270 citations · 1k across the 102 of their papers we have counts for
5 papers · 1 filter
Exact sampling for some multi-dimensional queueing models with renewal input
Jose Blanchet, Yanan Pei, Karl Sigman
Using a result of Blanchet and Wallwater (2015: Exact sampling of stationary and time-reversed queues. ACM TOMACS, 25, 26) for exactly simulating the maximum of a negative drift ra…
Perfect Sampling of GI/GI/c Queues
Jose Blanchet, Jing Dong, Yanan Pei
We introduce the first class of perfect sampling algorithms for the steady-state distribution of multi-server queues with general interarrival time and service time distributions.…
On the Limiting Ratio of Current Age to Total Life for Null Recurrent Renewal Processes
Jose Blanchet, Peter Glynn, Hermann Thorisson
If the inter-arrival time distribution of a renewal process is regularly varying with index (i.e. the inter-arrival times have infinite mean) and if $A\lef…
Theoretical analysis of a Stochastic Approximation approach for computing Quasi-Stationary distributions of general state space Markov chains
Jose H. Blanchet, Peter Glynn, Shuheng Zheng
An algorithm for estimating quasi-stationary distribution of finite state space Markov chains has been proven in a previous paper. Now this paper proves a similar algorithm that wo…
Tail Asymptotics for Delay in a Half-loaded GI/GI/2 Queue with Heavy-tailed Job Sizes
Jose Blanchet, Karthyek Murthy
We obtain asymptotic bounds for the tail distribution of steady-state waiting time in a two server queue where each server processes incoming jobs at a rate equal to the rate of th…