queueing theory

These examples involve processes where the states are integers that increase or decrease stochastically by one step at a time, over continuous time.

These kinds of processes are also called birth-death processes. When the count only increases and cannot decrease over time, this is called a pure-birth process. Similarly when the count only decreases and cannot increase over time, this is called a pure-death process.

In some of the examples a complication that may be unusual in traditional queueing theory is considered: a branching timeline.

• log likelihood
  • input
  • output
• prior summaries
  • input
  • requests and responses
• EM estimation
  • defining a model
  • estimating parameters
• a simple multivariate process
• derivatives
  • 2-state pure-death model with rate 5
  • pure death with rate 5 + 1e-8
  • poisson with rate 3
  • poisson with rate 3 + 1e-8
• conditional summaries
• dwell time plot
• vanishing edge rates
  • input
  • output
• marca doc NCD
  • input
  • output