Perfect Sampling of Generalized Jackson Network

DOI10.1287/MOOR.2018.0941MaRDI QIDQ6269517arXivWikidataFDO

Authors Jose Blanchet, Xinyun Chen

Publication date 20 January 2016

Published in arXiv

Full work available at URL https://doi.org/10.1287/MOOR.2018.0941

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Monte Carlo methods (65C05)

arXiv classification

math.PR

Abstract: We provide the first perfect sampling algorithm for a Generalized Jackson Network of FIFO queues under arbitrary topology and non-Markovian assumptions on the input of the network. We assume (in addition to stability) that the interarrival and service times of customers have finite moment generating function in a neighborhood of the origin, and the interarrival times have unbounded support.

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