Improved generator of long-memory processes

DOI10.12732/IJAM.V29I4.5MaRDI QIDQ2959619zbMATHOpenAlexFDO

Authors M. E. Sousa-Vieira

Publication date 9 February 2017

Published in International Journal of Apllied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.12732/ijam.v29i4.5

zbMATH Keywords

service time distributionefficient on-line generationpersistent correlations\(\mathrm{M}/\mathrm{G}/{\infty}\) process

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Random number generation in numerical analysis (65C10) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Self-similar stochastic processes (60G18)

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Cited in

(3)

• Processes with long memory: Regenerative construction and perfect simulation
• Fast simulation of self-similar and correlated processes
• On improving the efficiency of an M/G/\(\infty \) generator of correlated traces

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