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QUESTA
2006
98views more  QUESTA 2006»
13 years 5 months ago
The discrete-time preemptive repeat identical priority queue
Priority queueing systems come natural when customers with diversified delay requirements have to wait to get service. The customers that cannot tolerate but small delays get serv...
Joris Walraevens, Dieter Fiems, Herwig Bruneel
TOMACS
2002
113views more  TOMACS 2002»
13 years 5 months ago
Simulating heavy tailed processes using delayed hazard rate twisting
Consider the problem of estimating the small probability that the maximum of a random walk exceeds a large threshold, when the process has a negative drift and the underlying rand...
Sandeep Juneja, Perwez Shahabuddin
PE
2008
Springer
106views Optimization» more  PE 2008»
13 years 5 months ago
Time-dependent performance analysis of a discrete-time priority queue
We present the transient analysis of the system content in a two-class discrete-time MX /D/1 priority queue. In particular, we derive an expression for the generating function of ...
Joris Walraevens, Dieter Fiems, Herwig Bruneel
WSC
2000
13 years 6 months ago
Simulating GI/GI/1 queues and insurance risk processes with subexponential distributions
This paper deals with estimating small tail probabilities of the steady-state waiting time in a GI/GI/1 queue with heavy-tailed (subexponential) service times. The problem of esti...
Nam Kyoo Boots, Perwez Shahabuddin
QUESTA
2007
98views more  QUESTA 2007»
13 years 4 months ago
The acquisition queue
We propose a new queueing model named the acquisition queue. It differs from conventional queueing models in that the server not only serves customers, but also performs acquisit...
Dee Denteneer, J. S. H. van Leeuwaarden, Ivo J. B....