Optimal Prediction of Times and Queue Lengths in the M/G/1 Queue |
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Authors: | Bernard Pagurek David A Stanford C Murray Woodside |
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Institution: | 1.Carleton University,Ottawa,Canada;2.Concordia University,Montreal,Canada |
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Abstract: | This paper presents optimal mean-square predictors for several variables in a FIFO M/G/1 queue. In particular, conditional expectation predictors are derived for the number in the queue, time in the queue, and the waiting time, with a previous number in the queue as the basis for the prediction. The relationships between the predictors are derived, and the basic properties are illustrated with examples. |
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