Abstract | ||
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We review Propp and Wilson's [1996] CFTP algorithm and Wilson's [2000] ROCFTP algorithm. We then use these to construct perfect samplers for several queueing and network models: Poisson arrivals and exponential service times, several types of customers, and a trunk reservation protocol for accepting new customers; a similar protocol on a network switching model; a queue with a general arrival process; and a queue with both general arrivals and service times. Our samplers give effective ways to generate random samples from the steady-state distributions of these queues. |
Year | DOI | Venue |
---|---|---|
2006 | 10.1145/1122012.1122016 | ACM Trans. Model. Comput. Simul. |
Keywords | Field | DocType |
networks,cftp algorithm,network model,coupling from the past,rocftp algorithm,service time,general arrival process,similar protocol,general arrival,exponential service time,perfect sampling,queues,poisson arrival,perfect simulation,trunk reservation protocol,random sampling,steady state | Mathematical optimization,Exponential function,Coupling from the past,Computer science,Queue,Network switch,Queueing theory,Fork–join queue,Poisson distribution,Network model | Journal |
Volume | Issue | ISSN |
16 | 1 | 1049-3301 |
Citations | PageRank | References |
2 | 0.45 | 5 |
Authors | ||
2 |
Name | Order | Citations | PageRank |
---|---|---|---|
Duncan J. Murdoch | 1 | 17 | 2.65 |
Glen Takahara | 2 | 300 | 21.95 |