This paper considers importance sampling as a tool for rare-event simulation. The focus is on estimating the probability of overflow in the downstream queue of a Jacksonian two-n...
Denis I. Miretskiy, Werner R. W. Scheinhardt, Mich...
We consider a variant of the two node tandem Jackson network where the upstream server reduces its service rate when the downstream queue exceeds some prespecified threshold. The...
In this paper we consider a two-node tandem Jackson network. Starting from a given state, we are interested in estimating the probability that the content of the second buffer exc...
In this paper, a method is presented for the efficient estimation of rare-event (buffer overflow) probabilities in queueing networks using importance sampling. Unlike previously pr...
Consider a stable open Jackson Network with a tree topology. Customers arrive at the single root of the tree. The system is stable in the sense that the average service rate at ea...