A hybrid analysis approach for finite-capacity queues with general inputs and phase type service

A new analysis method for queueing systems with general input stream and ph ase type service time distributions is introduced. The approach combines di screte event simulation and numerical analysis of continuous time Markov ch ains. Simulation is used to represent the arrival process, whereas the serv ice process is analyzed with numerical techniques. In this way the state of the system is characterized by a probability vector rather than by a singl e state. The use of a distribution vector reduces the variance of result es timators such that the width of confidence intervals is often reduced compa red to discrete event simulation. This, in particular, holds for measures b ased on rare events or states with a small probability. The analysis approa ch can be applied for a wide variety of result measures including stationar y, transient and accumulated measures.