Perfect simulation of monotone systems for rare event probability estimation
WSC '05 Proceedings of the 37th conference on Winter simulation
Perfect simulation of index based routing queueing networks
ACM SIGMETRICS Performance Evaluation Review
Perfect Simulation of Stochastic Automata Networks
ASMTA '08 Proceedings of the 15th international conference on Analytical and Stochastic Modeling Techniques and Applications
Different Monotonicity Definitions in Stochastic Modelling
ASMTA '09 Proceedings of the 16th International Conference on Analytical and Stochastic Modeling Techniques and Applications
Perfect sampling of load sharing policies in large scale distributed systems
ASMTA'10 Proceedings of the 17th international conference on Analytical and stochastic modeling techniques and applications
Monotone queuing networks and time parallel simulation
ASMTA'11 Proceedings of the 18th international conference on Analytical and stochastic modeling techniques and applications
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Traditional product form property of Markovian queueing networks usually is vanished when capacity of queues are finite and clients are blocked or rejected. A new efficient simulation method, derived from Propp & Wilson [11] perfect simulation, is applied to the finite capacity queues context. We present an algorithm to sample directly states of the network according to stationary distribution. This method has been applied to large queueing networks and some examples are given : loss estimation on Erlang models, usage of the last queue in a line of queues with blocking, saturation estimation for a multi-stage interconnection switch.