Overflow Probabilities in Multi-class Feedback Queues

다국어 초록 (Multilingual Abstract)

We consider M/M/1 feedback queues with multi-class customers. We assume that different classes of customers have different arrival rates, service rates and feedback probabilities. Using the -transforms of McDonald(1999) we derive an importance sampling estimator for an overflow probability that the total number of customers in the system reaches a high level before emptying.

참고문헌 (Reference)

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