Mathematics

Estimation of the large deviations parameter for a single-channel queueing system with regenerative input flow

G. A. Krylova

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

Abstract: A single-channel queueing system with regenerative input flow is considered. It is assumed that the stability condition is fullfilled. A statistical estimate for the parameter of large deviations of waiting time is proposed. Its consistency and asymptotic normality are proved, the asymptotic confidence interval for the parameter of large deviations is constructed.

Key words: large deviations, waiting time, regenerative flow, consistent parameter estimation, asymptotic normality, confidence interval.

UDC: 519.2

Received: 21.03.2018

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