Fundamentals of queueing theory (2nd ed.).
Fundamentals of queueing theory (2nd ed.).
Time-segmentation parallel simulation of networks of queues with loss or communication blocking
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Exact sampling with coupled Markov chains and applications to statistical mechanics
Proceedings of the seventh international conference on Random structures and algorithms
How to couple from the past using a read-once source of randomness
Random Structures & Algorithms
Multiservice Loss Models for Broadband Telecommunication Networks
Multiservice Loss Models for Broadband Telecommunication Networks
Efficient use of exact samples
Statistics and Computing
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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.