Accession Number : AD0715657

Title :   The Statistical Analysis of Semi-Markov Processes with Applications to Queuing Problems.

Descriptive Note : Doctoral thesis,

Corporate Author : GEORGE WASHINGTON UNIV WASHINGTON D C PROGRAM IN LOGISTICS

Personal Author(s) : Goyal,Tarsaim Lal

Report Date : 30 SEP 1970

Pagination or Media Count : 141

Abstract : Maximum-likelihood estimators and maximum-likelihood ratio tests are derived for the parameters of a semi-Markov process. The methods presented in the paper are essentially extensions of Billingsley's methods for Markov chains and Markov processes. The results obtained are applied to a semi-Markov process representing certain state-dependent queuing models. Confidence intervals are derived for single channel queues with Erlangian interarrival times and state-dependent Erlang service times in view of the possible use of this model to approximate arbitrary GI/G/1-like models in a manner similar to that suggested for GI/G/1 by Kotiah, Thompson and Waugh. Computational difficulties in computing simultaneous confidence intervals are indicated. (Author)

Descriptors :   (*QUEUEING THEORY, STOCHASTIC PROCESSES), MATHEMATICAL PREDICTION, PROBABILITY, STATISTICAL ANALYSIS, MATHEMATICAL MODELS, RELIABILITY, THESES

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE