Inference in ergodic queues using occupation cycles

Antonio Rodrigo Fernández
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Antonio Rodrigo Fernández: Departamento de Fundamentos del Análisis Económico I (Análisis Económico). Universidad Complutense de Madrid., https://www.ucm.es//departamento-de-analisis-economico-y-economia-cuantitativa

No 94-07, Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales from Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales

Abstract: We deal with inference problems on traffic intensity and on the mean number of customers in the system in steady state (q). We define the slopping time in terms of occupation cycles and apply the resulting estimators to a large class of stationary queues comparing it with alternative methods and with the integral estimator obtained directly from the sample in the Markovian case. Our method is quite effocient to estimate q. Also the asymptotic problems posed by Schruben and Kulkarni [7] do not appear. We observe that reductions in the sample information do not necessarily give worse estimations. We also give some numerical examples by simulating known models.

Keywords: Inferencia; Estimación; Ergodicidad; Modelo de Márkov. (search for similar items in EconPapers)
Pages: 5 pages
Date: 1994
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Persistent link: https://EconPapers.repec.org/RePEc:ucm:doctra:94-07

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