Perfect Sampling of Generalized Jackson Networks

Published Online:https://doi.org/10.1287/moor.2018.0941

We provide the first perfect sampling algorithm for a generalized Jackson network of first-in, first-out queues under arbitrary topology and non-Markovian assumptions on the input of the network. We assume (in addition to stability) that the interarrival and service times of customers have a finite moment-generating function in a neighborhood of the origin, and the interarrival times have unbounded support.

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