Omnithermal Perfect Simulation for Multi-server Queues
Probability
2019-09-12 v3
Abstract
A number of perfect simulation algorithms for multi-server First Come First Served queues have recently been developed. Those of Connor and Kendall (2015) and Blanchet, Pei, and Sigman (2015) use dominated Coupling from the Past (domCFTP) to sample from the equilibrium distribution of the Kiefer-Wolfowitz workload vector for stable M/G/c and GI/GI/c queues respectively, using Random Assignment queues as dominating processes. In this note we answer a question posed by Connor and Kendall (2015), by demonstrating how these algorithms may be modified in order to carry out domCFTP simultaneously for a range of values of c (the number of servers).
Keywords
Cite
@article{arxiv.1610.06012,
title = {Omnithermal Perfect Simulation for Multi-server Queues},
author = {Stephen B. Connor},
journal= {arXiv preprint arXiv:1610.06012},
year = {2019}
}
Comments
17 pages