Simulating GI/G/k Queues in Heavy Traffic
提出一种新的一致估计量,用于多服务器排队系统模拟中期望等待时间的估计,通过仅估计Kingman重交通近似的误差,在重交通下显著降低方差,同时保留再生方法的优点。
This paper proposes a new consistent estimator for the expected waiting time in queue in the simulation of a multiserver queueing system. This estimator is called the “error estimator” because it estimates only the error involved in the use of Kingman's heavy traffic approximation. Not only does this estimator retain all the advantages of the regenerative method, but it also reduces the variance of the estimator substantially when the traffic becomes heavy.