Section:
New Results
Low Complexity State Space
Representation and Algorithms for Closed Queueing Networks Exact
Sampling
In [6] we consider exact sampling from the stationary distribution of a
closed queueing network with finite capacities. In a recent work a
compact representation of sets of states was proposed that enables
exact sampling from the stationary distribution without considering
all initial conditions in the coupling from the past (CFTP)
scheme.This representation reduces the complexity of the one-step
transition in the CFTP algorithm to O(), where is the number
of queues and M the total number of customers; while the cardinality
of the state space is exponential in the number of queues. In this
paper, we extend these previous results to the multiserver case. The
main focus and the contribution of this work is on the algorithmic
and the implementation issues. We propose a new representation, that
leads to one-step transition complexity of the CFTP algorithm that
is in . We provide a detailed description of our matrix-based
implementation. Matlab toolbox Clones (CLOsed queueing Networks
Exact Sampling) can be downloaded at
http://www.di.ens.fr/~rovetta/Clones