Rare-Event Simulation for Many-Server Queues
نویسندگان
چکیده
منابع مشابه
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...
متن کاملRare-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.
متن کاملA Rare-Event Simulation Algorithm for Periodic Single-Server Queues
Authors are encouraged to submit new papers to INFORMS journals by means of a style file template, which includes the journal title. However, use of a template does not certify that the paper has been accepted for publication in the named journal. INFORMS journal templates are for the exclusive purpose of submitting to an INFORMS journal and should not be used to distribute the papers in print ...
متن کاملOnline Supplement to “A Rare-Event Simulation Algorithm for Periodic Single-Server Queues”
Authors are encouraged to submit new papers to INFORMS journals by means of a style file template, which includes the journal title. However, use of a template does not certify that the paper has been accepted for publication in the named journal. INFORMS journal templates are for the exclusive purpose of submitting to an INFORMS journal and should not be used to distribute the papers in print ...
متن کاملMany-Server Limits for Periodic Infinite-Server Queues
To better understand (i) the long-run average performance of periodic many-server queues and (ii) the consequence of fitting a stationary birth-and-death (BD) process to a segment of the sample path of the queue-length process from a many-server system, we establish many-server heavy-traffic fluid limits for the periodic Mt/GI/∞ model. These yield relatively simple fluid approximations for both...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2014
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.2014.0654