RT Journal Article
ID 4909b2382bb998e9
A1 Kuznetsov, Nikolay Yu.
A1 Kuznetsov, Igor N.
T1 Estimate of Stationary Probabilities of States of the GI / G / ∞ Queueing System by Importance Sampling
JF Journal of Automation and Information Sciences
JO JAI(S)
YR 2016
FD 2016-03-22
VO 48
IS 2
SP 2
OP 10
K1 telecommunications networks
K1 GI / G / ∞ queueing system
K1 stationary probabilities
K1 asymptotically unbiased estimates
K1 importance sampling
AB 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.
PB Begell House
LK https://www.dl.begellhouse.com/journals/2b6239406278e43e,1e5b2b4b7a0a180a,4909b2382bb998e9.html