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Journal of Automation and Information Sciences
SJR: 0.238 SNIP: 0.464 CiteScore™: 0.27

ISSN 印刷: 1064-2315
ISSN オンライン: 2163-9337

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Journal of Automation and Information Sciences

DOI: 10.1615/JAutomatInfScien.v48.i2.20
pages 2-10

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

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

要約

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.


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