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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Format: | Article |
Language: | English |
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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 |
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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. |
first_indexed | 2024-04-13T02:40:32Z |
format | Article |
id | doaj.art-85ac26f5faaa426a8586e1336ba8c4a5 |
institution | Directory Open Access Journal |
issn | 0132-2818 2335-898X |
language | English |
last_indexed | 2024-04-13T02:40:32Z |
publishDate | 2010-12-01 |
publisher | Vilnius University Press |
record_format | Article |
series | Lietuvos Matematikos Rinkinys |
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 |