Efficient simulation of a tandem Jackson network
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Publication:4564823
DOI10.1145/566392.566395zbMath1390.90231OpenAlexW2090951154MaRDI QIDQ4564823
Dirk P. Kroese, Victor F. Nicola
Publication date: 12 June 2018
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/566392.566395
orthogonal polynomialsimportance samplingbounded relative errorMarkov additive processesrare event simulationtandem Jackson network
Queues and service in operations research (90B22) Numerical analysis or methods applied to Markov chains (65C40) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items (6)
The cross-entropy method with patching for rare-event simulation of large Markov chains ⋮ Excessive backlog probabilities of two parallel queues ⋮ Rate-tilting for fast simulation of level/phase processes ⋮ Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process ⋮ Analysis of a Splitting Estimator for Rare Event Probabilities in Jackson Networks ⋮ Approximation of the exit probability of a stable Markov modulated constrained random walk
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