Estimation of retrial rate in a retrial queue

The paper considers estimation of the rate of retrials for an M/M/1 repeated orders queueing system with the help of integral estimators. The main problem is connected with the statistical accuracy of the estimator, i.e. with its variance. The paper derives a simple asymptotic formula for this variance when the interval of observation is long. In connection with this problem the paper introduces a new Markovian description of retrial queues.