论文标题
非抢先优先级队列的尾部分位数估计
Tail Quantile Estimation for Non-preemptive Priority Queues
论文作者
论文摘要
在计算和电信系统中的应用中，我们研究了在单个服务器多级排队系统中估算稳态寄居时间的问题的问题，该系统在P接近1的情况下具有非先进的优先级。此问题的主要挑战在于，此问题是从尾巴事件中进行有效采样的问题。为了解决这个问题，我们开发了一种具有重要性采样的再生模拟算法。此外，我们为估算器建立了构建置信区间的中心限制定理。数值实验表明，我们的算法优于基准模拟方法。我们的结果为排队系统的罕见事件模拟有助于文献。
Motivated by applications in computing and telecommunication systems, we investigate the problem of estimating p-quantile of steady-state sojourn times in a single-server multi-class queueing system with non-preemptive priorities for p close to 1. The main challenge in this problem lies in efficient sampling from the tail event. To address this issue, we develop a regenerative simulation algorithm with importance sampling. In addition, we establish a central limit theorem for the estimator to construct the confidence interval. Numerical experiments show that our algorithm outperforms benchmark simulation methods. Our result contributes to the literature on rare event simulation for queueing systems.
