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)
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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