Efficient simulation of non-Poisson non-stationary point processes to study queueing approximations

DOI10.1016/J.SPL.2015.11.018MaRDI QIDQ899666zbMATH OpenOpenAlexFDO

Authors Ni Ma, Ward Whitt

Publication date 30 December 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2015.11.018

zbMATH Keywords

simulationinverse functionservice systemnonstationary point processqueues with time-varying arrival ratestime-varying arrival rate

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Queueing theory (aspects of probability theory) (60K25)

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Cites work

• scientific article; zbMATH DE number 3954145 (Why is no real title available?)
• scientific article; zbMATH DE number 1093829 (Why is no real title available?)
• Approximating a Point Process by a Renewal Process, I: Two Basic Methods
• Dynamic staffing in a telephone call center aiming to immediately answer all calls
• Handbook of computational statistics. Concepts and methods.
• Managing uncertainty in call centres using Poisson mixtures
• Modeling Daily Arrivals to a Telephone Call Center
• Nonparametric Estimation of the Cumulative Intensity Function for a Nonhomogeneous Poisson Process
• Poisson and non-Poisson properties in appointment-generated arrival processes: the case of an endocrinology clinic
• Simulation of nonhomogeneous poisson processes by thinning
• Stabilizing performance in a single-server queue with time-varying arrival rate
• Stochastic-Process Limits
• Transforming renewal processes for simulation of nonstationary arrival processes
• Unstable Asymptotics for Nonstationary Queues

Cited in

(8)

• MAKING SIMULATIONS MORE EFFICIENT WHEN ANALYZING POISSON ARRIVAL SYSTEMS AND MEANS OF MONOTONE FUNCTIONS
• Continuous inventory control with stochastic and non-stationary Markovian demand
• Time-varying tandem queues with blocking: modeling, analysis, and operational insights via fluid models with reflection
• Minimizing the Maximum Expected Waiting Time in a Periodic Single-Server Queue with a Service-Rate Control
• Stabilizing the virtual response time in single-server processor sharing queues with slowly time-varying arrival rates
• Transforming renewal processes for simulation of nonstationary arrival processes
• STAFFING A SERVICE SYSTEM WITH NON-POISSON NON-STATIONARY ARRIVALS
• A rare-event simulation algorithm for periodic single-server queues

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