Prediction in Markovian bulk arrival queues

被引:31
作者
Armero, C [1 ]
Conesa, D [1 ]
机构
[1] Univ Valencia, Dept Stat & Operat Res, E-46100 Burjassot, Spain
关键词
Bayesian inference; empirical Bayes methods; hierarchical Bayesian models; M-X/M/1; queues; measures of performance; numerical inversion of transforms;
D O I
10.1023/A:1019121506451
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
This paper deals with the statistical analysis of bulk arrival queues from a Bayesian point of view. The focus is on prediction of the usual measures of performance of the system in equilibrium. Posterior predictive distribution of the number of customers in the system is obtained through its probability generating function. Posterior distribution of the waiting time, in the queue and in the system, of the first customer of an arriving group is expressed in terms of their Laplace and Laplace-Stieltjes transform. Discussion of numerical inversion of these transforms is addressed.
引用
收藏
页码:327 / 350
页数:24
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