Title |
MCMC approach to modelling queuing systems / |
Another Title |
Eilių sistemų modeliavimas MCMC metodu. |
Authors |
Landauskas, Mantas ; Valakevičius, Eimutis |
DOI |
10.15388/LMR.2010.52 |
Full Text |
|
Is Part of |
Lietuvos matematikos rinkinys.. Vilnius : Vilniaus universitetas. 2010, t. 51, p. 285-290.. ISSN 0132-2818. eISSN 2335-898X |
Keywords [eng] |
queuing system ; Markov chain ; Monte Carlo |
Abstract [eng] |
The paper presents some numerical results on modelling a M/G/1/1 queuing system using Markov chain Monte Carlo (MCMC). This particular technique was chosen in order to draw samples from the service time distribution from which it is assumed complicated to sample random numbers. The software for experiments was created using C++ Builder development environment. |
Published |
Vilnius : Vilniaus universitetas |
Type |
Journal article |
Language |
English |
Publication date |
2010 |
CC license |
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