Fast simulation of rare events in queueing and reliability models
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Publication:4876027
variance reductionlikelihood ratioqueueing systemsrare eventsJackson networksreliability modelsunbiased estimatesbuffer overflowsasymptotically optimal importance sampling techniquesasynchronous transfer mode communication switcheslong waiting timesmultiple autocorrelated arrival processessimple queuessystem failure events
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