Asymptotic inference for waiting times and patiences in queues with abandonment

Anders Gorst-Rasmussen (1) , Martin Bøgsted Hansen (1)

1 Department of Mathematical Sciences

Motivated by applications in call center management, we propose a framework based on empirical process techniques for inference about waiting time and patience distributions in multiserver queues with abandonment. The framework rigorises heuristics based on survival analysis of independent and identically distributed observations by allowing correlated waiting times. Assuming a regenerative structure of offered waiting times, we establish asymptotic properties of estimators of limiting distribution functions and derived functionals. We discuss construction of bootstrap confidence intervals and statistical tests, including a simple bootstrap two-sample test for comparing patience distributions. A small simulation study and a real data example are presented.

Mots clés: Physical Sciences

Anders Gorst-Rasmussen, Martin Bøgsted Hansen. Asymptotic inference for waiting times and patiences in queues with abandonment. Communications in Statistics - Simulation and Computation, 2008, 38 (02), pp.318-334. ⟨10.1080/03610910802491734⟩. ⟨hal-00514337⟩