Queueing Simulation in Heavy Traffic

DOI10.1287/MOOR.17.1.84MaRDI QIDQ4016712zbMATH OpenOpenAlexFDO

Authors Søren Asmussen

Publication date 16 January 1993

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

Full work available at URL https://doi.org/10.1287/moor.17.1.84

zbMATH Keywords

heavy traffic behaviornumerical algorithmsqueueing simulation procedurestraffic intensity

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Queueing theory (aspects of probability theory) (60K25) Inference from stochastic processes (62M99) Monte Carlo methods (65C05)

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Cited in

(33)

• Simulation methods of queues: An overview
• Error analysis for regenerative queueing estimators with special reference to gradient estimators via likelihood ratio
• Sensitivity analysis of discrete event systems by the push out method
• Regenerative simulation of TES processes
• Rare events in queueing systems -- A survey
• Poisson's equation for queues driven by a Markovian marked point process
• Traffic queue estimation
• Robustness of kriging when interpolating in random simulation with heterogeneous variances: some experiments
• Reliable estimation via simulation
• Simulating the maximum of a random walk
• On the rate of convergence to equilibrium for reflected Brownian motion
• Optimal routing for electric vehicle charging systems with stochastic demand: a heavy traffic approximation approach
• On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients
• SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation
• scientific article; zbMATH DE number 1683931 (Why is no real title available?)
• Maximum values in queueing processes
• Application of the Monte-Carlo simulation for the statistical testing of the hypothesis that a steady-state distribution of the number of customers in the queueing system GI/G/ tends to the normal distribution in the case of heavy traffic
• Performance evaluation of finite buffer queues through regenerative simulation
• A note on skewness in regenerative simulation
• General solution of the Poisson equation for quasi-birth-and-death processes
• Validating the heavy traffic performance of regenerative simulation
• Technical Note—Simulating the GI/G/1 Queue in Heavy Traffic
• Asymptotic Properties of a Recursive Procedure for Simultaneous Estimation
• Simulating GI/G/k Queues in Heavy Traffic
• Efficient simulation of queues in heavy traffic
• How hard are steady-state queueing simulations?
• Methods of simulation queueing systems with heavy tails
• scientific article; zbMATH DE number 952055 (Why is no real title available?)
• Planning Queueing Simulations
• Variance Reduction for Simulating Transient GI/G/1 Behavior
• Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions
• Workload analysis of a two-queue fluid polling model
• Reflected stochastic differential equations driven by standard and fractional Brownian motion

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