We found a match
Your institution may have access to this item. Find your institution then sign in to continue.
- Title
Exact simulation of the stationary distribution of the FIFO M/G/c queue: the general case for ρ< c.
- Authors
Sigman, Karl
- Abstract
We present an exact simulation algorithm for the stationary distribution of customer delay for FIFO M/G/c queues in which ρ= λ/ μ< c. In Sigman (J. Appl. Probab. 48A:209-216, ) an exact simulation algorithm was presented but only under the strong condition that ρ<1 (super stable case). We only assume that the service-time distribution G( x)= P( S≤ x), x≥0, with mean 0< E( S)=1/ μ<∞, and its corresponding equilibrium distribution $G_{e}(x)=\mu\int_{0}^{x} P(S>y)\,dy$ are such that samples of them can be simulated. Unlike the methods used in Sigman (J. Appl. Probab. 48A:209-216, ) involving coupling from the past, here we use different methods involving discrete-time processes and basic regenerative simulation, in which, as regeneration points, we use return visits to state 0 of a corresponding random assignment (RA) model which serves as a sample-path upper bound.
- Subjects
QUEUING theory; MARKOV chain Monte Carlo; STOCHASTIC processes; DISTRIBUTION (Probability theory); OPERATIONS research
- Publication
Queueing Systems, 2012, Vol 70, Issue 1, p37
- ISSN
0257-0130
- Publication type
Article
- DOI
10.1007/s11134-011-9266-6