Journal of the Korean Data and Information Science Society
- Volume 18 Issue 4
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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)
- Published : 2007.11.30
Abstract
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.
Keywords
- Fast Simulations;
- h-transforms;
- Importance Sampling Estimators;
- Multi-Class Feedback Queues;
- Overflow Probabilities