Performance Evaluation of Finite Buffer Queues through Regenerative Simulation

Abstract

In this paper we discuss the estimation of the loss probability in a queueing system with finite buffer fed by Brownian traffic, the Gaussian counterpart of the well-known Poisson process. The independence among arrivals in consecutive time slots allows the application of regenerative simulation technique, combined with the so-called Delta-method to construct confidence intervals for the stationary loss probability. Numerical simulation are carried out to verify the efficiency of the regenerative approach for different values of the queue parameters (buffer size and utilization) as well as simulation settings (digitization step and generalizations of the regeneration cycle).