Variance reduction in the simulation of a stationary M/G/1 queuing system using refined descriptive sampling

DOI10.1080/03610918.2015.1096374MaRDI QIDQ4976542zbMATH OpenOpenAlexFDO

Authors Megdouda Ourbih-Tari, Arezki Zioui, Abdelouhab Aloui

Publication date 31 July 2017

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

Full work available at URL https://doi.org/10.1080/03610918.2015.1096374

zbMATH Keywords

Monte Carloqueuingsamplingsimulation

Mathematics Subject Classification ID

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

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(7)

• The use of variance reduction, relative error and bias in testing the performance of M/G/1 retrial queues estimators in Monte Carlo simulation
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• Experimental Evaluation of Variance Reduction Techniques for Queueing Simulation Using Generalized Concomitant Variables
• Variance reduction in M/M/1 retrial queues using refined descriptive sampling
• Monte Carlo simulation of ordinary least squares estimator through linear regression adaptive refined descriptive sampling algorithm
• Bayesian autoregressive adaptive refined descriptive sampling algorithm in the Monte Carlo simulation

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