Nonparametric inference from the M/G/1 workload

DOI10.3150/BJ/1155735934MaRDI QIDQ850769zbMATH OpenOpenAlexFDO

Authors Martin B. Hansen, Susan M. Pitts

Publication date 6 November 2006

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3150/bj/1155735934

zbMATH Keywords

asymptotic normalityempirical processesfunctional central limit theoreminfinite-dimensional delta methodM/G/1 queueregenerative processesworkload

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

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Cites work

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• Non-parametric estimation for the \(M/G/\infty\) queue
• Nonparametric estimation in renewal theory. I: The empirical renewal function
• Nonparametric Inference About Service Time Distribution from Indirect Measurements
• Nonparametric inference fromM/G/l busy periods
• Uniform limit theorems for Harris recurrent Markov chains

Cited in

(13)

• Nonparametric inference for stochastic feedforward networks based on cross-spectral analysis of point processes
• A survey of parameter and state estimation in queues
• Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process
• Nonparametric estimation of the service time distribution in the \(\mathrm{M}/\mathrm{G}/\infty\) queue
• Nonparametric inference for queueing networks of \(\mathrm{Geom}^{X}/\mathrm{G}/\infty\) queues in discrete time
• Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment
• Nonparametric inference fromM/G/l busy periods
• Statistical analysis of single-server loss queueing systems
• Probabilistic sampling of finite renewal processes
• Nonparametric statistical inference for compound models
• Input estimation from discrete workload observations in a Lévy-driven storage system
• Nonparametric estimation of the job-size distribution for an M/G/1 queue with Poisson sampling
• Decompounding random sums: a nonparametric approach

Describes a project that uses

Uses Software

• KernSmooth

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