Asymptotic properties of mean lentgh estimators for the M/G/1 queue

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 94-20, Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales from Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales

Abstract: We consider a general G/G/1 retrial queue where retrials can be non Markovian. We obtain asymptotically Gaussian consistent estimators for an unknown k-dimensional parameter assuming that the distribution functions of the variables involved are known. We consider distinct levels of information which can be interpreted as different disciplines of service. We analyze the problem of impatient customers in a G/G/1 queue as a particular case. We also give some explicit estimators for Markovian queues.

Keywords: G/G/1 retrial queue; Maximun likelihood estimation; General retrials. (search for similar items in EconPapers)
Pages: 13 pages
Date: 1994
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