Large sample Bayesian analysis for geo/G/1 discrete-time queueing models

• 成果类型: Article
• 署名作者: Conti, PL
• 署名单位: University of Bologna; Duke University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1017939239
• 发表日期: 1999
• 页码: 1785-1807
• 关键词: stationary waiting time; nonparametric-estimation; gi/g/1 queue

摘要

In this paper, a nonparametric Bayesian analysis of queueing models with geometric input and general service time is performed. In particular, statistical inference for the probability generating function (p.g.f.) of the equilibrium waiting time distribution is considered. The consistency of the posterior distribution for such a p.g.f., as well as the weak convergence to a Gaussian process of a suitable rescaling, are proved. As by-products, results on statistical inference for queueing characteristics are also obtained. Finally, the problem of estimating the probability of a long delay is considered.