Journal of the Korean Data and Information Science Society
- 제18권4호
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- Pages.1045-1056
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- 2007
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- 1598-9402(pISSN)
Overflow Probabilities in Multi-class Feedback Queues
- Song, Mi-Jung (Dept. of Statistics, Yeungnam University) ;
- Bae, Kyung-Soon (Dept. of Statistics, Yeungnam University) ;
- Lee, Ji-Yeon (Dept. of Statistics, Yeungnam University)
- 발행 : 2007.11.30
초록
We consider M/M/1 feedback queues with multi-class customers. We assume that different classes of customers have different arrival rates, service rates and feedback probabilities. Using the h-transforms of McDonald(999) we derive an importance sampling estimator for an overflow probability that the total number of customers in the system reaches a high level before emptying.
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