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

Cite this

Buijsrogge, A., de Boer, P-T., & Scheinhardt, W. R. W. (2015). A note on a state-independent change of measure for the $G|G|1$ tandem queue. (Memorandum of the Department of Applied Mathematics; No. 2051). Enschede: University of Twente, Department of Applied Mathematics.
Buijsrogge, Anne ; de Boer, Pieter-Tjerk ; Scheinhardt, Willem R.W. / A note on a state-independent change of measure for the $G|G|1$ tandem queue. Enschede : University of Twente, Department of Applied Mathematics, 2015. 9 p. (Memorandum of the Department of Applied Mathematics; 2051).
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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.",
keywords = "G/G/1 tandem queue, METIS-312741, IR-97669, Importance sampling, EWI-26368, Rare event simulation",
author = "Anne Buijsrogge and {de Boer}, Pieter-Tjerk and Scheinhardt, {Willem R.W.}",
note = "eemcs-eprint-26368",
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day = "23",
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series = "Memorandum of the Department of Applied Mathematics",
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Buijsrogge, A, de Boer, P-T & Scheinhardt, WRW 2015, A note on a state-independent change of measure for the $G|G|1$ tandem queue. Memorandum of the Department of Applied Mathematics, no. 2051, University of Twente, Department of Applied Mathematics, Enschede.

A note on a state-independent change of measure for the $G|G|1$ tandem queue. / Buijsrogge, Anne; de Boer, Pieter-Tjerk; Scheinhardt, Willem R.W.

Enschede : University of Twente, Department of Applied Mathematics, 2015. 9 p. (Memorandum of the Department of Applied Mathematics; No. 2051).

Research output: Book/ReportReportOther research output

TY - BOOK

T1 - A note on a state-independent change of measure for the $G|G|1$ tandem queue

AU - Buijsrogge, Anne

AU - de Boer, Pieter-Tjerk

AU - Scheinhardt, Willem R.W.

N1 - eemcs-eprint-26368

PY - 2015/10/23

Y1 - 2015/10/23

N2 - 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.

AB - 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.

KW - G/G/1 tandem queue

KW - METIS-312741

KW - IR-97669

KW - Importance sampling

KW - EWI-26368

KW - Rare event simulation

M3 - Report

T3 - Memorandum of the Department of Applied Mathematics

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

PB - University of Twente, Department of Applied Mathematics

CY - Enschede

ER -

Buijsrogge A, de Boer P-T, Scheinhardt WRW. A note on a state-independent change of measure for the $G|G|1$ tandem queue. Enschede: University of Twente, Department of Applied Mathematics, 2015. 9 p. (Memorandum of the Department of Applied Mathematics; 2051).