Omnithermal Perfect Simulation for Multi-server Queues

Multi-Server Queues Subject to Server Interruptions

This paper concerns discrete-time queueing systems operating under a first-come-first-served queueing discipline, with deterministic service times of one slot and subject to independent server interruptions. We derive a relationship between the probability generating functions of the system contents during an arbitrary slot and of the system delay of an arbitrary customer. This relationship is ...

Rare-event Simulation for Infinite Server Queues

We discuss rare-event simulation methodology for computing tail probabilities for infinite-server queues. Our theoretical discussion also offers some new simulation insights into the change-of-measure associated with the Gärtner-Ellis theorem of large deviations.

Rare-Event Simulation for Many-Server Queues

We develop rare-event simulation methodology for the analysis of loss events in a manyserver loss system under quality-driven regime, focusing on the steady-state loss probability (i.e. fraction of lost customers over arrivals) and the behavior of the whole system leading to loss events. The analysis of these events requires working with the full measure-valued process describing the system. Th...

Perfect Simulation of $M/G/c$ Queues

In this paper we describe a perfect simulation algorithm for the stableM/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 a dominated CFTP algorithm for perfect simulation of the super-stable M/G/c queue operating under First Come First Served discipline, with dominating process pr...

Limited Processor Sharing Queues and Multi-server Queues