Prediction in Markovian bulk arrival queues

Authors:
Carmen Armero;David Conesa
Affiliations:
Department of Statistics and Operations Research, Universitat de Valencia, Dr. Moliner 50, 46100 Burjassot, Spain, E-mail: Carmen.Armero@uv.es;Department of Statistics and Operations Research, Universitat de Valencia, Dr. Moliner 50, 46100 Burjassot, Spain, E-mail: Carmen.Armero@uv.es
Venue:
Queueing Systems: Theory and Applications
Year:
1999

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Abstract

This paper deals with the statistical analysis of bulk arrival queues from a Bayesian point of view. The focus is on prediction of the usual measures of performance of the system in equilibrium. Posterior predictive distribution of the number of customers in the system is obtained through its probability generating function. Posterior distribution of the waiting time, in the queue and in the system, of the first customer of an arriving group is expressed in terms of their Laplace and Laplace–Stieltjes transform. Discussion of numerical inversion of these transforms is addressed.