DocumentCode
2998472
Title
Nonparametric estimation of the stationary M/G/1 workload distribution function
Author
Hansen, Martin B.
Author_Institution
Dept. of Math. Sci., Aalborg Univ., Denmark
fYear
2005
fDate
4-7 Dec. 2005
Abstract
In this paper, it is demonstrated how a nonparametric estimator of the stationary workload distribution function of the M/G/1-queue can be obtained by systematic sampling the workload process. Weak convergence results and bootstrap methods for empirical distribution functions for stationary associated sequences are used to derive asymptotic results and bootstrap methods for inference about the workload distribution function. The potential of the method is illustrated by a simulation study of the M/D/1 model.
Keywords
estimation theory; nonparametric statistics; queueing theory; sampling methods; statistical distributions; M/D/1 model; M/G/1-queue; asymptotic results; bootstrap method; empirical distribution functions; nonparametric estimation; stationary associated sequences; stationary workload distribution function; systematic sampling; workload process; Convergence; Convolution; Distribution functions; Equations; Fourier transforms; Random variables; Sampling methods; Stability; Testing; Tin;
fLanguage
English
Publisher
ieee
Conference_Titel
Simulation Conference, 2005 Proceedings of the Winter
Print_ISBN
0-7803-9519-0
Type
conf
DOI
10.1109/WSC.2005.1574334
Filename
1574334
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