Simulation of queueing systems with many stations and of queueing networks using copulas

In this paper we will generate queueing systems with c stations where the inter-arrival time and the c service times depend through a c+1 copula C. We will consider two models: first when the customer does not know the order of service times for the free service channels (he/she chooses the service channel randomly), and the second when he/she knows this order (he/she chooses the fastest free service channel). The marginals can be exponential, Erlang or hyper-exponential.

MoreLess

Year of publication:	2010-04
Authors:	Ciuiu, Daniel
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Queueing systems \| copula \| simulation

More details

Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Notes:	Published in Scientific Journal Mathematical Modeling in Civil Engineering 3.6(2010): pp. 72-86
Classification:	C02 - Mathematical Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008742999