A filtering problem is considered in the case when the state process is a M/M/1 queue Qt and the observation process is the pair of its idle time and departure process. An explicit construction of the filter is given.
Torti, B. (2014). The Conditional Law of a M/M/1 queue with respect to its departure process and idle time. INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS, 27(5), 473-481 [10.12732/ijam.v27i5.5].
The Conditional Law of a M/M/1 queue with respect to its departure process and idle time
TORTI, BARBARA
2014-11-12
Abstract
A filtering problem is considered in the case when the state process is a M/M/1 queue Qt and the observation process is the pair of its idle time and departure process. An explicit construction of the filter is given.File in questo prodotto:
| File | Dimensione | Formato | |
|---|---|---|---|
|
idle.pdf
solo utenti autorizzati
Licenza:
Copyright dell'editore
Dimensione
94.7 kB
Formato
Adobe PDF
|
94.7 kB | Adobe PDF | Visualizza/Apri Richiedi una copia |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
