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Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions
Multiclass open queueing networks find wide applications in communication, computer, and fabrication networks. Steady-state performance measures associated with these networks is often a topic of interset. Conceptually, under mild conditions, a sequence ...
Resampled Regenerative Estimators
We discuss some estimators for simulations of processes having multiple regenerative sequences. The estimators are obtained by resampling trajectories without and with replacement, which correspond to a type of U-statistic and a type of V-statistic, ...
The Power of Alternative Kolmogorov-Smirnov Tests Based on Transformations of the Data
The Kolmogorov-Smirnov (KS) statistical test is commonly used to determine if data can be regarded as a sample from a sequence of independent and identically distributed (i.i.d.) random variables with specified continuous cumulative distribution ...
On Transience and Recurrence in Irreducible Finite-State Stochastic Systems
Long-run stochastic stability is a precondition for applying steady-state simulation output analysis methods to a discrete-event stochastic system, and is of interest in its own right. We focus on systems whose underlying stochastic process can be ...
Exact Sampling of Stationary and Time-Reversed Queues
We provide the first algorithm that, under minimal assumptions, allows simulation of the stationary waiting-time sequence of a single-server queue backward in time, jointly with the input processes of the queue (interarrival and service times). The ...
How Hard are Steady-State Queueing Simulations?
Some queueing systems require tremendously long simulation runlengths to obtain accurate estimators of certain steady-state performance measures when the servers are heavily utilized. However, this is not uniformly the case. We analyze a number of ...