Difficult queuing simulation problems: simulating M/G/1 queues with heavy-tailed service

  • Authors:
  • John C. Sees, Jr.;John F. Shortle

  • Affiliations:
  • Fort Belvoir, VA;George Mason University, Fairfax, VA

  • Venue:
  • Proceedings of the 34th conference on Winter simulation: exploring new frontiers
  • Year:
  • 2002

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Abstract

We examine the performance and accuracy of simulating M/G/1 queues when the service time is Pareto distributed with shape parameter, alpha, between one and three. Two applications of this problem are in insurance risk and telecommunications. When 2