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Perfect Sampling of Generalized Jackson Network

Published 21 Jan 2016 in math.PR | (1601.05499v2)

Abstract: We provide the first perfect sampling algorithm for a Generalized Jackson Network of FIFO queues under arbitrary topology and non-Markovian assumptions on the input of the network. We assume (in addition to stability) that the interarrival and service times of customers have finite moment generating function in a neighborhood of the origin, and the interarrival times have unbounded support.

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Authors (2)

  1. Jose Blanchet 
  2. Xinyun Chen 

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