MCMC approach to modelling queuing systems

Mantas  Landauskas; Eimutis  Valakevičius

doi:10.15388/LMR.2010.52

Articles

Mantas Landauskas

Kaunas University of Technology

Eimutis Valakevičius

Kaunas University of Technology

Published 2010-12-21

https://doi.org/10.15388/LMR.2010.52

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Keywords

Queuing system
Markov chain Monte Carlo

How to Cite

Landauskas M. and Valakevičius E. (2010) “MCMC approach to modelling queuing systems”, Lietuvos matematikos rinkinys, 51(proc. LMS), pp. 285–290. doi: 10.15388/LMR.2010.52.

Abstract

The paper presents some numerical results on modelling a M/G/1/∞ queuing system using Markov chain Monte Carlo (MCMC). This particular technique was chosen in order to draw samples from the service time distribution from which it is assumed complicated to sample random numbers. The software for experiments was created using C++ Builder development environment.

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