An analytical-statistical method of construction of continuity estimators for the characteristics of queueing and redundant systems (Q912495)

The problem studied in this paper is that of estimating some unknown performance measure of a stochastic model which is in some sense close to a model for which the corresponding performance measure can be evaluated explicitly. The author develops an approach for solving this problem which is based on a mixture of analytical and simulative techniques. The proposed approach is subsequently applied to estimate steady-state probabilities of a GI/G/m/r system which is close in a certain sense to an M/M/m/r system.