The use of variance reduction, relative error and bias in testing the performance of M/G/1 retrial queues estimators in Monte Carlo simulation

DOI10.1515/mcma-2018-0015zbMath1497.65011OpenAlexW2884657520WikidataQ129413300 ScholiaQ129413300MaRDI QIDQ1990056

Megdouda Ourbih-Tari, Abdelouhab Aloui, Khelidja Idjis, Kenza Tamiti

Publication date: 24 October 2018

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2018-0015

zbMATH Keywords

estimationMonte Carlo simulationvariance reductionretrial queuessampling methods

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Queues and service in operations research (90B22) Simulation of dynamical systems (37M05) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (4)

Refined descriptive sampling simulated annealing algorithm for solving the traveling salesman problem ⋮ Bayesian autoregressive adaptive refined descriptive sampling algorithm in the Monte Carlo simulation ⋮ Maximum likelihood estimation of parameters of a random variable using Monte Carlo methods ⋮ Comparing M/G/1 queue estimators in Monte Carlo simulation through the tested generator ``getRDS and the proposed ``getLHS using variance reduction

Uses Software

• getRDS

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Standard and retrial queueing systems: A comparative analysis
• An \(M/M/1\) retrial queue with unreliable server
• A survey of retrial queues
• A survey on retrial queues
• Numerical calculation of the stationary distribution of the main multiserver retrial queue
• A general purpose module using refined descriptive sampling for installation in simulation systems
• Autoregressive to anything: Time-series input processes for simulation
• A comparison of methods for selecting values of simulation input variables
• Large-sample variance of simulation using refined descriptive sampling: Case of independent variables
• Retrial Queueing Systems
• The transition and autocorrelation structure of tes processes
• Variance reduction in M/M/1 retrial queues using refined descriptive sampling
• Retrial Queues
• Variance reduction in the simulation of a stationary M/G/1 queuing system using refined descriptive sampling
• Implementing refined descriptive sampling into three-phase discrete-event simulation models
• Survival function estimation with non parametric adaptive refined descriptive sampling algorithm: A case study
• Monte Carlo Methods for Applied Scientists
• Improved algorithms for rare event simulation with heavy tails
• Importance Sampling in Monte Carlo Analyses

This page was built for publication: The use of variance reduction, relative error and bias in testing the performance of M/G/1 retrial queues estimators in Monte Carlo simulation