Fast simulation of Markov fluid models

DOI10.2307/3215359MaRDI QIDQ4716104zbMATH OpenOpenAlexFDO

Authors A. Ridder

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

continuous flow finite buffer systemsimportance samplinglarge deviationsoverflow probability

Mathematics Subject Classification ID

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

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Cited in

(9)

• Linear stochastic fluid networks: rare-event simulation and Markov modulation
• Applications of a change of measures technique for compound mixed renewal processes to the ruin problem
• Sparse feature map-based Markov models for nonlinear fluid flows
• Fast simulations of stochastic dynamical systems
• Fast simulation for road traffic network.
• Finding the conjugate of Markov fluid processes
• Flow Faster: Efficient Decision Algorithms for Probabilistic Simulations
• Computational costs of fast stochastic simulation techniques for Markovian fluid models in multiservice networks
• Quick simulation of ATM buffers with on-off multiclass Markov fluid sources

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