Nonparametric Estimation of Service Time Characteristics in Infinite-Server Queues with Nonstationary Poisson Input

DOI10.1287/STSY.2018.0026zbMATH Open1446.60067arXiv1805.10353OpenAlexW2966182454WikidataQ127408676 ScholiaQ127408676MaRDI QIDQ5113897FDOQ5113897

Alexander Goldenshluger, D. T. Koops

Publication date: 18 June 2020

Published in: Stochastic Systems (Search for Journal in Brave)

Abstract: This paper provides a mathematical framework for estimation of the service time distribution and the expected service time of an infinite-server queueing system with a nonhomogeneous Poisson arrival process, in the case of partial information, where only the number of busy servers are observed over time. The problem is reduced to a statistical deconvolution problem, which is solved by using Laplace transform techniques and kernels for regularization. Upper bounds on the mean squared error of the proposed estimators are derived. Some concrete simulation experiments are performed to illustrate how the method can be applied and to provide some insight in the practical performance.

Full work available at URL: https://arxiv.org/abs/1805.10353

zbMATH Keywords

nonparametric estimationrate of convergencedeconvolutionminimax riskupper bound\(M_t/G/\infty\) queue

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

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Cited In (4)

• Dispersal density estimation across scales
• Estimation of the characteristics of a Poisson stream of queries from observations of the occupation period for an M/G/\(\infty\) system with an exponential job queue decay
• Adaptive minimax estimation of service time distribution in the \(M_t/G/\infty\) queue from departure data
• A survey of parameter and state estimation in queues

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