MCMC based modelling of queuing systems from empirical data
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 wa...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Vilnius University Press
2011-12-01
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Series: | Lietuvos Matematikos Rinkinys |
Subjects: | |
Online Access: | https://www.journals.vu.lt/LMR/article/view/15426 |
Summary: | 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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ISSN: | 0132-2818 2335-898X |