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dc.contributor.authorAndrew, LLH
dc.contributor.authorQian, G
dc.contributor.authorVazquez-Abad, FJ
dc.date.available2014-05-22T00:07:01Z
dc.date.issued2010-04-01
dc.identifierhttp://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000279362500001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=d4d813f4571fa7d6246bdc0dfeca3a1c
dc.identifierARTN 7
dc.identifier.citationAndrew, L. L. H., Qian, G. & Vazquez-Abad, F. J. (2010). Setwise and Filtered Gibbs Samplers for Teletraffic Analysis. ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION, 20 (2), https://doi.org/10.1145/1734222.1734223.
dc.identifier.issn1049-3301
dc.identifier.urihttp://hdl.handle.net/11343/29995
dc.description.abstractA setwise Gibbs sampler (SGS) method is developed to simulate stationary distributions and performance measures of network occupancy of Baskett-Chandy-Muntz-Palacios (BCMP) telecommunication models. It overcomes the simulation difficulty encountered in applying the standard Gibbs sampler to closed BCMP networks with constant occupancy constraints. We show Markov chains induced by SGS converge to the target stationary distributions. This article also investigates the filtered Gibbs sampler (FGS) as an efficient method for estimating various network performance measures. It shows that FGS's efficiency is considerable, but may be improperly overestimated. A more conservative performance estimator is then presented.
dc.languageEnglish
dc.publisherASSOC COMPUTING MACHINERY
dc.subjectInformation Systems
dc.titleSetwise and Filtered Gibbs Samplers for Teletraffic Analysis
dc.typeJournal Article
dc.identifier.doi10.1145/1734222.1734223
melbourne.peerreviewPeer Reviewed
melbourne.affiliationThe University of Melbourne
melbourne.affiliation.departmentMathematics and Statistics
melbourne.source.titleACM Transactions on Modeling and Computer Simulation
melbourne.source.volume20
melbourne.source.issue2
melbourne.publicationid148937
melbourne.elementsid325309
melbourne.contributor.authorQian, Guoqi
melbourne.contributor.authorAndrew, Lachlan
melbourne.internal.ingestnoteAbstract bulk upload (2017-07-24)
dc.identifier.eissn1558-1195
melbourne.accessrightsThis item is currently not available from this repository


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