Prediction in Markovian bulk arrival queues

Citation
C. Armero et D. Conesa, Prediction in Markovian bulk arrival queues, QUEUEING S, 34(1-4), 2000, pp. 327-350
Citations number
46
Categorie Soggetti
Engineering Mathematics
Journal title
QUEUEING SYSTEMS
ISSN journal
02570130 → ACNP
Volume
34
Issue
1-4
Year of publication
2000
Pages
327 - 350
Database
ISI
SICI code
0257-0130(2000)34:1-4<327:PIMBAQ>2.0.ZU;2-R
Abstract
This paper deals with the statistical analysis of bulk arrival queues from a Bayesian point of view. The focus is on prediction of the usual measures of performance of the system in equilibrium. Posterior predictive distribut ion of the number of customers in the system is obtained through its probab ility generating function. Posterior distribution of the waiting time, in t he queue and in the system, of the first customer of an arriving group is e xpressed in terms of their Laplace and Laplace-Stieltjes transform. Discuss ion of numerical inversion of these transforms is addressed.