Approximate/perfect samplers for closed Jackson networks

Shuji Kijima, Tomomi Matsui

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

Abstract

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
Pages862-868
Number of pages7
DOIs
Publication statusPublished - Dec 1 2005
Event2005 Winter Simulation Conference - Orlando, FL, United States
Duration: Dec 4 2005Dec 7 2005

Publication series

NameProceedings - Winter Simulation Conference
Volume2005
ISSN (Print)0891-7736

Other

Other2005 Winter Simulation Conference
CountryUnited States
CityOrlando, FL
Period12/4/0512/7/05

Fingerprint

Queueing networks
Sampling
Markov processes
Servers
Polynomials

All Science Journal Classification (ASJC) codes

  • Software
  • Modelling and Simulation
  • Computer Science Applications

Cite this

Kijima, S., & Matsui, T. (2005). Approximate/perfect samplers for closed Jackson networks. In Proceedings of the 2005 Winter Simulation Conference (pp. 862-868). [1574333] (Proceedings - Winter Simulation Conference; Vol. 2005). https://doi.org/10.1109/WSC.2005.1574333

Approximate/perfect samplers for closed Jackson networks. / Kijima, Shuji; Matsui, Tomomi.

Proceedings of the 2005 Winter Simulation Conference. 2005. p. 862-868 1574333 (Proceedings - Winter Simulation Conference; Vol. 2005).

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

Kijima, S & Matsui, T 2005, Approximate/perfect samplers for closed Jackson networks. in Proceedings of the 2005 Winter Simulation Conference., 1574333, Proceedings - Winter Simulation Conference, vol. 2005, pp. 862-868, 2005 Winter Simulation Conference, Orlando, FL, United States, 12/4/05. https://doi.org/10.1109/WSC.2005.1574333
Kijima S, Matsui T. Approximate/perfect samplers for closed Jackson networks. In Proceedings of the 2005 Winter Simulation Conference. 2005. p. 862-868. 1574333. (Proceedings - Winter Simulation Conference). https://doi.org/10.1109/WSC.2005.1574333
Kijima, Shuji ; Matsui, Tomomi. / Approximate/perfect samplers for closed Jackson networks. Proceedings of the 2005 Winter Simulation Conference. 2005. pp. 862-868 (Proceedings - Winter Simulation Conference).
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