ON STATE-INDEPENDENT IMPORTANCE SAMPLING FOR THE GI|GI|1 TANDEM QUEUE1

DOI10.1017/S0269964818000426MaRDI QIDQ5050873FDOQ5050873

Authors: Anne Buijsrogge, Pieter-Tjerk de Boer, Werner R. W. Scheinhardt 

Publication date: 18 November 2022

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

zbMATH Keywords

importance samplingrare event simulationtandem queue\(GI|GI|1\) queue

Mathematics Subject Classification ID

Statistics (62-XX) Probability theory and stochastic processes (60-XX)

Cites Work

• Importance sampling for Jackson networks
• Analysis of an importance sampling estimator for tandem queues
• The interchangeability of ·/M/1 queues in series
• A quick simulation method for excessive backlogs in networks of queues
• Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue
• Dynamic importance sampling for queueing networks
• Analysis of state-independent importance-sampling measures for the two-node tandem queue
• Large deviations for the total queue size in non-Markovian tandem queues
• Fast simulation of buffer overflows in tandem networks of \(GI/GI/1\) queues

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