Analysis of a non-Markovian queueing model: ...
Type de document :
Article dans une revue scientifique: Article original
DOI :
URL permanente :
Titre :
Analysis of a non-Markovian queueing model: Bayesian statistics and MCMC methods
Auteur(s) :
Braham, Hayette [Auteur]
Berdjoudj, Louiza [Auteur]
Boualem, Mohamed [Auteur]
Unité de recherche Laboratoire de Modélisation et Optimisation des Systèmes [Université de Béjaïa] [Unité de recherche LaMOS = Research unit LaMOS]
Rahmania, Nadji [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Berdjoudj, Louiza [Auteur]
Boualem, Mohamed [Auteur]
Unité de recherche Laboratoire de Modélisation et Optimisation des Systèmes [Université de Béjaïa] [Unité de recherche LaMOS = Research unit LaMOS]
Rahmania, Nadji [Auteur]

Laboratoire Paul Painlevé - UMR 8524 [LPP]
Titre de la revue :
Monte Carlo Methods and Applications
Pagination :
147-154
Éditeur :
De Gruyter
Date de publication :
2019-06-01
ISSN :
0929-9629
Discipline(s) HAL :
Mathématiques [math]
Résumé en anglais : [en]
Abstract The stationary distribution is the key of any queueing system; its determination is sufficient to infer the corresponding characteristics. This paper deals with the Er / M / 1 {\mathrm{Er}/M/1} queue. Bayesian ...
Lire la suite >Abstract The stationary distribution is the key of any queueing system; its determination is sufficient to infer the corresponding characteristics. This paper deals with the Er / M / 1 {\mathrm{Er}/M/1} queue. Bayesian inference is developed to estimate the system parameters, specially the root of the relative equation which allows the determination of the stationary distribution. A numerical study is performed with MCMC methods to support the results, and a comparison with another existing method in the literature (moments method) is provided.Lire moins >
Lire la suite >Abstract The stationary distribution is the key of any queueing system; its determination is sufficient to infer the corresponding characteristics. This paper deals with the Er / M / 1 {\mathrm{Er}/M/1} queue. Bayesian inference is developed to estimate the system parameters, specially the root of the relative equation which allows the determination of the stationary distribution. A numerical study is performed with MCMC methods to support the results, and a comparison with another existing method in the literature (moments method) is provided.Lire moins >
Langue :
Anglais
Comité de lecture :
Oui
Audience :
Internationale
Vulgarisation :
Non
Collections :
Source :
Date de dépôt :
2025-01-24T14:44:00Z