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arXiv · 1601.05499

Perfect Sampling of Generalized Jackson Network

Jose Blanchet·Xinyun Chen
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Abstract

We provide the first perfect sampling algorithm for a Generalized Jackson Network of FIFO queues under arbitrary topology and non-Markovian assumptions on the input of the network. We assume (in addition to stability) that the interarrival and service times of customers have finite moment generating function in a neighborhood of the origin, and the interarrival times have unbounded support.

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Jose Blanchet, Xinyun Chen. 2016-01-21. Perfect Sampling of Generalized Jackson Network. https://arxiv.org/abs/1601.05499

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