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http://dx.doi.org/10.5351/CKSS.2009.16.2.217

Fast Simulation of Overflow Probabilities in Multi-Class Queues with Class-Transition  

Song, Mi-Jung (Dept. of Statistics, Ysungnam Univ.)
Bae, Kyung-Soon (Dept. of Statistics, Ysungnam Univ.)
Lee, Ji-Yeon (Dept. of Statistics, Ysungnam Univ.)
Publication Information
Communications for Statistical Applications and Methods / v.16, no.2, 2009 , pp. 217-228 More about this Journal
Abstract
In this paper, we consider a multi-class queueing system in which different classes of customers have different arrival rates, service rates and class-transition probabilities. We use the fast simulation method to estimate the overflow probability and the expected number of customers of each class at the first time the total number of customers hits a high level. We also discuss the overflow probabilities and the expected number of customers at different loads, respectively.
Keywords
Multi-class queues; class-transition; fast simulation; overflow probabilities; importance;
Citations & Related Records
Times Cited By KSCI : 2  (Citation Analysis)
연도 인용수 순위
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