Related papers: Perfect Sampling of GI/GI/c Queues
We present the first class of perfect sampling (also known as exact simulation) algorithms for the steady-state distribution of non-Markovian loss networks. We use a variation of Dominated Coupling From The Past for which we simulate a…
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…
In this paper we describe a perfect simulation algorithm for the stable $M/G/c$ queue. Sigman (2011: Exact Simulation of the Stationary Distribution of the FIFO M/G/c Queue. Journal of Applied Probability, 48A, 209--213) showed how to build…
We provide the first algorithm that under minimal assumptions allows to simulate the stationary waiting-time sequence of a single-server queue backwards in time, jointly with the input processes of the queue (inter-arrival and service…
In this paper we develop the first perfect sampling algorithm for queues with Hawkes input, i.e. single-server queues with Hawkes arrivals and i.i.d. service times of general distribution. In addition to the stability condition, we also…
We investigate the long-run behavior of single-server queues with Hawkes arrivals and general service distributions and related optimization problems. In detail, utilizing novel coupling techniques, we establish finite moment bounds for the…
Single-server queues with customer abandonment arise in call centers and many service systems, but steady-state performance measures remain analytically intractable beyond Markovian assumptions. This paper develops Robust Queueing (RQ)…
Fork-join network is a class of queueing networks with applications in manufactory, healthcare and computation systems. In this paper, we develop a simulation algorithm that (1) generates i.i.d. samples of the job sojourn time, jointly with…
Tandem queueing networks are widely used to model systems where services are provided in sequential stages. In this study, we assume that each station in the tandem system operates under a general renewal process. Additionally, we assume…
Consider the batch-arrival $GI^X/M/c/N$ model with $c$ servers, general inter-arrival batch times, finite buffer, and exponential service times. Inter-arrival batch times, batch sizes, and service times are $i.i.d.$ and independent of each…
In this paper, we use a machine learning approach to predict the stationary distributions of the number of customers in a single-staiton multi server system. We consider two systems, the first is $c$ homogeneous servers, namely the…
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…
We consider GI/Ph/n+M parallel-server systems with a renewal arrival process, a phase-type service time distribution, n homogenous servers, and an exponential patience time distribution with positive rate. We show that in the Halfin-Whitt…
This paper considers the steady-state performance of load balancing algorithms in a many-server system with distributed queues. The system has $N$ servers, and each server maintains a local queue with buffer size $b-1,$ i.e. a server can…
Discrete-time queueing system has widespread applications in packet switching networks, internet protocol, Broadband Integrated Services Digital Network (B-ISDN), circuit switched time-division multiple access etc. In this paper, we analyze…
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)…
This paper examines a continuous-time routing system with general interarrival and service time distributions, operating under the join-the-shortest-queue and power-of-two-choices policies. Under a weaker set of assumptions than those…
We consider the FCFS $GI/GI/n$ queue in the Halfin-Whitt heavy traffic regime, and prove bounds for the steady-state probability of delay (s.s.p.d.) for generally distributed processing times. We prove that there exist $\epsilon_1,…
A classical result for the steady-state queue-length distribution of single-class queueing systems is the following: the distribution of the queue length just before an arrival epoch equals the distribution of the queue length just after a…
We study a G/GI/1 single-server queuing model with i.i.d.\ service times that are independent of a stationary process of inter-arrival times. We show that the distribution of the waiting time converges to a stationary law as time tends to…