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TOMACS
2002
13 years 4 months ago
2002
Consider the problem of estimating the small probability that the maximum of a random walk exceeds a large threshold, when the process has a negative drift and the underlying rand...
TOMACS
2002
13 years 4 months ago
2002
The utility of simulations and analysis heavily relies on good models of network traffic. While network traffic constantly changing over time, existing approaches typically take y...
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...