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Journal of Automation and Information Sciences
SJR: 0.275 SNIP: 0.59 CiteScore™: 0.8

ISSN Imprimir: 1064-2315
ISSN En Línea: 2163-9337

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Journal of Automation and Information Sciences

DOI: 10.1615/JAutomatInfScien.v48.i2.20
pages 2-10

Estimate of Stationary Probabilities of States of the GI / G / ∞ Queueing System by Importance Sampling

Nikolay Yu. Kuznetsov
V.M. Glushkov Institute of Cybernetics National Academy of Sciences of Ukraine Kiev, Ukraine
Igor N. Kuznetsov
V.M. Glushkov Institute of Cybernetics of National Academy of Sciences of Ukraine, Institute of Physics and Technology of National Technical University of Ukraine "Kiev Polytechnic Institute", Kiev

SINOPSIS

The GI / G / ∞ queueing system in heavy traffic is investigated. The fast simulation method enabling one to construct asymptotically unbiased estimates of stationary probabilities is proposed. Numerical examples are considered.


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