Extension of heuristics for simulating population overflow in Jackson tandem queuing networks to non-Markovian tandem queuing networks

Efficient heuristics for simulating rare events in queuing networks

Resumé / Ðåçþìå In this thesis we propose state-dependent importance sampling heuristics to estimate the probability of population overflow in queuing networks. These heuristics capture state-dependence along the boundaries (when one or more queues are almost empty) which is crucial for the asymptotic efficiency of the change of measure. The approach does not require difficult (and often intrac...

Longest Path in Networks of Queues in the Steady-State

Due to the importance of longest path analysis in networks of queues, we develop an analytical method for computing the steady-state distribution function of longest path in acyclic networks of queues. We assume the network consists of a number of queuing systems and each one has either one or infinite servers. The distribution function of service time is assumed to be exponential or Erlang. Fu...

The application of DEA and queuing models to large scale computer networks

Importance Sampling for a Markov Modulated Queuing Network with Customer Impatience until the End of Service

For more than two decades, there has been a growing of interest in fast simulation techniques for estimating probabilities of rare events in queuing networks. Importance sampling is a variance reduction method for simulating rare events. The present paper carries out strict deadlines to the paper by Dupuis et al for a two node tandem network with feedback whose arrival and service rates are mod...

Q Q Ueuing Ueuing a Analysis Nalysis

WHY QUEUING ANALYSIS? ......................................................................................2 QUEUING MODELS......................................................................................................3 The Single-Server Queue.....................................................................................3 Queue Parameters .............................................