Estimating the stationary distribution in a GI/M/1-queue

DOI10.1016/0304-4149(93)00008-4zbMATH Open0810.60092OpenAlexW2061028582MaRDI QIDQ1343597FDOQ1343597

Ann Vanmarcke, J. L. Teugels

Publication date: 9 April 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(93)00008-4

zbMATH Keywords

empirical Laplace transform\(L^ 1\)-convergence\(GI/M/1\)-queueing system\(L^ 2\)-convergencenonparametric estimation of the stationary distribution

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) (L^p)-limit theorems (60F25)

Cites Work

• Approximation Theorems of Mathematical Statistics
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• Empirical Laplace transform and approximation of compound distributions
• Empirical bounds for ruin probabilities
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Cited In (8)

• A General Formula for the Stationary Distribution of the Age of Information and Its Application to Single-Server Queues
• Transient and stationary distributions for the \(GI/G/k\) queue with Lebesgue-dominated inter-arrival time distribution
• Stationary distributions of \(GI/M/c\) queue with PH type vacations
• Accelerated consistent estimation of a high load probability in \(M/G/1\) and \(GI/G/1\) queues
• NEW ESTIMATORS FOR EFFICIENT GI/G/1 SIMULATION
• Stationary distribution convergence of the offered waiting processes for \(GI/GI/1+GI\) queues in heavy traffic
• ON THE SERIES EXPANSION FOR THE STATIONARY PROBABILITIES OF AN M/D/1 QUEUE
• On the Stationary Distribution of theGI^X/M^Y/1 Queueing System

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