Perfect sampling of Hawkes processes and queues with Hawkes arrivals

X Chen - Stochastic Systems, 2021 - pubsonline.informs.org
In this paper we develop to our best knowledge the first perfect sampling algorithm for
queues with Hawkes input (ie, single-server queues with Hawkes arrivals and independent …

Rates of convergence to stationarity for reflected Brownian motion

J Blanchet, X Chen - Mathematics of Operations Research, 2020 - pubsonline.informs.org
We provide the first rate of convergence to stationarity analysis for reflected Brownian motion
(RBM) as the dimension grows under some uniformity conditions. In particular, if the …

Queuing Network Models of Multiservice RANs

A Marin, M Meo, M Sereno, MA Marsan - ACM Transactions on …, 2024 - dl.acm.org
In this article, we present a new queuing network model for the analysis of a portion of a
radio access network (RAN) comprising macro cell base stations (BSs) and small cell BSs …

On logarithmically optimal exact simulation of max-stable and related random fields on a compact set

Z Liu, JH Blanchet, AB Dieker, T Mikosch - 2019 - projecteuclid.org
We consider the random field M (t)= sup _ n\geq1 {-\log A_ n+ X_ n (t)\},\qquad t ∈ T, for a
set T⊂R^m, where (X_n) is an iid sequence of centered Gaussian random fields on T and …

On optimal exact simulation of max-stable and related random fields

Z Liu, JH Blanchet, AB Dieker, T Mikosch - arXiv preprint arXiv:1609.06001, 2016 - arxiv.org
We consider the random field M (t)=\sup_ {n\geq 1}\big\{-\log A_ {n}+ X_ {n}(t)\big\}\,,\qquad
t\in T\, for a set $ T\subset\mathbb {R}^{m} $, where $(X_ {n}) $ is an iid sequence of …

Omnithermal perfect simulation for multi-server queues

S Connor - ACM Transactions on Modeling and Computer …, 2020 - dl.acm.org
A number of perfect simulation algorithms for multi-server First Come First Served queues
have recently been developed. Those of Connor and Kendall [6] and Blanchet et al.[4] use …

Perfect Sampling for Queueing Systems

X Shi - 2017 - search.proquest.com
This thesis mainly studies perfect simulation methodology for the time-varying queueing
systems including time varying queue with a single server (Mt/Gt/1 and Gt/G/1) and time …