Simulation of queueing systems with many stations and of queueing networks using copulas
AbstractIn this paper we will generate queueing systems with c stations where the inter-arrival time and the c service times depend through a c+1 copula C. We will consider two models: first when the customer does not know the order of service times for the free service channels (he/she chooses the service channel randomly), and the second when he/she knows this order (he/she chooses the fastest free service channel). The marginals can be exponential, Erlang or hyper-exponential.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 27018.
Date of creation: Apr 2010
Date of revision: Sep 2010
Publication status: Published in Scientific Journal Mathematical Modeling in Civil Engineering 3.6(2010): pp. 72-86
Queueing systems; copula; simulation.;
Find related papers by JEL classification:
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
This paper has been announced in the following NEP Reports:
- NEP-ALL-2010-12-04 (All new papers)
- NEP-CMP-2010-12-04 (Computational Economics)
- NEP-MIC-2010-12-04 (Microeconomics)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Ciuiu, Daniel, 2007. "Gordon and Newell queueing networks and copulas," MPRA Paper 15769, University Library of Munich, Germany, revised May 2009.
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