FAST SIMULATION OF A QUEUE FED BY A SUPERPOSITION OF MANY (HEAVY-TAILED) SOURCES

DOI10.1017/S026996480216205XzbMath1007.65006MaRDI QIDQ4548063

Nam Kyoo Boots, M. R. H. Mandjes

Publication date: 19 September 2002

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

zbMATH Keywords

importance samplingMonte Carlo methodsqueuescomputational efficiencyvariance reductionrare event simulationsimulation algorithmfast simulationbuffer overflow probabilityimplementation issuesapplication of measure transformationslong-range-dependent trafficshort-range-dependent traffic

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Related Items (3)

On asymptotically efficient simulation of large deviation probabilities ⋮ Efficient Simulation for the Maximum of Infinite Horizon Discrete-Time Gaussian Processes ⋮ Bandwidth estimation for best-effort internet traffic

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