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On the output theorem of queueing theory, via filtering

Published online by Cambridge University Press:  14 July 2016

P. Brémaud
P. Brémaud*
Affiliation:
IRIA/LABORIA, Rocquencourt
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Abstract

We prove and extend Burke's output theorem for queues in equilibrium with the help of a filtering formula giving the time evolution of the least square estimate of the state with respect to the output.

Keywords

QUEUEINGBIRTH AND DEATH PROCESSSTATIONARITYMARTINGALEFILTERING
Type
Research Papers
Information
Journal of Applied Probability , Volume 15 , Issue 2 , June 1978 , pp. 397 - 405
Copyright
Copyright © Applied Probability Trust 1978 

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