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September 24, 2026
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Nonparametric estimation of the service time distribution in the M/G/∞ queue

Advances in Applied Probability. 2016. Vol. 48. No. 4. P. 1117–1138.
Goldenshluger A.

The subject of this paper is the problem of estimating the service time distribution of the M/G/∞ queue from incomplete data on the queue. The goal is to estimate G from observations of the queue-length process at the points of the regular grid on a fixed time interval. We propose an estimator and analyze its accuracy over a family of target service time distributions. An upper bound on the maximal risk is derived. The problem of estimating the arrival rate is considered as well.

Research target: Mathematics
Priority areas: mathematics
Language: English
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DOI
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Keywords: nonparametric estimationrates of convergenceM/G/∞ queuecovariance function
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