Bayesian estimation of an \(\mathrm{M}/\mathrm{M}/R\) queue with heterogeneous servers using Markov chain Monte Carlo method

DOI10.1515/EQC-2020-0010zbMath1454.62245OpenAlexW3095808536MaRDI QIDQ2213551

V. Deepthi, Joby K. Jose

Publication date: 2 December 2020

Published in: Stochastics and Quality Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/eqc-2020-0010

zbMATH Keywords

Markov chain Monte Carlo methodGibbs samplermulti-server queueBayes estimatesMetropolis-Hastings sampler

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Queueing theory (aspects of probability theory) (60K25)

Related Items (2)

M/PH/1 queueing model with re-servicing ⋮ Unnamed Item

Cites Work

• A form of multivariate gamma distribution
• Bayesian analysis of \(M/Er/1\) and \(M/H_k/1\) queues
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• Point estimation under asymmetric loss functions for left-truncated exponential samples
• Equation of State Calculations by Fast Computing Machines
• A Bayesian Approach to Parameter Inference in Queueing Networks
• Monte Carlo sampling methods using Markov chains and their applications
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