Exploiting Partial Information in Queueing Systems

@article{Mas1995, abstract = {We often try to draw inferences from partial observations of queueing systems in real-life situations. For example, if we observe many customer arrivals, we may presume that the system is crowded and many customers are served. Unfortunately, such an intuitive statement is not necessarily valid. We provide sufficient conditions under which the intuition can be justified, and investigate related properties of queueing systems. We also study a way to exploit the partial information in a quantitative manner for simple queueing systems. One numerical result is rather counterintuitive. Specifically, the number of customers in the system at time t given that the cumulative number of departures is a certain constant is not necessarily stochastically increasing in t for a simple M/M/1 system with finite capacity.}, author = {Masuda, Yasushi }, citeulike-article-id = {2853061}, doi = {http://dx.doi.org/10.2307/171876}, journal = {Operations Research}, keywords = {conditional, distribution, likelihood, monotonicity, order, pf2, queue, ratio, stochastic}, number = {3}, pages = {530--536}, posted-at = {2008-05-31 12:43:34}, priority = {0}, publisher = {INFORMS}, title = {Exploiting Partial Information in Queueing Systems}, url = {http://dx.doi.org/10.2307/171876}, volume = {43}, year = {1995} }

TY - JOUR ID - Mas1995 L3 - citeulike-article-id:2853061 TI - Exploiting Partial Information in Queueing Systems JF - Operations Research VL - 43 IS - 3 SP - 530 EP - 536 PB - INFORMS N2 - We often try to draw inferences from partial observations of queueing systems in real-life situations. For example, if we observe many customer arrivals, we may presume that the system is crowded and many customers are served. Unfortunately, such an intuitive statement is not necessarily valid. We provide sufficient conditions under which the intuition can be justified, and investigate related properties of queueing systems. We also study a way to exploit the partial information in a quantitative manner for simple queueing systems. One numerical result is rather counterintuitive. Specifically, the number of customers in the system at time t given that the cumulative number of departures is a certain constant is not necessarily stochastically increasing in t for a simple M/M/1 system with finite capacity. KW - conditional KW - distribution KW - likelihood KW - monotonicity KW - order KW - pf2 KW - queue KW - ratio KW - stochastic AU - Masuda, Yasushi PY - 1995/// UR - http://dx.doi.org/10.2307/171876 ER -