Nonparametric estimation of service time characteristics in infinite-server queues with nonstationary Poisson input
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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.
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Cited in
(15)- Regression estimates of inputs to an M(t)/G/\(\infty\) service system
- 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
- Nonparametric inference for stochastic feedforward networks based on cross-spectral analysis of point processes
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- Nonparametric estimation of the service time distribution in the \(\mathrm{M}/\mathrm{G}/\infty\) queue
- Nonparametric inference for queueing networks of \(\mathrm{Geom}^{X}/\mathrm{G}/\infty\) queues in discrete time
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- scientific article; zbMATH DE number 4082738 (Why is no real title available?)
- Nonparametric Inference About Service Time Distribution from Indirect Measurements
- Nonparametric estimation of the service time distribution in the discrete-time GI/G/\(\infty\) queue with partial information
- Nonparametric estimation for multi-server queues based on the number of clients in the system
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- Adaptive minimax estimation of service time distribution in the M_t/G/ queue from departure data
- Nonparametric estimation of the job-size distribution for an M/G/1 queue with Poisson sampling
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