Perfect Simulation of Queueing Networks with Blocking and Rejection

Traditional product form property of Markovian queueing networks usually is vanished when capacity of queues are finite and clients are blocked or rejected. A new efficient simulation method, derived from Propp & Wilson [11] perfect simulation, is applied to the finite capacity queues context. We present an algorithm to sample directly states of the network according to stationary distribution. This method has been applied to large queueing networks and some examples are given : loss estimation on Erlang models, usage of the last queue in a line of queues with blocking, saturation estimation for a multi-stage interconnection switch.