Simulation of queueing systems with many stations and of queueing networks using copulas

Abstract

In this paper we will generate queueing systems with c stations where the inter-arrival time and the c service times depend through a c+1 copula C. We will consider two models: first when the customer does not know the order of service times for the free service channels (he/she chooses the service channel randomly), and the second when he/she knows this order (he/she chooses the fastest free service channel). The marginals can be exponential, Erlang or hyper-exponential.Queueing systems, copula, simulation.