Fast simulation of the steady-state distribution of the number of customers in the queueing system SMBAP|G|∞

Authors

  • A. A. Shumska

Abstract

A queueing system with the infinite number of servers and batch arrival process controlled by the semi-Markov process is investigated. A fast simulation method for the evaluation of the steady-state distribution of the number of customers in the system is proposed, which is based on essential sampling and the central limit theorem. The estimates are asymptotically unbiased. The gain in variance compared to the Monte Carlo method is on the average two orders of magnitude.

Author Biography

A. A. Shumska

Shumska A.A.

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Issue

No. 3 (2004)

Section

Mathematical methods, models, problems and technologies for complex systems research

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