Efficient simulation of tail probabilities in a queueing model with heterogeneous servers
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Cites work
- scientific article; zbMATH DE number 2166998 (Why is no real title available?)
- A Review on Phase-type Distributions and their Use in Risk Theory
- A first course in stochastic models.
- Asymptotic exponentiality of the tail of the waiting-time distribution in a Ph/Ph/C queue
- Fair Dynamic Routing in Large-Scale Heterogeneous-Server Systems
- Finding the conjugate of Markov fluid processes
- Importance Sampling and the Cyclic Approach
- Large deviations and overflow probabilities for the general single-server queue, with applications
- Large deviations of inverse processes with nonlinear scalings
- Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue
- Logarithmic asymptotics for steady-state tail probabilities in a single-server queue
- Managing Queues with Heterogeneous Servers
- Managing uncertainty in call centres using Poisson mixtures
- Networks of \(\cdot /\mathrm{G}/\infty \) queues with shot-noise-driven arrival intensities
- Stochastic simulation: Algorithms and analysis
Cited in
(9)- Perfect simulation of \(\mathrm{M}/\mathrm{G}/c\) queues
- Simulation of a random fuzzy queuing system with multiple servers
- Rare event simulation for a slotted time M/G/s model
- A ruin model with a resampled environment
- Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions
- Rare-event simulation for many-server queues
- Single-server queues under overdispersion in the heavy-traffic regime
- Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue
- Heavy Tails in Queueing Systems: Impact of Parallelism on Tail Performance
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