Simulation-based Computation of the Workload Correlation Function in a Lévy-driven Queue

Peter W. Glynn, Michel Mandjes. Simulation-based Computation of the Workload Correlation Function in a Lévy-driven Queue. In Ann Dunkin, Ricki G. Ingalls, Enver Yücesan, Manuel D. Rossetti, Ray Hill, Björn Johansson, editors, Proceedings of the 2009 Winter Simulation Conference, WSC 2009, Hilton Austin Hotel, Austin, TX, USA, December 13-16, 2009. pages 1155-1166, WSC, 2009. [doi]

Abstract

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