Queues with Censored Demand and Autoregressive Net Input
Probability
2014-06-06 v2 Data Analysis, Statistics and Probability
Abstract
We develop methods for simulating a queue with an autoregressive net-input process and for recovering characteristics of such a net-input process from samples of queue lengths. We apply these methods to the problem of estimating the censored (unsatisfied) demand for the queue's content and show how to model a queue for which the censoring of demand is graduated in a neighborhood of the queue's zero lower bound. As an example, we estimate the monthly unsatisfied demand for U.S. nonfarm jobs based on samples of job openings through a period including the last two recessions.
Keywords
Cite
@article{arxiv.1104.4777,
title = {Queues with Censored Demand and Autoregressive Net Input},
author = {Kerry Fendick},
journal= {arXiv preprint arXiv:1104.4777},
year = {2014}
}
Comments
61 pages