Abstract
We have previously discussed the simulation of networks of queues for general characteristics of passage times of a single job type, using the regenerative method for simulation and the idea of tracking a distinguished job through the network. We consider here, from a somewhat different point ov view, passage time simulation in closed networks of queues having multiple job types. Our results provide a means of obtaining, from a single replication, point and interval estimates for passage times of the several job types. They also yield a statistically more efficient estimation procedure for passage times of a single job type.
Similar content being viewed by others
References
Billingsley, P.: Convergence of Probability Measures. New York: John Wiley 1968
Cox, D.R.: A use of complex probabilities in the theory of stochastic processes. Proc. Cambridge Philos. Soc. 51, 313–319 (1955)
Gelenbe, E., Muntz, R.R.: Probabilistic models of computer systems — Part I (exact results). Acta Informatica 7, 35–60 (1976)
Heidelberger, P.: Variance reduction techniques for the simulation of Markov processes, I: Multiple estimates. Technical Report No. 42. Department of Operations Research. Stanford University. Stanford, California, 1977
Hordijk, A., Iglehart, D.L., Schassberger, R. Discrete time methods for simulating continuous time Markov chains. Advances in Appl. Probability 8, 772–778 (1976)
Iglehart, D.L.: Simulating stable stochastic systems, V.: Comparison of ratio estimators. Naval Res. Logistics Quart. 22, 553–565 (1975)
Iglehart, D.L. The regenerative method for simulation analysis. Current Trends in Programming Methodology Vol. III: Software Engineering (K.M. Chandy, R.T. Yeh, eds.). pp. 52–71. Englewood Cliffs, New Jersey: Prentice-Hall, Inc. 1978
Iglehart, D.L., Shedler, G.S.: Estimation via regenerative simulation of response times in networks of queues. IBM Research Report RJ 1740. San Jose, California, 1976 (an earlier version of 9)
Iglehart, D.L., Shedler, G.S.: Regenerative simulation of response times in networks of queues. J. ACM 25, 449–460 (1978)
Iglehart, D.L., Shedler, G.S.: Simulation of response times in finite capacity open networks of queues. Operations Res. 26, 896–914 (1978)
Lewis, P.A.W., Goodman, A.S., Miller, J.M.: A pseudo-random number generator for the System/360. IBM Systems J. 8, 199–220 (1969)
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Iglehart, D.L., Shedler, G.S. Regenerative simulation of response times in networks of queues with multiple job types. Acta Informatica 12, 159–175 (1979). https://doi.org/10.1007/BF00266048
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF00266048