Technical Note—Simulating the GI / G /1 Queue in Heavy Traffic

Do Le Minh and Ronald M. Sorli
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Do Le Minh: University of Delaware, Newark, Delaware
Ronald M. Sorli: The N.S.W. Institute of Technology, N.S.W., Australia

Operations Research, 1983, vol. 31, issue 5, 966-971

Abstract: In this paper, we suggest that instead of ignoring a certain quantity to obtain Kingman's heavy traffic approximation for the stationary expected waiting time in the GI / G /1 queue, we simulate it. This leads to a new consistent estimator for the stationary expected waiting time in queue, the variance of which is reduced substantially when the traffic intensity approaches unity.

Keywords: 700; simulation; of; GI/G/1; queues (search for similar items in EconPapers)
Date: 1983
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