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MathematicsMathematics
  • Article
  • Open Access

6 September 2025

18 Pages

Splitting-Based Regenerations for Accelerated Simulation of Queues

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and
1
Department of Applied Mathematics and Cybernetics, Petrozavodsk State University, Lenin Str. 33, 185910 Petrozavodsk, Russia
2
Institute of Applied Mathematical Research, Karelian Research Centre of Russian Academy of Sciences, Pushkinskaja Str. 11, 185910 Petrozavodsk, Russia
3
Moscow Center for Fundamental and Applied Mathematics, Moscow State University, 119991 Moscow, Russia
4
Department of Information Engineering, University of Pisa, Via G. Caruso 16, 56122 Pisa, Italy

Abstract

In this paper, we address the problem of increasing the number of regenerations in the simulation of the workload process in a single-server queueing system. To this end, we extend the splitting technique developed for the Markov workload process in the M/M/1 queue to the more general GI/M/1 queueing systems. This approach is based on a minorization condition for the transition kernel of the workload process, which is a Markov chain defined by the Lindley recursion. The proposed method increases the number of regenerations during the simulation and potentially reduces the time required to estimate stationary performance metrics with a given level of precision.

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