Splitting-Based Regenerations for Accelerated Simulation of Queues

Irina Peshkova, Evsey Morozov and Michele Pagano ()
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Irina Peshkova: Department of Applied Mathematics and Cybernetics, Petrozavodsk State University, Lenin Str. 33, 185910 Petrozavodsk, Russia
Evsey Morozov: Department of Applied Mathematics and Cybernetics, Petrozavodsk State University, Lenin Str. 33, 185910 Petrozavodsk, Russia
Michele Pagano: Department of Information Engineering, University of Pisa, Via G. Caruso 16, 56122 Pisa, Italy

Mathematics, 2025, vol. 13, issue 17, 1-18

Abstract: In this paper, we address the problem of increasing the number of regenerations in the simulation of the workload process in a single-server queueing system. To this end, we extend the splitting technique developed for the Markov workload process in the M/M/1 queue to the more general GI/M/1 queueing systems. This approach is based on a minorization condition for the transition kernel of the workload process, which is a Markov chain defined by the Lindley recursion. The proposed method increases the number of regenerations during the simulation and potentially reduces the time required to estimate stationary performance metrics with a given level of precision.

Keywords: queueing system; artificial regeneration; splitting (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2025
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