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: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2011-12-01
|
| 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.
|
|---|---|
| ISSN: | 0132-2818 2335-898X |