Chia-Li Wang

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When simulating queues in heavy traffic, estimators of quantities such as average delay in queue <i>d</i> converge slowly to their true values. This problem is exacerbated when interarrival and service distributions are irregular. For the <i>GI/G/</i>1 queue, delay moments can be expressed in terms of moments of idle period <i>I</i>. Instead of estimating(More)
Consider a tandem queue of two single-server stations with only one server for both stations, who may allocate a fraction α of the service capacity to station 1 and 1−α to station 2 when both are busy. A recent paper treats this model under classical Poisson, exponential assumptions. Using work conservation and FIFO, we show that on every sample path (no(More)
Conditional simulation is an efficient variance-reduction method in simulation. Recently, it was applied to a few slowly convergent simulation problems that yielded substantial reduction of the variance. In these applications, the conditional expectations are known or can be computed exactly. We investigate situations where this is not the case; conditional(More)
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