BIRS Workshop Lecture Videos

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BIRS Workshop Lecture Videos

Exact simulation for some multi-dimensional queueing models with renewal input Sigman, Karl


By using some new results on the exact simulation of FIFO GI/GI/1 queues introduced by J. Blanchet and A. Wallwater, we show how to simulate exactly the stationary distribution of the FIFO GI/GI/c queue, c ≥ 2. This method uses dominated coupling from the past (DCFP) as well as the Random Assignment (RA) discipline, and complements the earlier work of K. Sigman in which Poisson arrivals were assumed. In addition, we show how to also exactly simulate from some other multidimensional models, including some simple multi-class networks.

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