Efficient simulation of tail probabilities in a queueing model with heterogeneous servers

DOI10.1080/15326349.2018.1458629zbMath1391.60225OpenAlexW2802519836WikidataQ129962869 ScholiaQ129962869MaRDI QIDQ4643641

J. Kuhn, M. R. H. Mandjes

Publication date: 28 May 2018

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2018.1458629

zbMATH Keywords

importance samplingrare eventsmulti-server queuesoverdispersion

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Large deviations (60F10)

Related Items (2)

A ruin model with a resampled environment ⋮ Single-server queues under overdispersion in the heavy-traffic regime

Uses Software

• MCQueue

Cites Work

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