Queueing simulation in heavy traffic

Queueing simulation in heavy traffic

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Article ID: iaor19921567
Country: United States
Volume: 17
Issue: 1
Start Page Number: 84
End Page Number: 111
Publication Date: Feb 1992
Journal: Mathematics of Operations Research
Authors:
Keywords: queues: theory
Abstract:

The heavy traffic behavior of a number of standard queueing simulation procedures like sample averaging and regenerative simulation is studied. In particular, limit theorems based upon Brownian approximations are given in a double limit with both the sample size t tending to infinity and the traffic intensity ρ tending to one. The results demonstrate that the growth rate t=t(ρ)≅(1-ρ)’-2 plays a critical role, and it follows both from the present theoretical results and empirical illustrations in a companion paper that negative bias presents a serious problem. Furthermore the heavy traffic behavior of the limiting variances in the standard large sample theory is found.

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