Fast simulation of Markov fluid models

DOI10.2307/3215359zbMath0865.90059OpenAlexW2119080267MaRDI QIDQ4716104

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Publication date: 19 November 1996

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/6f74e0fa602ce520798ad6077b186f4067463041

zbMATH Keywords

importance samplinglarge deviationsoverflow probabilitycontinuous flow finite buffer systems

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Communication networks in operations research (90B18) Large deviations (60F10)

Related Items (2)

Applications of a change of measures technique for compound mixed renewal processes to the ruin problem ⋮ Finding the Conjugate of Markov Fluid Processes

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