Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Fast Simulation of Overflow Probabilities in Multi-Class Queues with Class-Transition

계층 전이가 가능한 다계층 대기행렬의 빠른 시뮬레이션

  • Published : 2009.03.30
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Abstract

In this paper, we consider a multi-class queueing system in which different classes of customers have different arrival rates, service rates and class-transition probabilities. We use the fast simulation method to estimate the overflow probability and the expected number of customers of each class at the first time the total number of customers hits a high level. We also discuss the overflow probabilities and the expected number of customers at different loads, respectively.

계층 전이가 가능한 다계층 대기행렬에 대한 빠른 시뮬레이션 방법을 제시하고 이를 이용하여 총 고객의 수가 적정 수준을 초과하는 과부하 발생 확률과 과부하 발생시 각 계층별 평균 고객의 수를 추정한다. 또한 이들 값들이 시스템의 총 로드나 계층별 로드에 따라 어떤 차이를 보이는지도 빠른 시뮬레이션을 통해 서로 비교한다.

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References

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