Variance reduction in M/M/1 retrial queues using refined descriptive sampling. Issue 6 (3rd July 2017)

• Record Type: Journal Article
• Authors: Idjis, Khelidja; Ourbih-Tari, Megdouda; Baghdali-Ourbih, Latifa
• Is Part Of: Communications in statistics. Volume 46:Issue 6(2017)
• Page Start: 5002
• Page End: 5020
• Publication Date: 2017-07-03
• Subjects: Simulation -- Retrial Monte Carlo -- Queues -- Sampling -- Variance reduction; 90B22 -- 68U20 -- 65C05 -- 65C10; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2016.1140778
• Languages: English
• ISSNs: 0361-0918

Abstract

ABSTRACT: This article simulates the stationary M/M/1 retrial queues using Simple Random Sampling (SRS) and Refined Descriptive Sampling (RDS) to generate input variables. We design and realize a software under Linux using C language which establishes the performance measures of the M/M/1 retrial queues, computes their relative deviation and their variance reductions in order to compare both sampling methods. The simulation results demonstrate that RDS produces more accurate and efficient point estimates of the true parameters and can significantly improves performance sometimes by an important variance reduction factor in the M/M/1retrial queue compared to SRS.