We solve the estimation problem of the probability density parameters of the inter-event interval duration in a synchronous generalized flow of the second order, which can be used as a powerful mathematical model for the arrival processes in queuing systems and networks. The explicit form of the parameter estimates is determined by the method of moments on the basis of observations of the doubly stochastic flow under the recurrence conditions that are formulated in terms of the joint probability density of the durations of two adjacent inter-event intervals. The quality of the estimates is established by using the model, reproducing the flow behavior under conditions of complete observability.
Distribution Parameters Estimation in Recurrent Synchronous Generalized Doubly Stochastic Flow of the Second Order
Pagano M.;
2019-01-01
Abstract
We solve the estimation problem of the probability density parameters of the inter-event interval duration in a synchronous generalized flow of the second order, which can be used as a powerful mathematical model for the arrival processes in queuing systems and networks. The explicit form of the parameter estimates is determined by the method of moments on the basis of observations of the doubly stochastic flow under the recurrence conditions that are formulated in terms of the joint probability density of the durations of two adjacent inter-event intervals. The quality of the estimates is established by using the model, reproducing the flow behavior under conditions of complete observability.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
