Variance Reduction for Simulating Transient GI/G/1 Behavior

DOI10.1017/S0269964800004265MaRDI QIDQ5485363zbMATH OpenOpenAlexFDO

Authors Chia-Li Wang, Søren Asmussen

Publication date 30 August 2006

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964800004265

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Probabilistic models, generic numerical methods in probability and statistics (65C20) Queues and service in operations research (90B22)

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Cites work

• Exponential families and regression in the Monte Carlo study of queues and random walks
• scientific article; zbMATH DE number 3430330 (Why is no real title available?)
• Importance Sampling for Stochastic Simulations
• Planning Queueing Simulations
• Queueing Simulation in Heavy Traffic
• Simulation methods of queues: An overview
• Technical Note—Simulating the GI/G/1 Queue in Heavy Traffic
• Transient behavior of regulated Brownian motion, I: Starting at the origin

Cited in

(3)

• The use of variance reduction, relative error and bias in testing the performance of M/G/1 retrial queues estimators in Monte Carlo simulation
• Transformed GARMA model: Properties and simulations
• A Variant of the Conditional Expectation Variance Reduction Technique and Its Application to the Simulation of the GI/G/1 Queues

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