Variance reduction in M/M/1 retrial queues using refined descriptive sampling

DOI10.1080/03610918.2016.1140778zbMath1373.90042OpenAlexW2562943597MaRDI QIDQ4586549

Latifa Baghdali-Ourbih, Megdouda Ourbih-Tari, Khelidja Idjis

Publication date: 27 October 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2016.1140778

zbMATH Keywords

samplingsimulationqueuesvariance reductionretrial Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Queues and service in operations research (90B22) Random number generation in numerical analysis (65C10)

Related Items (6)

Monte Carlo simulation of ordinary least squares estimator through linear regression adaptive refined descriptive sampling algorithm ⋮ 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 ⋮ The use of variance reduction, relative error and bias in testing the performance of M/G/1 retrial queues estimators in Monte Carlo simulation ⋮ Comparing M/G/1 queue estimators in Monte Carlo simulation through the tested generator ``getRDS and the proposed ``getLHS using variance reduction

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