Approximation Algorithm and Perfect Sampler for Closed Jackson Networks with Single Servers

DOI10.1137/06064980XMaRDI QIDQ3395041zbMATH OpenFDO

Authors Shuji Kijima, Tomomi Matsui

Publication date 20 August 2009

Published in SIAM Journal on Computing (Search for Journal in Brave)

zbMATH Keywords

algorithmMarkov chain Monte Carlo methodJackson networkspath couplingcoupling from the pastperfect samplingrapidly mixing

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Queueing theory (aspects of probability theory) (60K25)

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Cited in

(3)

• Deterministic random walks for rapidly mixing chains
• Efficiency of simulation in monotone hyper-stable queueing networks
• Randomized approximation scheme and perfect sampler for closed Jackson networks with multiple servers

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