Fast simulation of rare events in queueing and reliability models
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Publication:4876027
DOI10.1145/203091.203094zbMath0843.62096OpenAlexW2146416787MaRDI QIDQ4876027
Publication date: 21 August 1996
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: http://www.acm.org/pubs/contents/journals/tomacs/
rare eventslikelihood ratiovariance reductionqueueing systemsJackson networksreliability modelsunbiased estimatesbuffer overflowsasymptotically optimal importance sampling techniquesasynchronous transfer mode communication switcheslong waiting timesmultiple autocorrelated arrival processessimple queuessystem failure events
Probabilistic models, generic numerical methods in probability and statistics (65C20) Queueing theory (aspects of probability theory) (60K25) Reliability and life testing (62N05)
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