Kernel Density Estimation for Interdeparture Time of GI/G/1 Queues | Science Publications

Journal of Mathematics and Statistics

Hsing Luh¹  Berlin Wu¹ 

关键词: Strong Mixing;    Density Estimators;    Kernel;    Bandwidth;    GI/G/1;    Departure Processes;    Bandwith;    G1/G1;   

DOI  :  10.3844/jmssp.2005.35.39

学科分类：社会科学、人文和艺术（综合）

来源: Science Publications

【 摘 要 】

The departure process of a single queue has been studied since the 1960s. Due to itsinherent complexity, closed form solutions for the distribution of the departure process are nearlyintractable. In this study, kernel type estimators of the density of interdeparture time in a GI/G/1queue are studied. Uniform strong consistency of the estimators in a GI/G/1 queue and their rates ofconvergence are obtained. The stochastic processes are shown to satisfy the strong mixing conditionwith random instants of sampling. With the analysis presented, we provide a novel analytic tool forstudying the departure process in a general queueing model.

【 授权许可】

Unknown