6 search results - page 1 / 2 » State-dependent importance sampling for a Jackson tandem net... |
TOMACS
2010
13 years 2 months ago
2010
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...
QUESTA
2007
13 years 4 months ago
2007
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...
TOMACS
2002
13 years 4 months ago
2002
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...
ETT
2002
13 years 4 months ago
2002
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...
QUESTA
2010
13 years 3 months ago
2010
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...