2003
DOI: 10.1145/778553.778556
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Efficient simulation of queues in heavy traffic

Abstract: When simulating queues in heavy traffic, estimators of quantities such as average delay in queue d converge slowly to their true values. This problem is exacerbated when interarrival and service distributions are irregular. For the GI/G/1 queue, delay moments can be expressed in terms of moments of idle period I . Instead of estimating d directly by a standard regenerative estimator that we call DD, a method we call DI estimates d from estimated moments of I . DI was investigated some time ago and shown to be … Show more

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Cited by 7 publications
(5 citation statements)
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“…These estimators are based on a way of generating equilibrium idle periods that was motivated by ideas in Section 2. For estimating d, variance reduction over known alternatives, by a factor of about 20 in some runs, is reported in [11].…”
Section: Introductionmentioning
confidence: 99%
“…These estimators are based on a way of generating equilibrium idle periods that was motivated by ideas in Section 2. For estimating d, variance reduction over known alternatives, by a factor of about 20 in some runs, is reported in [11].…”
Section: Introductionmentioning
confidence: 99%
“…The precision is defined as the percentage error in the estimated mean which is equal to CI half length divided by the estimated mean. It is noted that very low loads and high loads contribute to a longer CI, as the simulation becomes less stable and the estimators converge very slowly to their true values, especially when traffic is irregular [59]. The length of the CI of the other performance metrics exhibited the same characteristics.…”
Section: Impact Of Bursty Trafficmentioning
confidence: 82%
“…Suppose that Ô Ø ´Øµ Ü ´Øµ Þ ¡ µ´ µ (17) We will represent the normal random variable which Ô Ø´Ê´Øµ ܵ converges to in terms of and . Similarly to (16), it can be shown that…”
Section: Lemma 1 (A Clt Version Of the Response Time Law)mentioning
confidence: 90%
“…The mean equilibrium idle period is estimated by the first two sample moments of the idle period in [11]. Recently, Wang and Wolff propose a superior method to estimate the mean equilibrium idle period directly [16].…”
Section: ½º½ ê ð ø ûóömentioning
confidence: 99%