Title
Perfect sampling for queues and network models
Abstract
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. Murdoch1172.65
Glen Takahara230021.95