Technical Note—Simulating theGI/G/1 Queue in Heavy Traffic
Operations Research · 1983 · Volume 31 · Issue 5
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
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