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math.PR2019
Single-server queues under overdispersion in the heavy-traffic regime
Onno Boxma, Mariska Heemskerk, Michel Mandjes
This paper addresses the analysis of the queue-length process of single-server queues under overdispersion, i.e., queues fed by an arrival process for which the variance of the num…
math.PR2018
Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process
Liron Ravner, Onno Boxma, Michel Mandjes
This paper aims at semi-parametrically estimating the input process to a Lévy-driven queue by sampling the workload process at Poisson times. We construct a method-of-moments based…