Fast simulation of rare events in queueing and reliability models (Q4876027)
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scientific article; zbMATH DE number 870816
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| English | Fast simulation of rare events in queueing and reliability models |
scientific article; zbMATH DE number 870816 |
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Fast simulation of rare events in queueing and reliability models (English)
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21 August 1996
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asynchronous transfer mode communication switches
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variance reduction
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rare events
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long waiting times
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buffer overflows
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queueing systems
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system failure events
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reliability models
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unbiased estimates
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likelihood ratio
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asymptotically optimal importance sampling techniques
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simple queues
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Jackson networks
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multiple autocorrelated arrival processes
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0.8689128756523132
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0.8566284775733948
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0.8456904292106628
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0.8445959687232971
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