Fast simulation of overflow probabilities in a queue with Gaussian input (Q4565368)
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scientific article; zbMATH DE number 6886427
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| English | Fast simulation of overflow probabilities in a queue with Gaussian input |
scientific article; zbMATH DE number 6886427 |
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Fast simulation of overflow probabilities in a queue with Gaussian input (English)
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12 June 2018
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asymptotic efficiency
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Gaussian processes
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importance sampling
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large deviations
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overflow probability
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queueing theory
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0.8632342219352722
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0.8612146377563477
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0.8251587152481079
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0.8120033144950867
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0.8061188459396362
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