Simulation run lengths to estimate blocking probabilities

DOI10.1145/229493.229496MaRDI QIDQ4575327zbMATH OpenOpenAlexFDO

Authors R. Srikant, Ward Whitt

Publication date 13 July 2018

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/229493.229496

zbMATH Keywords

asymptotic variancebiasblocking probabilities

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Queues and service in operations research (90B22)

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Cited in

(14)

• Time-varying tandem queues with blocking: modeling, analysis, and operational insights via fluid models with reflection
• Rare event simulation for a slotted time M/G/s model
• One-dimensional reflected diffusions with two boundaries and an inverse first-hitting problem
• The Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck Processes
• On the time-dependent moments of Markovian queues with reneging
• Asymptotic Formulas for Markov Processes with Applications to Simulation
• Variance Reduction in Simulations of Loss Models
• How hard are steady-state queueing simulations?
• Planning Queueing Simulations
• Hitting time in Erlang loss systems with moving boundaries
• On the Generalized Drift Skorokhod Problem in One Dimension
• On the transition densities for reflected diffusions
• A note on the central limit theorem for the idleness process in a one‐sided reflected Ornstein–Uhlenbeck model
• Limit theorems for reflected Ornstein-Uhlenbeck processes

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