Fast simulation of queues with long-range dependent traffic

DOI10.1080/15326349908807544zbMath0930.60085OpenAlexW2090565718MaRDI QIDQ4248815

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Publication date: 10 June 1999

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349908807544

zbMATH Keywords

importance samplinglong range dependenceself-similar stochastic processeslow cell-loss probabilities

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Self-similar stochastic processes (60G18)

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