Variance reduction applied to product form multiclass queuing networks

DOI10.1145/268403.268419MaRDI QIDQ4228538zbMATH OpenOpenAlexWikidataFDO

Authors Bruno Tuffin

Publication date 1 March 1999

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/268403.268419

zbMATH Keywords

antithetic variateslow discrepancy sequencesperformanceproduct-form multiclass queuing networksquasi-Monte Carlo methodsvariance reduction

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99) Network design and communication in computer systems (68M10)

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• Variance reduction order using good lattice points in Monte Carlo methods
• Some current issues in quasi-Monte Carlo methods
• Estimation of steady-state quantities of an HMM with some rarely generated emissions
• Experimental Evaluation of Variance Reduction Techniques for Queueing Simulation Using Generalized Concomitant Variables
• Monte Carlo Summation Applied to Product-Form Loss Networks
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• Asymptotically optimal importance sampling for product-form queuing networks
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• Sufficient conditions for central limit theorems and confidence intervals for randomized quasi-Monte Carlo methods
• Controlling antithetic variates

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