Perfect Sampling of Generalized Jackson Network
Probability
2016-02-16 v2
Abstract
We provide the first perfect sampling algorithm for a Generalized Jackson Network of FIFO queues under arbitrary topology and non-Markovian assumptions on the input of the network. We assume (in addition to stability) that the interarrival and service times of customers have finite moment generating function in a neighborhood of the origin, and the interarrival times have unbounded support.
Keywords
Cite
@article{arxiv.1601.05499,
title = {Perfect Sampling of Generalized Jackson Network},
author = {Jose Blanchet and Xinyun Chen},
journal= {arXiv preprint arXiv:1601.05499},
year = {2016}
}