Perfect sampling of GI/GI/c queues
Perfect sampling of GI/GI/c queues
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DOI：
10.1007/s11134-018-9573-2
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发表时间：
2015-08
期刊：
影响因子：
1.2
通讯作者：
J. Blanchet;Jing Dong;Yanan Pei
中科院分区：
文献类型：
--
作者：
J. Blanchet;Jing Dong;Yanan Pei
本文介绍了具有一般到达间隔时间和服务时间分布的多服务台排队系统稳态分布的第一类完全抽样算法。我们的算法是建立在经典的主导耦合从过去的协议。特别是，我们使用耦合多服务器休假系统作为上界过程，并开发了一种算法来从零时间的平稳性向后模拟休假系统。该算法具有有限的期望终止时间与温和的矩假设的到达间隔时间和服务时间分布。
We introduce the first class of perfect sampling algorithms for the steady-state distribution of multi-server queues with general interarrival time and service time distributions. Our algorithm is built on the classical dominated coupling from the past protocol. In particular, we use a coupled multi-server vacation system as the upper bound process and develop an algorithm to simulate the vacation system backward in time from stationarity at time zero. The algorithm has finite expected termination time with mild moment assumptions on the interarrival time and service time distributions.