Rare event simulation for a slotted time M/G/s model

DOI10.1007/s11134-009-9154-5zbMath1209.90105OpenAlexW2137349990WikidataQ89700275 ScholiaQ89700275MaRDI QIDQ2269504

Peter W. Glynn, Henry Lam, Jose H. Blanchet

Publication date: 17 March 2010

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11134-009-9154-5

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Large deviations (60F10) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (2)

Uncertainty quantification of stochastic simulation for black-box computer experiments ⋮ Efficient Simulation for the Maximum of Infinite Horizon Discrete-Time Gaussian Processes

Cites Work

• Unnamed Item
• Unnamed Item
• Conjugate processes and the simulation of ruin problems
• Importance sampling in the Monte Carlo study of sequential tests
• Stochastic simulation: Algorithms and analysis
• A new view of the heavy-traffic limit theorem for infinite-server queues
• Large deviations and rare events in the study of stochastic algorithms
• Variance Reduction in Simulations of Loss Models
• Simulation run lengths to estimate blocking probabilities
• Fast simulation of rare events in queueing and reliability models

This page was built for publication: Rare event simulation for a slotted time M/G/s model