Analysis of a non-Markovian queueing model: Bayesian statistics and MCMC methods - Archive ouverte HAL
Journal Articles Monte Carlo Methods and Applications Year : 2019

Analysis of a non-Markovian queueing model: Bayesian statistics and MCMC methods

Hayette Braham
Louiza Berdjoudj
Nadji Rahmania
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Abstract

Abstract The stationary distribution is the key of any queueing system; its determination is sufficient to infer the corresponding characteristics. This paper deals with the Er / M / 1 {\mathrm{Er}/M/1} queue. Bayesian inference is developed to estimate the system parameters, specially the root of the relative equation which allows the determination of the stationary distribution. A numerical study is performed with MCMC methods to support the results, and a comparison with another existing method in the literature (moments method) is provided.
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Dates and versions

hal-04365036 , version 1 (27-12-2023)

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Hayette Braham, Louiza Berdjoudj, Mohamed Boualem, Nadji Rahmania. Analysis of a non-Markovian queueing model: Bayesian statistics and MCMC methods. Monte Carlo Methods and Applications, 2019, 25 (2), pp.147-154. ⟨10.1515/mcma-2019-2035⟩. ⟨hal-04365036⟩
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