Variance reduction in M/M/1 retrial queues using refined descriptive sampling

DOI10.1080/03610918.2016.1140778zbMATH Open1373.90042OpenAlexW2562943597MaRDI QIDQ4586549FDOQ4586549

Authors: Khelidja Idjis, Megdouda Ourbih-Tari, Latifa Baghdali-Ourbih 

Publication date: 27 October 2017

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2016.1140778

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zbMATH Keywords

samplingsimulationvariance reductionqueuesretrial Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Queues and service in operations research (90B22)

Cited In (7)

• Refined descriptive sampling simulated annealing algorithm for solving the traveling salesman problem
• Comparing M/G/1 queue estimators in Monte Carlo simulation through the tested generator ``getRDS and the proposed ``getLHS using variance reduction
• The use of variance reduction, relative error and bias in testing the performance of M/G/1 retrial queues estimators in Monte Carlo simulation
• Bayesian autoregressive adaptive refined descriptive sampling algorithm in the Monte Carlo simulation
• Variance reduction in the simulation of a stationary M/G/1 queuing system using refined descriptive sampling
• Monte Carlo simulation of ordinary least squares estimator through linear regression adaptive refined descriptive sampling algorithm
• Maximum likelihood estimation of parameters of a random variable using Monte Carlo methods

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