Efficient simulation of non-Poisson non-stationary point processes to study queueing approximations

Ni Ma and Ward Whitt

Statistics & Probability Letters, 2016, vol. 109, issue C, 202-207

Abstract: A nonstationary point process can be efficiently simulated by exploiting a representation as the composition of a rate-one process and the cumulative arrival rate function, provided that an efficient algorithm is available for generating the rate-one process, as is the case for stationary renewal processes, Markov modulated Poisson processes and many other processes. Overall efficiency can be achieved by constructing a table of the inverse cumulative arrival rate function when it is not explicitly available.

Keywords: Simulation; Nonstationary point process; Time-varying arrival rate; Inverse function; Queues with time-varying arrival rates; Service system (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715215300079
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:109:y:2016:i:c:p:202-207

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2015.11.018

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().