MCMC based modelling of queuing systems from empirical data
Markov chain Monte Carlo (MCMC) modelling technique requires one to be able to construct a proposal density. There is no universal way to achieve this. This paper considers the universal proposal selection technique based on the kernel density estimate. Two channel queuing system with a priority was...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2011-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/LMR/article/view/15426 |