Exact sampling for some multi-dimensional queueing models with renewal input

DOI10.1017/apr.2019.45OpenAlexW2985320558MaRDI QIDQ5203979

Karl Sigman, Yanan Pei, Jose H. Blanchet

Publication date: 9 December 2019

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

Full work available at URL: https://arxiv.org/abs/1512.07284

zbMATH Keywords

random walkexact samplingrandom assignmentmulti-server queuedominated coupling from the past

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Queueing theory (aspects of probability theory) (60K25) Renewal theory (60K05)

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