A Simulation Study of a Class of First-Come First-Served Queues with EARMA Correlation Structure.

Abstract

The object of this thesis is to examine, via simulation, the properties of a class of single-server, first-come first-served queues in which the service times and interarrival times, while still marginally exponential, are auto-correlated and cross-correlated. The correlation is introduced by letting the service and interarrival sequences by EARMA-type processes, where EARMA stands for exponential autoregressive, moving average sequence. An extension of these ideas brings in the cross-correlation. The waiting times in the dependent queue are compared to the waiting times (with known distribution) in the independent M/M/1 queue using data analytic and formal statistical methods. Variance reduction techniques are also studied; these use distributionally known aspects of the M/M/1 queue (simulated with the same exponential sequences as the dependent queue) to control the unknown aspects of the dependent queue. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1978
Accession Number
ADA062165

Entities

People

  • Prasert Boonsong

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Computers
  • Cross Correlation
  • Data Analysis
  • Data Mining
  • Data Science
  • Equations
  • Information Science
  • New York
  • Operating Systems
  • Operations Research
  • Probability
  • Random Variables
  • Schools
  • Simulations
  • Statistical Analysis
  • Statistics
  • Steady State

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Statistical inference.