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Estimation of the Large Deviations Parameter for a Single-Channel Queuing System with Regenerative Input Flow

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Abstract

A single-channel queuing system with regenerative input flow is considered. It is assumed that the stability condition is fulfilled. A statistical estimator of the parameter of large deviations of waiting time is proposed. Its consistency and asymptotic normality are proved, the asymptotic confidence interval for the parameter of large deviations is constructed.

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Authors and Affiliations

  1. Faculty of Mechanics and Mathematics, Moscow State University, Leninskie Gory, Moscow, 119991, Russia

    G. A. Krylova

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  1. G. A. Krylova
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Correspondence to G. A. Krylova.

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Russian Text © The Author(s). 2019. published in Vestnik Moskovskogo Universiteta, Matematika, Mekhanika. 2019. Vol. 74, No. 4, pp. 9–14.

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Krylova, G.A. Estimation of the Large Deviations Parameter for a Single-Channel Queuing System with Regenerative Input Flow. Moscow Univ. Math. Bull. 74, 141–146 (2019). https://doi.org/10.3103/S0027132219040028

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