Author:
Asmussen Søren,Wang Chia-Li
Abstract
A variety of methods for reducing the variance on Monte Carlo estimators of the expected waiting time Wn of the nth customer in a GI/G/1 queue are studied. The ideas involve Spitzer's identity, importance sampling, and sums with stratified or controlled randomized length.
Publisher
Cambridge University Press (CUP)
Subject
Industrial and Manufacturing Engineering,Management Science and Operations Research,Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
2 articles.
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1. On the transient delays of M/G/1 queues;Journal of Applied Probability;1999-09
2. On the transient delays of M/G/1 queues;Journal of Applied Probability;1999-09