Transient Behavior of Fractional Queues and Related Processes

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)
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024 7 0 |a 10.1007/s11009-013-9391-2  |2 doi 
035 |a (NATIONALLICENCE)springer-10.1007/s11009-013-9391-2 
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 
898 |a BK010053  |b XK010053  |c XK010000 
900 7 |a Metadata rights reserved  |b Springer special CC-BY-NC licence  |2 nationallicence 
908 |D 1  |a research-article  |2 jats 
949 |B NATIONALLICENCE  |F NATIONALLICENCE  |b NL-springer 
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