Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment
Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment
复制标题
放弃队列中的等待时间和耐心的渐近推理
DOI：
10.1080/03610910802491734
复制
发表时间：
2009
期刊：
影响因子：
--
通讯作者：
Martin B. Hansen
中科院分区：
文献类型：
--
作者：
A. Gorst;Martin B. Hansen
受呼叫中心管理应用的启发，我们提出了一个基于经验过程技术的框架，用于推断具有放弃情况的多服务器队列中的等待时间和耐心分布。该框架通过允许相关的等待时间，使基于独立同分布观测的生存分析的启发式方法更加严谨。假设所提供的等待时间具有再生结构，我们确定了极限分布函数的估计量以及派生泛函的渐近性质。我们讨论了自助法置信区间的构建和统计检验，包括一个用于比较耐心分布的简单自助法两样本检验。还给出了一个小型模拟研究和一个实际数据示例。
Motivated by applications in call center management, we propose a framework based on empirical process techniques for inference about waiting time and patience distributions in multiserver queues with abandonment. The framework rigorises heuristics based on survival analysis of independent and identically distributed observations by allowing correlated waiting times. Assuming a regenerative structure of offered waiting times, we establish asymptotic properties of estimators of limiting distribution functions and derived functionals. We discuss construction of bootstrap confidence intervals and statistical tests, including a simple bootstrap two-sample test for comparing patience distributions. A small simulation study and a real data example are presented.