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Estimation de l'État d'une file d'attente et du temps de panne d'une machine par la méthode de semi-martingales

Published online by Cambridge University Press:  01 July 2016

P. Brémaud
P. Brémaud*
Affiliation:
CEREMADE, Université de Paris IX (Dauphine)
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Abstract

We establish the estimation equations corresponding to a system in which the state is a process with jumps and the observation is a point process. We then solve two problems: the estimation of the state of a queue when its output is observed, and the estimation of the time of disorder of a machine when the ‘complaints process’ is observed.

Keywords

POINT PROCESSQUEUEING PROCESSMARTINGALESTOCHASTIC INTEGRALPREDICTABLE PROCESS

Information

Type
Research Article
Information
Advances in Applied Probability , Volume 7 , Issue 4 , December 1975, pp. 845 - 863
Copyright
Copyright © Applied Probability Trust 1975 

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References

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