Input estimation from discrete workload observations in a Lévy-driven storage system

DOI10.1016/j.spl.2024.110250MaRDI QIDQ6650739

M. R. H. Mandjes, Liron Ravner, Dennis Nieman

Publication date: 9 December 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

queueing theoryhigh-frequency samplingLévy-driven storage systemdiscrete workload observations

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Non-Markovian processes: estimation (62M09) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)

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