务时间特性的非参数估计

Q1 Mathematics Stochastic Systems Pub Date : 2018-05-25 DOI:10.1287/STSY.2018.0026
A. Goldenshluger, D. Koops
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引用次数: 12

摘要

本文提供了一个数学框架,用于估计具有非齐次泊松到达过程的无限服务器排队系统的服务时间分布和预期服务时间,在部分信息的情况下,其中随着时间的推移只观察到繁忙服务器的数量。该问题被简化为统计反卷积问题,通过使用拉普拉斯变换技术和核进行正则化来解决。导出了所提出的估计量的均方误差的上界。进行了一些具体的仿真实验,以说明该方法的应用,并对实际性能提供一些见解。
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Nonparametric Estimation of Service Time Characteristics in Infinite-Server Queues with Nonstationary Poisson Input
This paper provides a mathematical framework for estimation of the service time distribution and the expected service time of an infinite-server queueing system with a nonhomogeneous Poisson arrival process, in the case of partial information, where only the number of busy servers are observed over time. The problem is reduced to a statistical deconvolution problem, which is solved by using Laplace transform techniques and kernels for regularization. Upper bounds on the mean squared error of the proposed estimators are derived. Some concrete simulation experiments are performed to illustrate how the method can be applied and to provide some insight in the practical performance.
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来源期刊
Stochastic Systems
Stochastic Systems Decision Sciences-Statistics, Probability and Uncertainty
CiteScore
3.70
自引率
0.00%
发文量
18
期刊最新文献
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