莱维驱动存储系统中根据离散工作量观测结果进行输入估算

IF 0.9 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters Pub Date : 2024-08-24 DOI:10.1016/j.spl.2024.110250

Dennis Nieman , Michel Mandjes , Liron Ravner

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引用次数: 0

摘要

我们的目标是从等距工作负载观测样本中估算莱维驱动存储系统输入的特征指数。估算器依靠的是与指数分布采样时间内工作量的拉普拉斯-斯蒂尔杰斯变换相关的近似矩方程。对于任何观测网格，估计器都是点式一致的。此外，对于一类输入过程，高频率采样方案会产生渐近正态的估计误差。我们提出了一种能更有效地利用可用信息的重新采样方案，并通过模拟实验对其进行了评估。

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Input estimation from discrete workload observations in a Lévy-driven storage system

Our goal is to estimate the characteristic exponent of the input to a Lévy-driven storage system from a sample of equispaced workload observations. The estimator relies on an approximate moment equation associated with the Laplace-Stieltjes transform of the workload at exponentially distributed sampling times. The estimator is pointwise consistent for any observation grid. Moreover, a high frequency sampling scheme yields asymptotically normal estimation errors for a class of input processes. A resampling scheme that uses the available information in a more efficient manner is suggested and assessed via simulation experiments.

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来源期刊

Statistics & Probability Letters 数学-统计学与概率论

CiteScore

1.60

自引率

0.00%

发文量

173

审稿时长

6 months

期刊介绍： Statistics & Probability Letters adopts a novel and highly innovative approach to the publication of research findings in statistics and probability. It features concise articles, rapid publication and broad coverage of the statistics and probability literature. Statistics & Probability Letters is a refereed journal. Articles will be limited to six journal pages (13 double-space typed pages) including references and figures. Apart from the six-page limitation, originality, quality and clarity will be the criteria for choosing the material to be published in Statistics & Probability Letters. Every attempt will be made to provide the first review of a submitted manuscript within three months of submission. The proliferation of literature and long publication delays have made it difficult for researchers and practitioners to keep up with new developments outside of, or even within, their specialization. The aim of Statistics & Probability Letters is to help to alleviate this problem. Concise communications (letters) allow readers to quickly and easily digest large amounts of material and to stay up-to-date with developments in all areas of statistics and probability. The mainstream of Letters will focus on new statistical methods, theoretical results, and innovative applications of statistics and probability to other scientific disciplines. Key results and central ideas must be presented in a clear and concise manner. These results may be part of a larger study that the author will submit at a later time as a full length paper to SPL or to another journal. Theory and methodology may be published with proofs omitted, or only sketched, but only if sufficient support material is provided so that the findings can be verified. Empirical and computational results that are of significant value will be published.