Approximate/perfect samplers for closed Jackson networks

Shuji Kijima, Tomomi Matsui

Research output: Chapter in Book/Report/Conference proceedingConference contribution


In this paper, we propose two samplers for the product-form solution of basic queueing networks, closed Jackson networks with multiple servers. Our approach is sampling via Markov chain, but it is NOT a simulation of behavior of customers in queueing networks. We propose two of new ergodic Markov chains both of which have a unique stationary distribution that is the product form solution of closed Jackson networks. One of them is for approximate sampling, and we show it mixes rapidly. To our knowledge, this is the first approximate polynomial-time sampler for closed Jackson networks with multiple servers. The other is for perfect sampling based on monotone CFTP (coupling from the past) algorithm proposed by Propp and Wilson,and we show the monotonicity of the chain.

Original languageEnglish
Title of host publicationProceedings of the 2005 Winter Simulation Conference
Number of pages7
Publication statusPublished - Dec 1 2005
Externally publishedYes
Event2005 Winter Simulation Conference - Orlando, FL, United States
Duration: Dec 4 2005Dec 7 2005

Publication series

NameProceedings - Winter Simulation Conference
ISSN (Print)0891-7736


Other2005 Winter Simulation Conference
Country/TerritoryUnited States
CityOrlando, FL

All Science Journal Classification (ASJC) codes

  • Software
  • Modelling and Simulation
  • Computer Science Applications


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