Clones: CLOsed queueing Networks Exact Sampling

Anne Bouillard; Ana Busic; Christelle Rovetta

Research Article

Clones: CLOsed queueing Networks Exact Sampling

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@ARTICLE{10.4108/icst.valuetools.2014.258178,
    author={Anne Bouillard and Ana Busic and Christelle Rovetta},
    title={Clones: CLOsed queueing Networks Exact Sampling},
    journal={EAI Endorsed Transactions on Future Intelligent Educational Environments},
    volume={1},
    number={5},
    publisher={EAI},
    journal_a={FIEE},
    year={2015},
    month={2},
    keywords={queueing networks, simulation, coupling from the past},
    doi={10.4108/icst.valuetools.2014.258178}
}

Anne Bouillard
Ana Busic
Christelle Rovetta
Year: 2015
Clones: CLOsed queueing Networks Exact Sampling
FIEE
EAI
DOI: 10.4108/icst.valuetools.2014.258178

Anne Bouillard¹, Ana Busic², Christelle Rovetta²^,*

1: ENS Paris
2: Inria

*Contact email: christelle.rovetta@inria.fr

Abstract

We present Clones, a Matlab toolbox for exact sampling from the stationary distribution of a closed queueing network with finite capacities. This toolbox is based on recent results using a compact representation of sets of states 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(K M^2), where K 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 focus on the algorithmic and implementation issues.
We propose a new representation, that leads to one-step transition complexity of the CFTP algorithm that is in O(K M). We provide a detailed description of our matrix-based implementation.
The toolbox can be downloaded at http://www.di.ens.fr/~rovetta/Clones

Keywords: queueing networks, simulation, coupling from the past

Published: 2015-02-19
Publisher: EAI

: http://dx.doi.org/10.4108/icst.valuetools.2014.258178

Copyright © 2015 A. Bouillard et al., licensed to EAI. This is an open access article distributed under the terms of the Creative Commons Attribution licence (http://creativecommons.org/licenses/by/3.0/), which permits unlimited use, distribution and reproduction in any medium so long as the original work is properly cited.