Filtered Gibbs Sampler for Estimating Blocking in Product Form Networks

L.L.H. Andrew and F.J. Vázquez-Abad (Australia)


Simulation techniques; maximum packingchannel allocation


The filtered Gibbs sampler (FGS) is a very simple yet efficient method of performance evaluation for a class of communication networks. This paper confirms that the FGS is considerably more efficient than the standard Gibbs sampler. It also shows that estimates of the accuracy of the results can be excessively optimistic, and presents a more conservative estimate.

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