A Fast Simulation Model Based on Lindley's Recursion for the G/G/1/K Queue

Abstract

There are many applications where it is necessary to model queuing systems that involve finite queue size. Most of the models consider traffic with Poisson arrivals and exponentially distributed service times. Unfortunately, when the traffic behavior does not consider Poisson arrivals and exponentially distributed service times, closed-form solutions are not always available or have high mathematical complexity. Based on Lindley's recursion, this paper presents a fast simulation model for an accurate estimation of the performance metrics of G/G/1/K queues. One of the main characteristics of this approach is the support for long-range dependence traffic models. The model can be used to model queuing systems in the same way that a discrete event simulator would do it. This model has a speedup of at least two orders of magnitude concerning implementations in conventional discrete event simulators.