NDLI: Exact Sampling of Stationary and Time-Reversed Queues

Content Provider	ACM Digital Library
Author	Blanchet, Jose Wallwater, Aya
Copyright Year	2015
Abstract	We provide the first algorithm that, under minimal assumptions, allows simulation of the stationary waiting-time sequence of a single-server queue backward in time, jointly with the input processes of the queue (interarrival and service times). The single-server queue is useful in applications of Dominated Coupling from the Past (DCFTP), which is a well-known protocol for simulation without bias from steady-state distributions. Our algorithm terminates in finite time, assuming only finite mean of the interarrival and service times. To simulate the single-server queue in stationarity until the first idle period in finite expected termination time, we require the existence of finite variance. This requirement is also necessary for such idle time (which is a natural coalescence time in DCFTP applications) to have finite mean. Thus, in this sense, our algorithm is applicable under minimal assumptions.
Starting Page	1
Ending Page	27
Page Count	27
File Format	PDF
ISSN	10493301
e-ISSN	15581195
DOI	10.1145/2822892
Volume Number	25
Issue Number	4
Journal	ACM Transactions on Modeling and Computer Simulation (TOMACS)
Language	English
Publisher	Association for Computing Machinery (ACM)
Publisher Date	2015-11-16
Publisher Place	New York
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Simulation theory Simulation output analysis Types of simulation: Discrete event
Content Type	Text
Resource Type	Article
Subject	Computer Science Applications Modeling and Simulation

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
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