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Fast Simulation of Overflow Probabilities in Multi-Class Queues with Class-Transition
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 Title & Authors
Fast Simulation of Overflow Probabilities in Multi-Class Queues with Class-Transition
Song, Mi-Jung; Bae, Kyung-Soon; Lee, Ji-Yeon;
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In this paper, we consider a multi-class queueing system in which different classes of customers have different arrival rates, service rates and class-transition probabilities. We use the fast simulation method to estimate the overflow probability and the expected number of customers of each class at the first time the total number of customers hits a high level. We also discuss the overflow probabilities and the expected number of customers at different loads, respectively.
Multi-class queues;class-transition;fast simulation;overflow probabilities;importance;
 Cited by
Dabrowski, A., Lee, J. and McDonald, D. R. (2008). Large deviations of multi-class M/G/1 queues, The Canadian Journal of Statistics (to appear)

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