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Estimation of the Large Deviations Parameter for a Single-Channel Queuing System with Regenerative Input Flow
Moscow University Mathematics Bulletin ( IF 0.2 ) Pub Date : 2019-08-31 , DOI: 10.3103/s0027132219040028
G. A. Krylova

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.

中文翻译:

具有再生输入流的单通道排队系统大偏差参数的估计

考虑具有再生输入流的单通道排队系统。假设满足稳定性条件。提出了等待时间偏差较大的参数的统计估计量。证明了其一致性和渐近正态性,构造了大偏差参数的渐近置信区间。
更新日期:2019-08-31
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