Conservation Equations and Variance Reduction in Queueing Simulations

Abstract

We consider the efficient estimation of mean delay in queue, d, mean wait in system, w, time average number in queue, Q, time average number in system, L, and time average amount of work in system, V, for simulated queueing systems. We prove for the regenerative GI/G/s queue that it is more efficient to estimate w, Q, L, and V from an estimate of d than it is to estimate them directly. This generalizes previous results for the M/G/1 queue and also confirms empirical studies on other GI/G/s queues.