MCMC approach to modelling queuing systems
The paper presents some numerical results on modelling a M/G/1/∞ queuing system using Markov chain Monte Carlo (MCMC). This particular technique was chosen in order to draw samples from the service time distribution from which it is assumed complicated to sample random numbers. The software for exp...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2010-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/LMR/article/view/17832 |