Method of Moments for the Estimation of the Probability Density Parameters in Correlated Semi-synchronous Event Flow of the Second Order

被引:0
作者
Nezhelskaya, Lyudmila [1 ]
Tumashkina, Diana [1 ]
机构
[1] Natl Res Tomsk State Univ, 36 Lenin Ave, Tomsk 634050, Russia
来源
DISTRIBUTED COMPUTER AND COMMUNICATION NETWORKS (DCCN 2019) | 2019年 / 1141卷
关键词
Doubly stochastic event flow; Correlated semi-synchronous event flow; Probability density function; Joint probability density function; Estimation of the parameters; Method of moments; OPTIMAL STATE ESTIMATION;
D O I
10.1007/978-3-030-36625-4_27
中图分类号
TN [电子技术、通信技术];
学科分类号
0809 ;
摘要
We consider a correlated semi-synchronous event flow of the second order with two states; it is one of the mathematical models for an incoming stream of claims (events) in modern digital integral servicing networks, telecommunication systems and satellite communication networks. We obtain an explicit form for a probability density of the values of the interval duration between the moments of the events occurrence and an explicit form of the joint probability density of the values of the adjacent intervals durations. We solve the problem of estimating the probability density parameters by the method of moments for general and special cases of setting the flow parameters. The results of statistical experiments performed on a flow simulation model are given.
引用
收藏
页码:338 / 351
页数:14
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