NEW ESTIMATORS FOR EFFICIENT GI/G/1 SIMULATION

DOI10.1017/S0269964805050126zbMath1068.90036MaRDI QIDQ4679794

Chia-Li Wang, Ronald W. Wolff

Publication date: 21 June 2005

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Cites Work

• Exponential families and regression in the Monte Carlo study of queues and random walks
• Simulating the maximum of a random walk
• Some Relationships Between the Distributions of Waiting Time, Idle Time and Interoutput Time in the $GI/ G/1$ Queue

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