The covariance structure of queues and related processes – a survey of recent work

DOI10.2307/1426082zbMath0349.60096OpenAlexW4232535900MaRDI QIDQ4119933

John F. Reynolds

Publication date: 1975

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1426082

Mathematics Subject Classification ID

Point estimation (62F10) Queueing theory (aspects of probability theory) (60K25) Inference from stochastic processes (62M99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (16)

Means and variances of time averages in Markovian environments ⋮ Departures in \(GR^{X_ n}/ G_ n/ \infty\) ⋮ Statistical analysis of queueing systems ⋮ Open problems in Gaussian fluid queueing theory ⋮ WARM-UP PERIODS IN SIMULATION CAN BE DETRIMENTAL ⋮ Unnamed Item ⋮ Simulation-Based Computation of the Workload Correlation Function in a Lévy-Driven Queue ⋮ The asymptotic variance rate of the output process of finite capacity birth-death queues ⋮ Evaluating mean sojourn time estimates for the \(M/M/1\) queue ⋮ First order autoregressive Markov processes ⋮ A survey of parameter and state estimation in queues ⋮ Long range dependence of point processes, with queueing examples ⋮ ML and UMVU estimation in the M/D/1 queuing system ⋮ On the Correlation Structure of a Lévy-Driven Queue ⋮ Optimal design of measurements on queueing systems ⋮ Autocorrelations in infinite server batch arrival queues

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