Publication: An approximation to the variance of an integral estimator of the retrial parameter in the M/G/1 retrial queue
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1996
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Facultad de Ciencias Económicas y Empresariales. Decanato
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Abstract
En este artículo se obtiene una expresión explicita de la varianza asintótica de un estimador integral del parámetro de reintento en un sistema de colas M/G/1 con reintentos. Dicha expresión se obtiene resolviendo ciertas ecuaciones diferenciales y depende de los momentos factoriales del proceso (M(t),N(t)), donde M(t) es el número total de llegadas desde que se produce la última salida hasta el instante t y N(t) el número de individuos en órbita en el instante t.
In this article we obtain an explicit expression for the asymptotic variance of an integral estimator of the retrial parameter in the M/G/1 retrial queue. This expression is obtained by solving some linear differential equations and it depends on the factorial moments of the stochastic process (M(t),N(t)) where M(t) is the total number of arrivals from the last departure until time t and N(t) is the number of customers in orbit at time t.
In this article we obtain an explicit expression for the asymptotic variance of an integral estimator of the retrial parameter in the M/G/1 retrial queue. This expression is obtained by solving some linear differential equations and it depends on the factorial moments of the stochastic process (M(t),N(t)) where M(t) is the total number of arrivals from the last departure until time t and N(t) is the number of customers in orbit at time t.
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