Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue (Q2465680)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue |
scientific article |
Statements
Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue (English)
0 references
7 January 2008
0 references
State-dependent importance sampling
0 references
Rare-event simulation
0 references
Heavy-tails
0 references
Fluid heuristics
0 references
Lyapunov bounds
0 references
Single-server queue
0 references
Change-of-measure
0 references