Fast simulation of the customer blocking probability in queueing networks with multicast access

DOI10.1007/s10559-021-00378-2OpenAlexW3183887922MaRDI QIDQ2044057

I. N. Kuznetsov, N. Yu. Kuznetsov

Publication date: 4 August 2021

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-021-00378-2

zbMATH Keywords

Monte Carlo methodqueueing networkstratified samplingblocking probabilityfast simulation methodmulticast accessvariance of estimate

Mathematics Subject Classification ID

Operations research and management science (90Bxx) Probabilistic methods, stochastic differential equations (65Cxx) Special processes (60Kxx)

Related Items (2)

Fast simulation of steady-state call blocking probability in a two-channel system with threshold service strategies ⋮ Comparative analysis of two modified fast simulation methods for evaluation of the failure probability of a rank structure system

Cites Work

• Fast simulation of unavailability of a repairable system with a bounded relative error of estimate
• Multilevel Splitting for Estimating Rare Event Probabilities
• Discrete-Time Conversion for Simulating Finite-Horizon Markov Processes
• Fast simulation of networks of queues with effective and decoupling bandwidths
• Fast simulation of rare events in queueing and reliability models
• RARE EVENT SIMULATION
• Importance Sampling for Simulation of Large and Moderate Deviation Probabilities of Tests and Estimators
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