Editorial: rare-event simulation for queues

DOI10.1007/s11134-007-9053-6zbMath1171.90367OpenAlexW2005063279MaRDI QIDQ2465685

M. R. H. Mandjes, Jose H. Blanchet

Publication date: 7 January 2008

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11134-007-9053-6

zbMATH Keywords

networkMonte Carlo methodsqueueing theory

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Queues and service in operations research (90B22) Deterministic network models in operations research (90B10)

Related Items (1)

Importance sampling algorithms for first passage time probabilities in the infinite server queue

Cites Work

• Efficient rare-event simulation for the maximum of heavy-tailed random walks
• Importance sampling in the Monte Carlo study of sequential tests
• Counterexamples in importance sampling for large deviations probabilities
• Rare events simulation for heavy-tailed distributions
• Introduction to rare event simulation.
• Stochastic simulation: Algorithms and analysis
• Large deviations and rare events in the study of stochastic algorithms
• On large deviations theory and asymptotically efficient Monte Carlo estimation
• A quick simulation method for excessive backlogs in networks of queues
• Asymptotic evaluation of certain markov process expectations for large time, I
• Asymptotic evaluation of certain markov process expectations for large time, II
• Importance Sampling, Large Deviations, and Differential Games
• Analysis of an importance sampling estimator for tandem queues
• Fast simulation of rare events in queueing and reliability models
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Editorial: rare-event simulation for queues