### Abstract

Original language | Undefined |
---|---|

Place of Publication | Enschede |

Publisher | University of Twente, Department of Applied Mathematics |

Number of pages | 9 |

Publication status | Published - 23 Oct 2015 |

### Publication series

Name | Memorandum 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

*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.

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*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.

Research output: Book/Report › Report › Other 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 -