Variance reduction for simulating transient GI/G/1 behavior

被引：2

作者：

Asmussen, S ^{[1
]}

Wang, CL ^{[1
]}

机构：

[1] NATL DONG HWA UNIV,INST APPL MATH,HUALIEN,TAIWAN

来源：

PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES | 1996年 / 10卷 / 02期

关键词：

D O I：

10.1017/S0269964800004265

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

A variety of methods for reducing the variance on Monte Carlo estimators of the expected waiting time W-n of the nth customer in a GI/G/1 queue are studied. The ideas involve Spitzer's identity, importance sampling, and sums with stratified or controlled randomized length.

引用

页码：197 / 205

页数：9

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