Title	Exact simulation for some multi-dimensional queueing models with renewal input
Creator	Sigman, Karl
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2015-06-01T09:29
Description	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.
Extent	45 minutes
Subject	Mathematics; Probability theory and stochastic processes; Statistics; Operation research
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: Columbia University
Series	BIRS Workshop Lecture Videos (Banff, Alta)
Date Available	2016-01-04
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivs 2.5 Canada
DOI	10.14288/1.0221660
URI	http://hdl.handle.net/2429/56144
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/2.5/ca/
Aggregated Source Repository	DSpace

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