Nonparametric estimation of the stationary waiting time distribution function for the GI/G/1 queue

DOI10.1214/AOS/1176325635MaRDI QIDQ1805558zbMATH OpenOpenAlexFDO

Authors Susan M. Pitts

Publication date 31 October 1995

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176325635

zbMATH Keywords

bootstraplocal analytic propertiesnonparametric estimationqueuestatistical ideas and techniquesstatistical properties

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Nonparametric estimation (62G05)

Review text

The stochastic model in question is regarded as a functional that relates a quantity of interest, here the waiting time distribution in a (the) standard queueing model, to certain input distributions for which natural estimators exist. The statistical properties of these estimators, such as consistency, asymptotic normality, efficiency and functioning of the bootstrap, are well understood, and it is shown here that these properties carry over to the natural estimator for the quantity of interest that results if the functional is applied to the input estimators. In order to make this work certain local analytic properties of the functional are established, notably continuity and differentiability with respect to a suitable norm. The paper combines probabilistic, analytical and statistical ideas and techniques.

Recommendations

• A functional approach to the stationary waiting time and idle period distributions of the \(GI/G/1\) queue
• Estimating the stationary distribution in a GI/M/1-queue
• Robust nonparametric estimation of queueing system characteristics

Cited in

(18)

• A functional approach to the stationary waiting time and idle period distributions of the \(GI/G/1\) queue
• Stationary IPA estimates for nonsmooth \(G/G/1/\infty\) functionals via Palm inversion and level-crossing analysis
• Estimating the stationary distribution in a GI/M/1-queue
• Decompounding: an estimation problem for Poisson random sums.
• Large sample Bayesian analysis for Geo\(/G/1\) discrete-time queueing models
• Nonparametric estimation in renewal theory. II: Solutions of renewal-type equations.
• Nonparametric inference for stochastic feedforward networks based on cross-spectral analysis of point processes
• A survey of parameter and state estimation in queues
• Nonparametric estimation of the service time distribution in discrete-time queueing networks
• Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process
• Nonparametric inference for queueing networks of \(\mathrm{Geom}^{X}/\mathrm{G}/\infty\) queues in discrete time
• On the stationary waiting-time distribution in the GI/G/1 queue, I: Transform methods and almost-phase-type distributions
• scientific article; zbMATH DE number 4080636 (Why is no real title available?)
• Estimating Loynes' exponent
• scientific article; zbMATH DE number 1215446 (Why is no real title available?)
• Nonparametric estimation of the service time distribution in the discrete-time GI/G/\(\infty\) queue with partial information
• Application des lois non paramétriques dans les systèmes d'attente et la théorie de renouvellement
• Statistical aspects of perpetuities

This page was built for publication: Nonparametric estimation of the stationary waiting time distribution function for the \(GI/G/1\) queue

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1805558)