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

  1. Rodrigo Fernández, Antonio
  2. Vázquez Furelos, Mercedes
  3. Falin, G.I.
Revista:
Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales

ISSN: 2255-5471

Ano de publicación: 1996

Número: 10

Tipo: Documento de traballo

Outras publicacións en: Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales

Resumo

In this article we obtain an explicit expression for the asymptotic variance of an integral estimator of the retrial parameter in the M/G/1 retrial queue. This expression is obtained by solving some linear differential equations and it depends on the factorial moments of the stochastic process (M(t),N(t)) where M(t) is the total number of arrivals from the last departure until time t and N(t) is the number of customers in orbit at time t.