Exact sampling for some multi-dimensional queueing models with renewal input
J Blanchet, Y Pei, K Sigman�- Advances in Applied Probability, 2019 - cambridge.org
Using a result of Blanchet and Wallwater (2015) for exactly simulating the maximum of a
negative drift random walk queue endowed with independent and identically distributed (iid)
increments, we extend it to a multi-dimensional setting and then we give a new algorithm for
simulating exactly the stationary distribution of a first-in–first-out (FIFO) multi-server queue in
which the arrival process is a general renewal process and the service times are iid: the
FIFO GI/GI/c queue with. Our method utilizes dominated coupling from the past (DCFP) as�…
negative drift random walk queue endowed with independent and identically distributed (iid)
increments, we extend it to a multi-dimensional setting and then we give a new algorithm for
simulating exactly the stationary distribution of a first-in–first-out (FIFO) multi-server queue in
which the arrival process is a general renewal process and the service times are iid: the
FIFO GI/GI/c queue with. Our method utilizes dominated coupling from the past (DCFP) as�…
Exact sampling for some multi-dimensional queueing models with renewal input
J Blanchet, Y Pei, K Sigman�- arXiv preprint arXiv:1512.07284, 2015 - arxiv.org
Using a result of Blanchet and Wallwater (2015: Exact sampling of stationary and time-
reversed queues. ACM TOMACS, 25, 26) for exactly simulating the maximum of a negative
drift random walk queue endowed with independent and identically distributed (iid)
increments, we extend it to a multi-dimensional setting and then we give a new algorithm for
simulating exactly the stationary distribution of a first-in-first-out (FIFO) multi-server queue in
which the arrival process is a general renewal process and the service times are iid; the�…
reversed queues. ACM TOMACS, 25, 26) for exactly simulating the maximum of a negative
drift random walk queue endowed with independent and identically distributed (iid)
increments, we extend it to a multi-dimensional setting and then we give a new algorithm for
simulating exactly the stationary distribution of a first-in-first-out (FIFO) multi-server queue in
which the arrival process is a general renewal process and the service times are iid; the�…
[PDF][PDF] Exact sampling for some multi-dimensional queueing models with renewal input
K Sigman - pdfs.semanticscholar.org
Exact sampling for some multi-dimensional queueing models with renewal input Page 1 Exact
sampling for some multi-dimensional queueing models with renewal input Karl Sigman
Columbia University New York City USA BANFF: Applied Probability Frontiers: Computational
and Modeling Challenges Monday, June 1, 2015 (Joint work with Jose Blanchet and Yanan
Pei (Ph.D. student)) 1/45 Page 2 Outline 1. We will present some new algorithms for exactly
simulating from the stationary distribution of the (stable) FIFO GI/GI/c queue. (Renewal arrivals�…
sampling for some multi-dimensional queueing models with renewal input Karl Sigman
Columbia University New York City USA BANFF: Applied Probability Frontiers: Computational
and Modeling Challenges Monday, June 1, 2015 (Joint work with Jose Blanchet and Yanan
Pei (Ph.D. student)) 1/45 Page 2 Outline 1. We will present some new algorithms for exactly
simulating from the stationary distribution of the (stable) FIFO GI/GI/c queue. (Renewal arrivals�…