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QUESTA
2007
88views more  QUESTA 2007»
13 years 12 months ago
On queues with service and interarrival times depending on waiting times
We consider an extension of the standard G/G/1 queue, described by the equation W D = max{0, B − A + Y W}, where P[Y = 1] = p and P[Y = −1] = 1 − p. For p = 1 this model red...
Onno J. Boxma, Maria Vlasiou
QUESTA
2007
98views more  QUESTA 2007»
13 years 12 months ago
The acquisition queue
We propose a new queueing model named the acquisition queue. It differs from conventional queueing models in that the server not only serves customers, but also performs acquisit...
Dee Denteneer, J. S. H. van Leeuwaarden, Ivo J. B....
QUESTA
2007
50views more  QUESTA 2007»
13 years 12 months ago
Stability of join-the-shortest-queue networks
This paper investigates stability behavior in a variant of a generalized Jackson queueing network. In our network, some customers use a join-the-shortest-queue policy when enterin...
J. G. Dai, John J. Hasenbein, Bara Kim
QUESTA
2007
117views more  QUESTA 2007»
13 years 12 months ago
Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error
Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems in Monte-Carlo simulation. In the last few years, appli...
Sandeep Juneja
QUESTA
2007
103views more  QUESTA 2007»
13 years 12 months ago
Large deviations and importance sampling for a tandem network with slow-down
We consider a variant of the two node tandem Jackson network where the upstream server reduces its service rate when the downstream queue exceeds some prespecified threshold. The...
Paul Dupuis, Kevin Leder, Hui Wang
QUESTA
2007
95views more  QUESTA 2007»
13 years 12 months ago
Alternative proof and interpretations for a recent state-dependent importance sampling scheme
Recently, a state-dependent change of measure for simulating overflows in the two-node tandem queue was proposed by Dupuis et al. (Ann. Appl. Probab. 17(4):1306– 1346, 2007), to...
Pieter-Tjerk de Boer, Werner R. W. Scheinhardt
QUESTA
2007
68views more  QUESTA 2007»
13 years 12 months ago
Efficient simulation of finite horizon problems in queueing and insurance risk
Leonardo Rojas-Nandayapa, Søren Asmussen
QUESTA
2007
91views more  QUESTA 2007»
13 years 12 months ago
Iterative approximation of k -limited polling systems
The present paper deals with the problem of calculating queue length distributions in a polling model with (exhaustive) k-limited service under the assumption of general arrival, ...
M. van Vuuren, Erik M. M. Winands
QUESTA
2007
117views more  QUESTA 2007»
13 years 12 months ago
Analyzing a degenerate buffer with general inter-arrival and service times in discrete time
We present the queueing analysis of a degenerate buffer having access to a single server. This system cannot realize any given delay, but only values that are an integer multiple ...
Wouter Rogiest, Koenraad Laevens, Joris Walraevens...