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Rare-Event Simulation for Infinite Server Queues
Rare-Event Simulation Infinite Server Queues
2015/7/8
We discuss rare-event simulation methodology for computing tail probabilities for infinite-server queues. Our theoretical discussion also offers some new simulation insights into the change-of-measure...
This work considers a many-server queueing system in which impatient customers with i.i.d., generally distributed service times and i.i.d., generally distributed patience times enter service in the o...