Mittagsseminar (in cooperation with J. Lengler, A. Steger, and D. Steurer)

Date and Time: Thursday, June 29, 2006, 12:15 pm

Duration: This information is not available in the database

Location: OAT S15/S16/S17

Speaker: Shuji Kijima (The University of Tokyo)

Perfect Sampler for Closed Jackson Networks

I will talk about a perfect sampler based on CFTP algorithm for closed Jackson networks. The Jackson network is one of the basic and significant models of queueing networks, and it is well-known that the network has a product form solution as the equilibrium state of the jobs in the network. In 1996, Propp and Wilson devised the monotone CFTP algorithm, which realizes a perfect sampler that provides a random sample exactly according to the stationary distribution of a monotone Markov chain. We propose a new Markov chain for Jackson network, which is NOT the simulation of the transitions of jobs in the network, but whose unique stationary distribution is the product form solution. We show the chain is monotone and construct a monotone CFTP algorithm.

Joint work with Tomomi Matsui.

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