Perfect simulation of M/G/c queues

DOI10.1239/aap/1449859799zbMath1334.65022arXiv1402.7248OpenAlexW2963749099MaRDI QIDQ2786426

Wilfrid S. Kendall, Stephen B. Connor

Publication date: 12 February 2016

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.7248

zbMATH Keywords

algorithmnumerical examplecoalescencestochastic orderingperfect simulationdynamic reversibilitysandwichingprocessor sharing discipline\(\mathrm{M}/\mathrm{G}/c\) queuedominated coupling-from-the-pastfirst-come-first-served disciplinefirst-in-first-out disciplineKiefer-Wolfowitz workload vectorpathwise dominationrandom assignment disciplinestable queuesuper-stable queue

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Queueing theory (aspects of probability theory) (60K25)

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Convexification of Queueing Formulas by Mixed-Integer Second-Order Cone Programming: An Application to a Discrete Location Problem with Congestion ⋮ Exact sampling for some multi-dimensional queueing models with renewal input ⋮ Perfect sampling of GI/GI/\(c\) queues

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