FAST SIMULATION OF A QUEUE FED BY A SUPERPOSITION OF MANY (HEAVY-TAILED) SOURCES

DOI10.1017/S026996480216205XzbMATH Open1007.65006MaRDI QIDQ4548063FDOQ4548063

Authors: Nam Kyoo Boots, M. R. H. Mandjes 

Publication date: 19 September 2002

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

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zbMATH Keywords

importance samplingvariance reductionMonte Carlo methodscomputational efficiencyqueuesrare event simulationsimulation algorithmfast simulationbuffer overflow probabilityimplementation issuesapplication of measure transformationslong-range-dependent trafficshort-range-dependent traffic

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Stochastic network models in operations research (90B15)

Cited In (13)

• Stochastic hybrid simulation. With applications to wired and wireless queueing networks
• Fast regenerative simulation of overload probability of one-server queues
• A large deviations analysis of the transient of a queue with many Markov fluid inputs: approximations and fast simulation
• Title not available (Why is that?)
• Large deviations and fast simulation in the presence of boundaries.
• Efficient simulation of tail probabilities in a queueing model with heterogeneous servers
• Bandwidth estimation for best-effort internet traffic
• Fast simulation of networks of queues with effective and decoupling bandwidths
• On asymptotically efficient simulation of large deviation probabilities
• A fast simulation model based on Lindley's recursion for the G/G/1/K queue
• Fast simulation of overflow probabilities in a queue with Gaussian input
• Methods of simulation queueing systems with heavy tails
• Efficient simulation for the maximum of infinite horizon discrete-time Gaussian processes

Uses Software

• RESTART

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