Fast simulation of overflow probabilities in a queue with Gaussian input (Q4565368): Difference between revisions

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Latest revision as of 19:10, 19 March 2024

scientific article; zbMATH DE number 6886427
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Fast simulation of overflow probabilities in a queue with Gaussian input
scientific article; zbMATH DE number 6886427

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    Fast simulation of overflow probabilities in a queue with Gaussian input (English)
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    12 June 2018
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    asymptotic efficiency
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    Gaussian processes
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    importance sampling
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    large deviations
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    overflow probability
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    queueing theory
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