Perfect Sampling of Generalized Jackson Networks

DOI10.1287/MOOR.2018.0941MaRDI QIDQ5219735zbMATH OpenOpenAlexWikidataFDO

Authors Xinyun Chen, Jose Blanchet

Publication date 12 March 2020

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1601.05499

zbMATH Keywords

dominated coupling from the pastgeneralized Jackson networksperfect samplingrenewal theory

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Monte Carlo methods (65C05)

Cites work

• Applied Probability and Queues
• Exact Sampling of Stationary and Time-Reversed Queues
• Exact sampling with coupled Markov chains and applications to statistical mechanics
• Geometric ergodicity and perfect simulation
• On exact sampling of stochastic perpetuities
• On the stability of open networks: A unified approach by stochastic dominance
• Perfect sampling for queues and network models
• Perfect sampling of Jackson queueing networks
• Reflected Brownian motion on an orthant
• Simulating the maximum of a random walk
• Steady-state simulation of reflected Brownian motion and related stochastic networks
• The stability of open queueing networks
• Validity of heavy traffic steady-state approximations in generalized Jackson networks

Cited in

(5)

• Perfect Sampling of Networks with Finite and Infinite Capacity Queues
• Approximation Algorithm and Perfect Sampler for Closed Jackson Networks with Single Servers
• Perfect Sampling of Hawkes Processes and Queues with Hawkes Arrivals
• Rates of convergence to stationarity for reflected Brownian motion
• Perfect Sampling of Generalized Jackson Network

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