FAST SIMULATION OF A QUEUE FED BY A SUPERPOSITION OF MANY (HEAVY-TAILED) SOURCES (Q4548063)
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scientific article; zbMATH DE number 1786773
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English | FAST SIMULATION OF A QUEUE FED BY A SUPERPOSITION OF MANY (HEAVY-TAILED) SOURCES |
scientific article; zbMATH DE number 1786773 |
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FAST SIMULATION OF A QUEUE FED BY A SUPERPOSITION OF MANY (HEAVY-TAILED) SOURCES (English)
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19 September 2002
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queues
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fast simulation
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long-range-dependent traffic
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short-range-dependent traffic
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buffer overflow probability
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variance reduction
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importance sampling
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application of measure transformations
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simulation algorithm
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rare event simulation
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computational efficiency
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implementation issues
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Monte Carlo methods
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