Perfect Sampling of GI/GI/c Queues
Probability
2015-08-11 v1
Abstract
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 backwards 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.
Cite
@article{arxiv.1508.02262,
title = {Perfect Sampling of GI/GI/c Queues},
author = {Jose Blanchet and Jing Dong and Yanan Pei},
journal= {arXiv preprint arXiv:1508.02262},
year = {2015}
}