An Empirical Approximation to the Null Unbounded Steady-State Distribution of the Cumulative Sum Statistic.
Olivia A. GriggDavid J. SpiegelhalterPublished in: Technometrics (2008)
Keyphrases
- steady state
- product form
- queueing networks
- cumulative sum
- queueing model
- markov chain
- service times
- queue size
- arrival process
- single server queue
- queue length
- heavy traffic
- stationary distribution
- traffic intensity
- state dependent
- operating conditions
- null hypothesis
- limit theorems
- explicit expressions
- steady states
- arrival rate
- queueing systems
- anomaly detection
- transition probabilities
- dynamic programming
- fluid model
- real time
- central limit theorem
- variance estimator