Nonparametric inference from the M/G/1 workload

Martin B. Hansen; Susan M. Pitts

doi:10.3150/bj/1155735934

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Home > Journals > Bernoulli > Volume 12 > Issue 4 > Article

aug 2006 Nonparametric inference from the M/G/1 workload

Martin B. Hansen, Susan M. Pitts

Author Affiliations +

Martin B. Hansen,¹ Susan M. Pitts²
¹Department of Mathematical Sciences, Aalborg University
²Statistical Laboratory, Centre for Mathematical Sciences

Bernoulli 12(4): 737-759 (aug 2006). DOI: 10.3150/bj/1155735934

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Abstract

Consider an M/G/1 queue with unknown service-time distribution and unknown traffic intensity ρ. Given systematically sampled observations of the workload, we construct estimators of ρ and of the service-time distribution function, and we study asymptotic properties of these estimators.

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Martin B. Hansen. Susan M. Pitts. "Nonparametric inference from the M/G/1 workload." Bernoulli 12 (4) 737 - 759, aug 2006. https://doi.org/10.3150/bj/1155735934

Information

Published: aug 2006

First available in Project Euclid: 16 August 2006

zbMATH: 1125.62091

MathSciNet: MR2248235

Digital Object Identifier: 10.3150/bj/1155735934

Keywords: asymptotic normality , Empirical processes , functional central limit theorem , infinite-dimensional delta method , M/G/1 queue , regenerative processes , workload