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Simple and Yet Efficient Estimators for Markovian Multiserver Queues

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  • Emilio Suyama
  • Roberto C. Quinino
  • Frederico R. B. Cruz

Abstract

Estimators for the parameters of the Markovian multiserver queues are presented, from samples that are the number of clients in the system at arbitrary points and their sojourn times. As estimation in queues is a recognizably difficult inferential problem, this study focuses on the estimators for the arrival rate, the service rate, and the ratio of these two rates, which is known as the traffic intensity. Simulations are performed to verify the quality of the estimations for sample sizes up to 400. This research also relates notable new insights, for example, that the maximum likelihood estimator for the traffic intensity is equivalent to its moment estimator. Some limitations of the results are presented along with a detailed numerical example and topics for future developments in this research area.

Suggested Citation

  • Emilio Suyama & Roberto C. Quinino & Frederico R. B. Cruz, 2018. "Simple and Yet Efficient Estimators for Markovian Multiserver Queues," Mathematical Problems in Engineering, Hindawi, vol. 2018, pages 1-7, December.
    • Handle: RePEc:hin:jnlmpe:3280846
    DOI: 10.1155/2018/3280846
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    Cited by:

    1. Arpita Basak & Amit Choudhury, 2024. "Bayesian estimation of finite buffer size in single server Markovian queuing system," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 15(6), pages 2366-2373, June.

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