IMPLEMENTATION OF MONTE-CARLO INTEGRATION FOR THE ANALYSIS OF PRODUCT-FORM QUEUING-NETWORKS

MonteQueue is a new public-domain software package which rapidly solve s large and small multiclass product-form queueing networks with multi ple and single-server stations over a wide range of traffic conditions . MonteQueue obtains estimates of performance measures by applying imp ortance sampling to sum and integral representations of the network's normalization constants. This paper discusses the implementation issue s and surveys of the theoretical properties of the four importance sam pling techniques included in MonteQueue. It also presents new numerica l data which compare the performance of the four techniques.