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An approximation to the variance of an integral estimator of the retrial parameter in the M/G/1 retrial queue

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Abstract

En este artículo se obtiene una expresión explicita de la varianza asintótica de un estimador integral del parámetro de reintento en un sistema de colas M/G/1 con reintentos. Dicha expresión se obtiene resolviendo ciertas ecuaciones diferenciales y depende de los momentos factoriales del proceso (M(t),N(t)), donde M(t) es el número total de llegadas desde que se produce la última salida hasta el instante t y N(t) el número de individuos en órbita en el instante t.

Suggested Citation

  • Antonio Rodrigo Fernández & Mercedes Vázquez Furelos & Guennadi I. Falin, 1996. "An approximation to the variance of an integral estimator of the retrial parameter in the M/G/1 retrial queue," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 96-10, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
    • Handle: RePEc:ucm:doctra:96-10
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