Article ID: | iaor201678 |
Volume: | 62 |
Issue: | 8 |
Start Page Number: | 664 |
End Page Number: | 685 |
Publication Date: | Dec 2015 |
Journal: | Naval Research Logistics (NRL) |
Authors: | Whitt Ward, Dong James |
Keywords: | markov processes, simulation, statistics: distributions |
If the number of customers in a queueing system as a function of time has a proper limiting steady‐state distribution, then that steady‐state distribution can be estimated from system data by fitting a general stationary birth‐and‐death (BD) process model to the data and solving for its steady‐state distribution using the familiar local‐balance steady‐state equation for BD processes, even if the actual process is not a BD process. We show that this indirect way to estimate the steady‐state distribution can be effective for periodic queues, because the fitted birth and death rates often have special structure allowing them to be estimated efficiently by fitting parametric functions with only a few parameters, for example, 2. We focus on the multiserver M