Ross, Joshua V., Taimre, T. and Pollett, P. K.. (2007) Estimation for queues from queue length data. Queueing Systems, Vol.55 (No.2). pp. 131-138. ISSN 0257-0130

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Abstract

We consider the estimation of arrival and service rates for queues based on queue length data collected at successive, not necessarily equally spaced, time points. In particular, we consider the M/M/c queue, for c large, but application of the method to the repairman problem is almost identical, and the general approach presented should extend to other queue types. The estimation procedure makes use of an Ornstein-Uhlenbeck diffusion approximation to the Markov process description of the queue. We demonstrate the approach through simulation studies and discuss situations in which the approximation works best.

Item Type:	Journal Article
Subjects:	Q Science > QA Mathematics > QA76 Electronic computers. Computer science. Computer software H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions:	Faculty of Science > Mathematics
Journal or Publication Title:	Queueing Systems
Publisher:	Spring New York LLC
ISSN:	0257-0130
Official Date:	February 2007
Volume:	Vol.55
Number:	No.2
Number of Pages:	8
Page Range:	pp. 131-138
Identification Number:	10.1007/s11134-006-9009-2
Status:	Peer Reviewed
Publication Status:	Published
Access rights to Published version:	Restricted or Subscription Access
URI:	http://wrap.warwick.ac.uk/id/eprint/32009

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