Estimate of Stationary Probabilities of States of the <i>GI / G / &#8734;</i> Queueing System by Importance Sampling

Nikolay Yu.  Kuznetsov; Igor N. Kuznetsov

doi:10.1615/JAutomatInfScien.v48.i2.20

Journal of Automation and Information Sciences

Éditeur en chef: Arkadiy A. Chikriy (open in a new tab)

Éditeur associés: Vyacheslav F. Gubarev (open in a new tab) Yuriy P. Kondratenko (open in a new tab) Nonna V. Turovyerova (open in a new tab)

Publication de 12 numéros par an

ISSN Imprimer: 1064-2315

ISSN En ligne: 2163-9337

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Estimate of Stationary Probabilities of States of the GI / G / ∞ Queueing System by Importance Sampling

Volume 48, Numéro 2, 2016, pp. 2-10

DOI: 10.1615/JAutomatInfScien.v48.i2.20

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Nikolay Yu. Kuznetsov
V.M. Glushkov Institute of Cybernetics National Academy of Sciences of Ukraine, Kiev, Ukraine

Igor N. Kuznetsov
V.M. Glushkov Institute of Cybernetics of National Academy of Sciences of Ukraine, Institute of Physics and Technology of National Technical University of Ukraine "Kiev Polytechnic Institute", Kiev

RÉSUMÉ

The GI / G / ∞ queueing system in heavy traffic is investigated. The fast simulation method enabling one to construct asymptotically unbiased estimates of stationary probabilities is proposed. Numerical examples are considered.

MOTS CLÉS: telecommunications networks, GI / G / ∞, queueing system, stationary probabilities, asymptotically unbiased estimates, importance sampling

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