We introduce the first class of perfect sampling algorithms for the steady-state distribution of multiserver queues with general interarrival time and service time distributions. Our algorithm is built on the classical dominated coupling from the past protocol. In particular, we use a coupled multi-server vacation system as the upper bound process and develop an algorithm to simulate the vacation system backwards in time from stationarity at time zero. The algorithm has finite expected termination time with mild moment assumptions on the interarrival time and service time distributions.
We present general principles for the design and analysis of unbiased Monte Carlo estimators in a wide range of settings. Our estimators posses finite work-normalized variance under mild regularity conditions. We apply our estimators to various settings of interest, including unbiased optimization in Sample Average Approximations, unbiased steady-state simulation of regenerative processes, quantile estimation and nested simulation problems.
Using a recent result of Blanchet and Wallwater (2015: Exact sampling of stationary and time-reversed queues. ACM TOMACS, 25, 26) for exactly simulating the maximum of a negative drift random walk queue endowed with independent and identically distributed (iid) increments, we extend it to a multi-dimensional setting and then we give a new algorithm for simulating exactly the stationary distribution of a first-in-first-out (FIFO) multi-server queue in which the arrival process is a general renewal process and the service times are iid; the FIFO GI/GI/c queue with 2 ≤ c < ∞. Our method utilizes dominated coupling from the past (DCFP) as well as the Random Assignment (RA) discipline, and complements the earlier work in which Poisson arrivals were assumed, such as the recent work of Connor and Kendall (2015: Perfect simulation of M/G/c queues. Advances in Applied Probability, 47, 4). We also consider the models in continuous-time and show that with mild further assumptions, the exact simulation of those stationary distributions can also be achieved. We also give, using our FIFO algorithm, a new exact simulation algorithm for the stationary distribution of the infinite server case, the GI/GI/∞ model. Finally, we even show how to handle Fork-Join queues, in which each arriving customer brings c jobs, one for each server.Keywords exact sampling; multi-server queue; random walks; random assignment; dominated coupling from the past.
In this paper, a method of identity authentication based on USB and User Access-Control Table (UAT) applied in local area network (LAN) is proposed. UAT is a kind of equipment access control technology. With the development of LAN, it realizes the privilege management at small cost. Authentication mechanism is illuminated when users accessing the network terminal by a USB key. The security of LAN is enhanced by using the method of identity authentication based on USB and UAT.
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