Nonparametric estimation of the stationary M/G/1 workload distribution function

In this paper, it is demonstrated how a nonparametric estimator of the stationary workload distribution function of the M/G/1-queue can be obtained by systematic sampling the workload process. Weak convergence results and bootstrap methods for empirical distribution functions for stationary associated sequences are used to derive asymptotic results and bootstrap methods for inference about the workload distribution function. The potential of the method is illustrated by a simulation study of the M/D/1 model.