Fast simulation of queues with long-range dependent traffic

DOI10.1080/15326349908807544MaRDI QIDQ4248815zbMATH OpenOpenAlexFDO

Authors

Publication date 10 June 1999

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349908807544

zbMATH Keywords

importance samplinglong range dependencelow cell-loss probabilitiesself-similar stochastic processes

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Queueing theory (aspects of probability theory) (60K25) Monte Carlo methods (65C05) Queues and service in operations research (90B22)

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(15)

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