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UID:109@lincs.fr
DTSTART;TZID=Europe/Paris:20150211T143000
DTEND;TZID=Europe/Paris:20150211T150000
DTSTAMP:20170313T171203Z
URL:https://www.lincs.fr/events/perfect-sampling-closed-queueing-networks/
SUMMARY:Perfect sampling for closed queueing networks
DESCRIPTION:We investigate coupling from the past (CFTP) algorithmsfor
 closed queueing networks. The stationary distribution has a productform
 only in a very limited number of particular cases when queue capacityis
 finite\, and numerical algorithms are intractable due to the cardinalityof
 the state space. Moreover\, closed networks do not exhibit any mono-tonic
 property enabling ecient CFTP. We derive a bounding chain forthe CFTP
 algorithm for closed queueing networks. This bounding chainis based on a
 compact representation of sets of states that enables exactsampling from
 the stationary distribution without considering all initialconditions in
 the CFTP. The coupling time of the bounding chain is al-most surely
 finite\, and numerical experiments show that it is close to thecoupling
 time of the exact chain.
CATEGORIES:Seminars,Youtube
LOCATION:LINCS Meeting Room 40\, 23\, avenue d'Italie\, Paris\, 75013\,
 France
GEO:48.8283983;2.3568972000000485
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TZID:Europe/Paris
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DTSTART:20141026T020000
TZOFFSETFROM:+0200
TZOFFSETTO:+0100
TZNAME:CET
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