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Estimation for a class of simple queueing networks

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Abstract

Maximum likelihood estimators of the parameters of an open Jackson network are derived, and their joint asymptotic normality is established. The problem of estimation for tandem queues is discussed as a special case of the Jackson system. These results are valid when the system is not necessarily in equilibrium.

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References

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    I.V. Basawa and N.U. Prabhu, Estimation in single server queues, Nav. Res. Logist. Quart. 28 (1981) 475–487.

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    I.V. Basawa and N.U. Prabhu, Large sample inference from single server queues, Queueing Systems 3 (1988) 289–304.

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    U.N. Bhat and S.S. Rao, Statistical analysis of queueing systems, Queueing Systems 1 (1987) 217–247.

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    J.R. Jackson, Networks of waiting lines, Oper. Res. 5 (1957) 518–521.

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    R.J. Serfling,Approximation Theorems of Mathematical Statistics (Wiley, New York, 1980).

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Thiruvaiyaru, D., Basawa, I.V. & Bhat, U.N. Estimation for a class of simple queueing networks. Queueing Syst 9, 301–312 (1991). https://doi.org/10.1007/BF01158468

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Keywords

  • Jackson networks
  • maximum likelihood estimators
  • asymptotic distributions