Efficient estimation of overflow probabilities in queues with breakdowns

DOI10.1016/S0166-5316(99)00036-XzbMATH Open1051.68521OpenAlexW2039000025WikidataQ118141963 ScholiaQ118141963MaRDI QIDQ4779433FDOQ4779433

Authors: Dirk P. Kroese, Victor F. Nicola 

Publication date: 24 June 2003

Published in: Performance Evaluation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0166-5316(99)00036-x

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zbMATH Keywords

importance sampling methods

Mathematics Subject Classification ID

Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)

Cited In (3)

• Exact overflow asymptotics for queues with many Gaussian inputs
• Queues with interruptions: a survey
• Rare-event simulation for neural network and random forest predictors

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