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 expe...

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Main Authors: Mantas Landauskas, Eimutis Valakevičius
Format: Article
Language:English
Published: Vilnius University Press 2010-12-01
Series:Lietuvos Matematikos Rinkinys
Subjects:
Online Access:https://www.journals.vu.lt/LMR/article/view/17832
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author Mantas Landauskas
Eimutis Valakevičius
author_facet Mantas Landauskas
Eimutis Valakevičius
author_sort Mantas Landauskas
collection DOAJ
description 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 experiments was created using C++ Builder development environment.
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spelling doaj.art-85ac26f5faaa426a8586e1336ba8c4a52022-12-22T03:06:14ZengVilnius University PressLietuvos Matematikos Rinkinys0132-28182335-898X2010-12-0151proc. LMS10.15388/LMR.2010.52MCMC approach to modelling queuing systemsMantas Landauskas0Eimutis Valakevičius1Kaunas University of TechnologyKaunas University of TechnologyThe 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 experiments was created using C++ Builder development environment.https://www.journals.vu.lt/LMR/article/view/17832Queuing systemMarkov chain Monte Carlo
spellingShingle Mantas Landauskas
Eimutis Valakevičius
MCMC approach to modelling queuing systems
Lietuvos Matematikos Rinkinys
Queuing system
Markov chain Monte Carlo
title MCMC approach to modelling queuing systems
title_full MCMC approach to modelling queuing systems
title_fullStr MCMC approach to modelling queuing systems
title_full_unstemmed MCMC approach to modelling queuing systems
title_short MCMC approach to modelling queuing systems
title_sort mcmc approach to modelling queuing systems
topic Queuing system
Markov chain Monte Carlo
url https://www.journals.vu.lt/LMR/article/view/17832
work_keys_str_mv AT mantaslandauskas mcmcapproachtomodellingqueuingsystems
AT eimutisvalakevicius mcmcapproachtomodellingqueuingsystems