Perfect Sampling of Networks with Finite and Infinite Capacity Queues
作者： Ana Bušić , Bruno Gaujal , Florence Perronnin
DOI: 10.1007/978-3-642-30782-9_10
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摘要: We consider open Jackson queueing networks with mixed finite and infinite buffers analyze the efficiency of sampling from their exact stationary distribution. show that perfect is possible, although underlying Markov chain has a large or even state space. The main idea to use network (that product form distribution) bound number initial conditions be considered in coupling past scheme. also provide bounds on time this new algorithm under hyper-stability (to defined paper) for each queue. These considerably more efficient than existing samplers case where all queues are finite. illustrate through numerical experiments.
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