Fast simulation of overflow probabilities in a queue with Gaussian input
DOI10.1145/1138464.1138466zbMATH Open1390.90208OpenAlexW2117093313WikidataQ131113945 ScholiaQ131113945MaRDI QIDQ4565368FDOQ4565368
Authors: A. B. Dieker, M. R. H. Mandjes 
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://ir.cwi.nl/pub/4046
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- 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
- On asymptotically efficient simulation of large deviation probabilities
- Editorial introduction: special issue on Gaussian queues
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- On convergence to stationarity of fractional Brownian storage
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