Blanchet, J., Dong, J. & Pei, Y. Perfect sampling of GI/GI/c queues. Queueing Syst 90, 1–33 (2018). https://doi.org/10.1007/s11134-018-9573-2
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 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.
Authors
Jose Blanchet, Jing Dong, Yanan Pei
Publication date
2018/10
Journal
Queueing Systems
Volume
90
Pages
1-33
Publisher
Springer US
