Transient Behavior of Fractional Queues and Related Processes
Gespeichert in:
Verfasser / Beitragende:
[Dexter Cahoy, Federico Polito, Vir Phoha]
Ort, Verlag, Jahr:
2015
Enthalten in:
Methodology and Computing in Applied Probability, 17/3(2015-09-01), 739-759
Format:
Artikel (online)
Online Zugang:
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| 024 | 7 | 0 | |a 10.1007/s11009-013-9391-2 |2 doi |
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| 245 | 0 | 0 | |a Transient Behavior of Fractional Queues and Related Processes |h [Elektronische Daten] |c [Dexter Cahoy, Federico Polito, Vir Phoha] |
| 520 | 3 | |a We propose a generalization of the classical M/M/1 queue process. The resulting model is derived by applying fractional derivative operators to a system of difference-differential equations. This generalization includes both non-Markovian and Markovian properties which naturally provide greater flexibility in modeling real queue systems than its classical counterpart. Algorithms to simulate M/M/1 queue process and the related linear birth-death process are provided. Closed-form expressions of the point and interval estimators of the parameters of the proposed fractional stochastic models are also presented. These methods are necessary to make these models usable in practice. The proposed fractional M/M/1 queue model and the statistical methods are illustrated using financial data. | |
| 540 | |a Springer Science+Business Media New York, 2013 | ||
| 690 | 7 | |a Transient analysis |2 nationallicence | |
| 690 | 7 | |a Fractional M/M/1 queue |2 nationallicence | |
| 690 | 7 | |a Mittag-Leffler function |2 nationallicence | |
| 690 | 7 | |a Fractional birth-death process |2 nationallicence | |
| 690 | 7 | |a Parameter estimation |2 nationallicence | |
| 690 | 7 | |a Simulation |2 nationallicence | |
| 700 | 1 | |a Cahoy |D Dexter |u Department of Mathematics and Statistics, College of Engineering and Science, Louisiana Tech University, Ruston, LA, USA |4 aut | |
| 700 | 1 | |a Polito |D Federico |u Department of Mathematics, University of Torino, Torino, Italy |4 aut | |
| 700 | 1 | |a Phoha |D Vir |u Department of Computer Science, College of Engineering and Science, Louisiana Tech University, Ruston, LA, USA |4 aut | |
| 773 | 0 | |t Methodology and Computing in Applied Probability |d Springer US; http://www.springer-ny.com |g 17/3(2015-09-01), 739-759 |x 1387-5841 |q 17:3<739 |1 2015 |2 17 |o 11009 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s11009-013-9391-2 |q text/html |z Onlinezugriff via DOI |
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| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
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| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s11009-013-9391-2 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Cahoy |D Dexter |u Department of Mathematics and Statistics, College of Engineering and Science, Louisiana Tech University, Ruston, LA, USA |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Polito |D Federico |u Department of Mathematics, University of Torino, Torino, Italy |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Phoha |D Vir |u Department of Computer Science, College of Engineering and Science, Louisiana Tech University, Ruston, LA, USA |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Methodology and Computing in Applied Probability |d Springer US; http://www.springer-ny.com |g 17/3(2015-09-01), 739-759 |x 1387-5841 |q 17:3<739 |1 2015 |2 17 |o 11009 | ||