Efficient estimation of overflow probabilities in queues with breakdowns

DOI10.1016/S0166-5316(99)00036-XMaRDI QIDQ4779433zbMATH OpenOpenAlexWikidataFDO

Authors Dirk P. Kroese, Victor F. Nicola

Publication date 24 June 2003

Published in Performance Evaluation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0166-5316(99)00036-x

zbMATH Keywords

importance sampling methods

Mathematics Subject Classification ID

Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)

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Cited in

(3)

• Queues with interruptions: a survey
• Exact overflow asymptotics for queues with many Gaussian inputs
• Rare-event simulation for neural network and random forest predictors

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