A note on a state-independent change of measure for the $G|G|1$ tandem queue

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Abstract

In this report we compare two methods to find a state-independent change of measure in the G|G|1 tandem queue and we show that they are equivalent.
Original languageUndefined
Place of PublicationEnschede
PublisherUniversity of Twente, Department of Applied Mathematics
Number of pages9
Publication statusPublished - 23 Oct 2015

Publication series

NameMemorandum of the Department of Applied Mathematics
No.2051
ISSN (Print)1874-4850

Keywords

  • G/G/1 tandem queue
  • METIS-312741
  • IR-97669
  • Importance sampling
  • EWI-26368
  • Rare event simulation

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