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

DOI10.1017/S0269964818000426MaRDI QIDQ5050873zbMATH OpenFDO

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)

Copyright license Creative Commons Attribution 4.0 International

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)

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Cites work

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

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