Analysis of a non-Markovian queueing model: ...
Document type :
Compte-rendu et recension critique d'ouvrage
DOI :
Title :
Analysis of a non-Markovian queueing model: Bayesian statistics and MCMC methods
Author(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]
Journal title :
Monte Carlo Methods and Applications
Pages :
147-154
Publisher :
De Gruyter
Publication date :
2019-06-01
ISSN :
0929-9629
HAL domain(s) :
Mathématiques [math]
English abstract : [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 ...
Show more >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.Show less >
Show more >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.Show less >
Language :
Anglais
Popular science :
Non
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