Large sample inference from G/G/1 retrial queues

We consider a general G/G/1 retrial queue where retrials can be non Markovian. We obtain asymptotically Gaussian consistent estimators for an unknown k-dimensional parameter assuming that the distribution functions of the variables involved are known. We consider distinct levels of information which...

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Detalles Bibliográficos
Autor: Rodrigo Fernández, Antonio
Tipo de recurso: informe técnico
Fecha de publicación:1994
País:España
Institución:Universidad Complutense de Madrid (UCM)
Repositorio:Docta Complutense
Idioma:inglés
OAI Identifier:oai:docta.ucm.es:20.500.14352/64105
Acceso en línea:https://hdl.handle.net/20.500.14352/64105
Access Level:acceso abierto
Palabra clave:G/G/1 retrial queue
Maximun likelihood estimation
General retrials
Matemáticas (Matemáticas)
12 Matemáticas
Descripción
Sumario:We consider a general G/G/1 retrial queue where retrials can be non Markovian. We obtain asymptotically Gaussian consistent estimators for an unknown k-dimensional parameter assuming that the distribution functions of the variables involved are known. We consider distinct levels of information which can be interpreted as different disciplines of service. We analyze the problem of impatient customers in a G/G/1 queue as a particular case. We also give some explicit estimators for Markovian queues.