[KSCI] Korea Science Citation Index Service

http://dx.doi.org/10.5351/CKSS.2007.14.2.287

Fast Simulation of Overflow Probabilities in Multiclass Queues

Lee, Ji-Yeon (Department of Statistics, Yeungnam University)
Bae, Kyung-Soon (Department of Statistics, Yeungnam University)

Publication Information

Communications for Statistical Applications and Methods / v.14, no.2, 2007 , pp. 287-299 More about this Journal

Abstract

We consider a multiclass queue where queued customers are served in their order of arrival at a rate which depends on the customer type. By using the asymptotic results obtained by Dabrowski et al. (2006) we calculate the sharp asymptotics of the stationary distribution of the number of customers of each class in the system and the distribution of the number of customers of each class when the total number of customers reaches a high level before emptying. We also obtain a fast simulation algorithm to estimate the overflow probability and compare it with the general simulation and asymptotic results.

Keywords

Multiclass queues; fast simulation; change of measures; stationary distributions; overflow probabilities;

Citations & Related Records

Times Cited By KSCI : 1 (Citation Analysis)

Reference
Cited By KSCI

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