Work

The $M/G/\infty$ estimation problem revisited

Year: 2018

Type: article

Abstract: The subject of this paper is the $M/G/\infty$ estimation problem: the goal is to estimate the service time distribution $G$ of the $M/G/\infty$ queue from the arrival–departure observations without identification of customers. We develop estimators of $G$ and derive exact non-asymptotic expressions for their mean squared errors. The problem of estimating the service time expectation is addressed as well. We present some numerical results on comparison of different estimators of the service time distribution.

Source: Bernoulli

DOI: 10.3150/17-bej936

Author: Alexander Goldenshluger

Institution: University of Haifa

Language: English

Topic: Advanced Queuing Theory Analysis

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: bronze

Funder: Israel Science Foundation

Award: G1784138489