Rare-Event Simulation for Many-Server Queues

DOI10.1287/moor.2014.0654zbMath1310.60125arXiv1201.3422OpenAlexW2060508466MaRDI QIDQ5247615

Henry Lam, Jose H. Blanchet

Publication date: 24 April 2015

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.3422

zbMATH Keywords

large deviationsrare-event simulationmany-server queues

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Queueing theory (aspects of probability theory) (60K25) Large deviations (60F10)

Related Items (2)

Uncertainty quantification of stochastic simulation for black-box computer experiments ⋮ Diffusion Approximation for Efficiency-Driven Queues When Customers Are Patient

Cites Work

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• Two-parameter Sample Path Large Deviations for Infinite Server Queues
• Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue
• Fast simulation of rare events in queueing and reliability models
• Statistical Analysis of a Telephone Call Center

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