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TOMACS
2010
182views more  TOMACS 2010»
9 years 11 months ago
State-dependent importance sampling for a Jackson tandem network
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...
QUESTA
2007
103views more  QUESTA 2007»
10 years 26 days ago
Large deviations and importance sampling for a tandem network with slow-down
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...
Paul Dupuis, Kevin Leder, Hui Wang
TOMACS
2002
101views more  TOMACS 2002»
10 years 1 months ago
Efficient simulation of a tandem Jackson network
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...
Dirk P. Kroese, Victor F. Nicola
ETT
2002
142views Education» more  ETT 2002»
10 years 1 months ago
Adaptive state- dependent importance sampling simulation of markovian queueing networks
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...
Pieter-Tjerk de Boer, Victor F. Nicola
QUESTA
2010
89views more  QUESTA 2010»
9 years 11 months ago
Asymptotically optimal importance sampling for Jackson networks with a tree topology
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...
Ali Devin Sezer
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