Inferring Finite-Time Performance in the M/G/1 Queueing Model

Abstract

A single server is approached by a stream of Poisson arrivals with known arrival rate. the service times are assumed to be independent identically distributed with unknown distribution. One has available a finite sample fo service times obtained by observing the system. A nonparametric approach is taken towards estimating the expected waiting time encountered by a new arriving customer at a finite time t, EWt both for stable and unstable systems. The estimator uses approximations to EWt and an empirical version of the well known Laplace transform of EWt for the M/G/1 queue. Empirical transform; Laplace transform of the virtual waiting of the M/G/1 queue; Exponential approximation; Brownian motion with drift.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1989
Accession Number
ADA205043

Entities

People

  • Donald P. Gaver
  • P. A. Jacobs

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Availability
  • Brownian Motion
  • Classification
  • Computations
  • Estimators
  • Industrial Engineering
  • Markov Chains
  • Military Research
  • New York
  • Operations Research
  • Probability
  • Random Variables
  • Security
  • Statistical Algorithms
  • Statistical Inference
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Mathematical Modeling and Probability Theory.

Technology Areas

  • AI & ML
  • AI & ML - Bayesian Inference
  • AI & ML - Machine Learning Algorithms