MCMC based modelling of queuing systems from empirical data
Articles
Mantas Landauskas
Kaunas University of Technology
Eimutis Valakevičius
Kaunas University of Technology
Published 2011-12-15
https://doi.org/10.15388/LMR.2011.mt07
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Keywords

Markov chain Monte Carlo
the kernel density estimate
queuing system

How to Cite

Landauskas M. and Valakevičius E. (2011) “MCMC based modelling of queuing systems from empirical data”, Lietuvos matematikos rinkinys, 52(proc. LMS), pp. 214–219. doi: 10.15388/LMR.2011.mt07.

Abstract

Markov chain Monte Carlo (MCMC) modelling technique requires one to be able to construct a proposal density. There is no universal way to achieve this. This paper considers the universal proposal selection technique based on the kernel density estimate. Two channel queuing system with a priority was modelled using this technique. Empirical data (the observed service times) and the rates of arrival processes are all the information
used for simulating the system.

 

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