Regenerative Simulation of Networks of Queues with General Service Times: Passage Through Subnetworks

A linear “job stack,” an enumeration by service center and job class of all the jobs, is an appropriate state vector for simulation of closed networks of queues with priorities among job classes. Using a representation of the job stack process as an irreducible generalized semi-Markov process, we develop a regenerative simulation method for passage times in networks with general service times. Our estimation procedure avoids Cox-phase representation of general service time distributions and is applicable to networks with “single states” for passage times. Based on a single simulation run, the procedure provides point estimates and confidence intervals for characteristics of limiting passage times.