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

DOI10.1017/APR.2019.45MaRDI QIDQ5203979zbMATH OpenOpenAlexFDO

Authors Yanan Pei, Karl Sigman, Jose Blanchet

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)

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Cites work

• scientific article; zbMATH DE number 846911 (Why is no real title available?)
• Approximation of multichannel queueing systems
• Exact Monte Carlo simulation for fork-join networks
• Exact Sampling of Stationary and Time-Reversed Queues
• Exact sampling with coupled Markov chains and applications to statistical mechanics
• 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 \(\rho < c\)
• Heavy-Traffic Limits for Queues with Many Exponential Servers
• On exact sampling of stochastic perpetuities
• On optimality of the FCFS discipline in multiserver queueing systems and networks
• On the Theory of Queues With Many Servers
• Perfect sampling for infinite server and loss systems
• Perfect sampling of GI/GI/\(c\) queues
• Perfect simulation of \(\mathrm{M}/\mathrm{G}/c\) queues
• Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes
• Regeneration in tandem queues with multiserver stations
• Stationarity detection in the initial transient problem
• Steady-state simulation of reflected Brownian motion and related stochastic networks
• Two Parallel Queues Created by Arrivals with Two Demands I
• Upper bounds on work in system for multichannel queues

Cited in

(4)

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

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