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ACMSE
1992
ACM
15 years 1 months ago
Disk performance enhancement through Markov-based cylinder remapping
A scheme for disk subsystem performance enhancement that is based on (virtual) cylinder remapping is proposed. A natural workload on a real system is measured, and statistical tes...
Robert Geist, Darrell Suggs, Robert G. Reynolds, S...
IOR
2008
91views more  IOR 2008»
14 years 9 months ago
A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
We introduce and study a randomized quasi-Monte Carlo method for estimating the state distribution at each step of a Markov chain. The number of steps in the chain can be random an...
Pierre L'Ecuyer, Christian Lécot, Bruno Tuf...
WSC
2007
14 years 12 months ago
Ant-based approach for determining the change of measure in importance sampling
Importance Sampling is a potentially powerful variance reduction technique to speed up simulations where the objective depends on the occurrence of rare events. However, it is cru...
Poul E. Heegaard, Werner Sandmann
120
Voted
WINET
2010
180views more  WINET 2010»
14 years 7 months ago
An analytical model for performance evaluation of multimedia applications over EDCA in an IEEE 802.11e WLAN
—We extend the modeling heuristic of [1] to evaluate the performance of an IEEE 802.11e infrastructure network carrying packet telephone calls, streaming video sessions and TCP c...
Sri Harsha, Anurag Kumar, Vinod Sharma
IOR
2006
192views more  IOR 2006»
14 years 9 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya