Efficient simulation of buffer overflow probabilities in Jackson networks with feedback

DOI10.1145/1113316.1113317zbMATH Open1390.90224OpenAlexW2094909089WikidataQ131114865 ScholiaQ131114865MaRDI QIDQ4565359FDOQ4565359

Authors S. Juneja, Victor F. Nicola

Publication date 12 June 2018

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

Full work available at URL https://doi.org/10.1145/1113316.1113317

zbMATH Keywords

importance samplingvariance reductionJackson networksqueueing networksasymptotic optimalityrare event simulation

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Stochastic network models in operations research (90B15)

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Cited in

(10)

• Excessive backlog probabilities of two parallel queues
• Analysis of a splitting estimator for rare event probabilities in Jackson networks
• Approximation of the exit probability of a stable Markov modulated constrained random walk
• On probability estimation of buffer overflow for communication networks
• Approximation of excessive backlog probabilities of two tandem queues
• Optimal sampling of overflow paths in Jackson networks
• The cross-entropy method with patching for rare-event simulation of large Markov chains
• Asymptotics of overflow probabilities in Jackson networks.
• Recurrence times of buffer overflows in Jackson networks
• Efficient importance sampling heuristics for the simulation of population overflow in Jackson networks

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