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Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue - MaRDI portal

Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue (Q2465680)

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Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue
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    Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue (English)
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    7 January 2008
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    State-dependent importance sampling
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    Rare-event simulation
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    Heavy-tails
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    Fluid heuristics
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    Lyapunov bounds
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    Single-server queue
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    Change-of-measure
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