Exact sampling for some multi-dimensional queueing models with renewal input

DOI10.1017/APR.2019.45OpenAlexW2985320558MaRDI QIDQ5203979FDOQ5203979

Jose Blanchet, Karl Sigman, Yanan Pei

Publication date: 9 December 2019

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.07284

zbMATH Keywords

random walkexact samplingrandom assignmentmulti-server queuedominated coupling from the past

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Queueing theory (aspects of probability theory) (60K25) Discrete-time Markov processes on general state spaces (60J05) Renewal theory (60K05)

Cites Work

• Heavy-Traffic Limits for Queues with Many Exponential Servers
• On the Theory of Queues With Many Servers
• Two Parallel Queues Created by Arrivals with Two Demands I
• Exact sampling with coupled Markov chains and applications to statistical mechanics
• Title not available (Why is that?)
• Perfect simulation of \(\mathrm{M}/\mathrm{G}/c\) queues
• Exact simulation of the stationary distribution of the FIFO M/G/c queue
• Exact simulation of the stationary distribution of the FIFO M/G/c queue: the general case for \(\rho < c\)
• Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes
• On optimality of the FCFS discipline in multiserver queueing systems and networks
• Upper bounds on work in system for multichannel queues
• Stationarity detection in the initial transient problem
• On exact sampling of stochastic perpetuities
• Regeneration in tandem queues with multiserver stations
• Steady-state simulation of reflected Brownian motion and related stochastic networks
• Approximation of multichannel queueing systems
• Perfect sampling of GI/GI/\(c\) queues
• Exact Sampling of Stationary and Time-Reversed Queues
• Perfect sampling for infinite server and loss systems
• Exact Monte Carlo simulation for fork-join networks

Cited In (4)

• Perfect Sampling of Hawkes Processes and Queues with Hawkes Arrivals
• Sampling at subexponential times, with queueing applications
• Omnithermal perfect simulation for multi-server queues
• Exact Sampling of Stationary and Time-Reversed Queues

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