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TOMACS
2002
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14 years 10 months ago
Simulating heavy tailed processes using delayed hazard rate twisting
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...
Sandeep Juneja, Perwez Shahabuddin
WSC
2000
15 years 5 days ago
Simulating GI/GI/1 queues and insurance risk processes with subexponential distributions
This paper deals with estimating small tail probabilities of the steady-state waiting time in a GI/GI/1 queue with heavy-tailed (subexponential) service times. The problem of esti...
Nam Kyoo Boots, Perwez Shahabuddin
INFOCOM
2008
IEEE
15 years 5 months ago
Proxy Caching in Split TCP: Dynamics, Stability and Tail Asymptotics
Abstract—The split of a multihop, point to point TCP connection consists in replacing a plain, end-to-end TCP connection by a cascade of TCP connections. In such a cascade, conne...
François Baccelli, Giovanna Carofiglio, Ser...