ON STATE-INDEPENDENT IMPORTANCE SAMPLING FOR THE GI|GI|1 TANDEM QUEUE1
From MaRDI portal
Publication:5050873
DOI10.1017/S0269964818000426MaRDI QIDQ5050873
Werner R. W. Scheinhardt, Pieter-Tjerk de Boer, Anne Buijsrogge
Publication date: 18 November 2022
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Cites Work
- Importance sampling for Jackson networks
- Fast simulation of buffer overflows in tandem networks of \(GI/GI/1\) queues
- Large deviations for the total queue size in non-Markovian tandem queues
- Dynamic importance sampling for queueing networks
- 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
- Analysis of state-independent importance-sampling measures for the two-node tandem queue
- Analysis of an importance sampling estimator for tandem queues