Stochastic grey-box modeling of queueing systems: fitting birth-and-death processes to data
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first passage timesqueueing systemsheavy trafficbirth-and-death processestransient behaviorgrey-box modeling
Non-Markovian processes: estimation (62M09) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Functional limit theorems; invariance principles (60F17) Continuous-time Markov processes on general state spaces (60J25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
Recommendations
- Fitting birth-and-death queueing models to data
- Using a birth-and-death process to estimate the steady-state distribution of a periodic queue
- Heavy-traffic fluid limits for periodic infinite-server queues
- Bayesian prediction of the transient behaviour and busy period in short- and long-tailed GI/G/1 queueing systems
- Statistical analysis of queueing systems
Cites work
- scientific article; zbMATH DE number 994733 (Why is no real title available?)
- scientific article; zbMATH DE number 3174032 (Why is no real title available?)
- scientific article; zbMATH DE number 3599479 (Why is no real title available?)
- scientific article; zbMATH DE number 1093829 (Why is no real title available?)
- scientific article; zbMATH DE number 846911 (Why is no real title available?)
- scientific article; zbMATH DE number 3239078 (Why is no real title available?)
- A Diffusion Approximation for the G/GI/n/m Queue
- A heavy-traffic expansion for asymptotic decay rates of tail probabilities in multichannel queues
- Approximating a Point Process by a Renewal Process, I: Two Basic Methods
- Comparing counting processes and queues
- Control and recovery from rare congestion events in a large multi-server system
- Departures from a Queue with Many Busy Servers
- Engineering solution of a basic call-center model
- Estimation for queues from queue length data
- Fitting birth-and-death queueing models to data
- Fundamental operational laws of computer system performance
- Heavy-Traffic Limits for Queues with Many Exponential Servers
- Heavy-traffic asymptotic expansions for the asymptotic decay rates in theBMAP/G/1 queue
- Heavy-traffic limits for queues with periodic arrival processes
- Limit theorems for random walks, birth and death processes, and diffusion processes
- Limiting diffusion approximations for the many server queue and the repairman problem
- MEAN VARIANCE AND SKEWNESS OF THE FIRST PASSAGE TIME FOR THE ORNSTEIN-UHLENBECK PROCESS
- Martingale proofs of many-server heavy-traffic limits for Markovian queues
- Maximum likelihood estimation in the birth-and-death process
- Modelling nationwide hospital length of stay: opening the black box
- Multiple channel queues in heavy traffic. I
- Multiple channel queues in heavy traffic. II: sequences, networks, and batches
- On patient flow in hospitals: a data-based queueing-science perspective
- On the heavy-traffic limit theorem for GI/G/∞ queues
- On the tails of waiting-time distributions
- Parameter estimation in stochastic grey-box models.
- Planning Queueing Simulations
- Practical grey-box process identification. Theory and applications
- Problems of Statistical Inference for Birth and Death Queuing Models
- Sample-path analysis of queueing systems
- Some mean first-passage time approximations for the Ornstein-Uhlenbeck process
- Some results on regular variation for distributions in queueing and fluctuation theory
- Statistical Analysis of a Telephone Call Center
- Stochastic-Process Limits
- The Physics of the Mt/G/∞ Queue
- The multiclass GI/PH/N queue in the Halfin-Whitt regime
- The steady-state distribution of the $M_t / M / \infty$ queue with a sinusoidal arrival rate function
- Two-parameter heavy-traffic limits for infinite-server queues
- Two-parameter heavy-traffic limits for infinite-server queues with dependent service times
- Understanding the Efficiency of Multi-Server Service Systems
- Untold Horrors of the Waiting Room: What the Equilibrium Distribution Will Never Tell About the Queue-Length Process
- Waiting-time tail probabilities in queues with long-tail service-time distributions
Cited in
(8)- Heavy-traffic limits for queues with periodic arrival processes
- A survey of parameter and state estimation in queues
- Inhomogeneous CTMC birth-and-death models solved by uniformization with steady-state detection
- Using a birth-and-death process to estimate the steady-state distribution of a periodic queue
- Fitting birth-and-death queueing models to data
- On limiting characteristics for a non-stationary two-processor heterogeneous system
- Fourier trajectory analysis for system discrimination
- Heavy-traffic fluid limits for periodic infinite-server queues
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