The covariance structure of queues and related processes – a survey of recent work

DOI10.2307/1426082MaRDI QIDQ4119933zbMATH OpenOpenAlexFDO

Authors John F. Reynolds

Publication date 1975

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1426082

Mathematics Subject Classification ID

Point estimation (62F10) Inference from stochastic processes (62M99) Queueing theory (aspects of probability theory) (60K25) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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(16)

• Optimal design of measurements on queueing systems
• The asymptotic variance rate of the output process of finite capacity birth-death queues
• Simulation-based computation of the workload correlation function in a Lévy-driven queue
• Means and variances of time averages in Markovian environments
• Long range dependence of point processes, with queueing examples
• scientific article; zbMATH DE number 7344198 (Why is no real title available?)
• Departures in \(GR^{X_ n}/ G_ n/ \infty\)
• Statistical analysis of queueing systems
• ML and UMVU estimation in the \(\mathrm{M}/\mathrm{D}/1\) queuing system
• First order autoregressive Markov processes
• A survey of parameter and state estimation in queues
• WARM-UP PERIODS IN SIMULATION CAN BE DETRIMENTAL
• On the Correlation Structure of a Lévy-Driven Queue
• Autocorrelations in infinite server batch arrival queues
• Evaluating mean sojourn time estimates for the \(M/M/1\) queue
• Open problems in Gaussian fluid queueing theory

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