Adaptive minimax estimation of service time distribution in the $$M_t/G/\infty $$ queue from departure data
Adaptive minimax estimation of service time distribution in the $$M_t/G/\infty $$ queue from departure data
Abstract This article deals with the problem of estimating the service time distribution of the $$M_t/G/\infty $$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:msub> <mml:mi>M</mml:mi> <mml:mi>t</mml:mi> </mml:msub> <mml:mo>/</mml:mo> <mml:mi>G</mml:mi> <mml:mo>/</mml:mo> <mml:mi>∞</mml:mi> </mml:mrow> </mml:math> queue from observation of the departure epochs. We develop minimax optimal estimators of G and study behavior of the minimax …