Optimal Sequential Estimation for Ergodic Birth-Death Processes
针对遍历生灭过程，在任意停止规则下推导了生灭参数函数无偏估计的方差下界，并刻画了所有有效可估函数和封闭有效抽样方案，涵盖随机游走、移民死亡过程及M/M/1和M/M/S排队系统。
SUMMARY For ergodic birth-death processes a lower bound for the variance of an unbiased estimator of a function of birth and death parameters is obtained under an arbitrary stopping rule. All efficiently estimable functions and closed efficient sampling schemes are characterized. The processes treated here include random walk with reflecting barriers, immigration-death process, M/M/1 and M/M/S queues with limited or unlimited waiting space.