Exponential bounds for the waiting time of TES/GI/1 queues
Presented in this paper is a general result concerning exponential bounds for the waiting time under continuous state-space Markov chains. This result is applied to a TES (Transform-Expand-Sample)/GI/1 queue, showing a numerical example, and comparing bound with simulation results. Fast simulation techniques based on importance sampling are used in order to obtain accurate estimates of extremely low probabilities.
|Conference||Proceedings of the 1994 Canadian Conference on Electrical and Computer Engineering. Part 2 (of 2)|
Fang, Youjian (Youjian), Devetsikiotis, Michael (Michael), Lambadaris, I, & Kaye, A.Roger (A. Roger). (1994). Exponential bounds for the waiting time of TES/GI/1 queues. In Canadian Conference on Electrical and Computer Engineering (pp. 647–651).