2 papers
math.PR2016
Perfect Sampling and Gradient Simulation for Fork-Join Networks
Xinyun Chen, Xianjun Shi
Fork-join network is a class of queueing networks with applications in manufactory, healthcare and computation systems. In this paper, we develop a simulation algorithm that (1) ge…
math.PR2016
Perfect Sampling of Generalized Jackson Network
Jose Blanchet, Xinyun Chen
We provide the first perfect sampling algorithm for a Generalized Jackson Network of FIFO queues under arbitrary topology and non-Markovian assumptions on the input of the network.…