非对称核方法在 PH/M/1 排队系统强稳定性研究中的应用

IF 0.8 Q3 STATISTICS & PROBABILITY
Yasmina Djabali, Sedda Hakmi, Nabil Zougab, D. Aïssani
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引用次数: 0

摘要

摘要本文提出了非参数非对称核方法,用于研究PH/M/1排队系统的强稳定性,在到达分布扰动后评价复杂GI/M/1系统的接近性,其中GI是一个未知的一般分布。广义伽玛核(GG)类由于其几个有趣的性质和灵活性而被考虑。通过计算变异距离和稳定性误差,对多个模型进行了仿真,验证了GG非对称核估计在PH/M/1强稳定性研究中的性能。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Asymmetric kernel method in the study of strong stability of the PH/M/1 queuing system
Abstract This paper proposes the nonparametric asymmetric kernel method in the study of strong stability of the PH/M/1 queuing system, after perturbation of arrival distribution to evaluate the proximity of the complex GI/M/1 system, where GI is a unknown general distribution. The class of generalized gamma (GG) kernels is considered because of its several interesting properties and flexibility. A simulation for several models illustrates the performance of the GG asymmetric kernel estimators in the study of strong stability of the PH/M/1, by computing the variation distance and the stability error.
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来源期刊
Monte Carlo Methods and Applications
Monte Carlo Methods and Applications STATISTICS & PROBABILITY-
CiteScore
1.20
自引率
22.20%
发文量
31
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