Exact sampling for some multi-dimensional queueing models with renewal input
From MaRDI portal
Publication:5203979
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
Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Queueing theory (aspects of probability theory) (60K25) Renewal theory (60K05)
Cites Work
- Unnamed Item
- Unnamed Item
- Exact simulation of the stationary distribution of the FIFO M/G/c queue: the general case for \(\rho < c\)
- Steady-state simulation of reflected Brownian motion and related stochastic networks
- Approximation of multichannel queueing systems
- Perfect sampling of GI/GI/\(c\) queues
- Perfect simulation of M/G/c queues
- Exact Monte Carlo simulation for fork-join networks
- Upper bounds on work in system for multichannel queues
- On exact sampling of stochastic perpetuities
- Exact simulation of the stationary distribution of the FIFO M/G/c queue
- Two Parallel Queues Created by Arrivals with Two Demands I
- Perfect sampling for infinite server and loss systems
- Regeneration in tandem queues with multiserver stations
- Heavy-Traffic Limits for Queues with Many Exponential Servers
- Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes
- Exact Sampling of Stationary and Time-Reversed Queues
- Stationarity detection in the initial transient problem
- Exact sampling with coupled Markov chains and applications to statistical mechanics
- On the Theory of Queues With Many Servers
