Queueing Simulation in Heavy Traffic
Queueing Simulation in Heavy Traffic
复制标题
交通拥堵时的排队模拟
DOI：
--
复制
发表时间：
1992
影响因子：
1.7
通讯作者：
S. Asmussen
中科院分区：
文献类型：
--
作者：
S. Asmussen
研究了许多标准排队模拟程序（例如样本平均和再生模拟）的大流量行为。特别地，基于布朗近似的极限定理以双极限给出，其中样本大小t趋于无穷大且交通强度I趋于1。结果表明，增长率 t = tI â 1-I-2 起着至关重要的作用，并且从目前的理论结果和配套论文中的实证说明可以看出，负偏差是一个严重的问题。此外，还发现了标准大样本理论中极限方差的重交通行为。
The heavy traffic behavior of a number of standard queueing simulation procedures like sample averaging and regenerative simulation is studied. In particular, limit theorems based upon Brownian approximations are given in a double limit with both the sample size t tending to infinity and the traffic intensity I tending to one. The results demonstrate that the growth rate t = tI â 1-I-2 plays a critical role, and it follows both from the present theoretical results and empirical illustrations in a companion paper that negative bias presents a serious problem. Furthermore the heavy traffic behavior of the limiting variances in the standard large sample theory is found.