Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue (Q2465680)
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scientific article; zbMATH DE number 5223783
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| English | Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue |
scientific article; zbMATH DE number 5223783 |
Statements
Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue (English)
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7 January 2008
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State-dependent importance sampling
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Rare-event simulation
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Heavy-tails
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Fluid heuristics
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Lyapunov bounds
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Single-server queue
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Change-of-measure
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0.8089200854301453
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0.7999842166900635
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0.7872479557991028
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0.7871198654174805
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0.7849852442741394
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