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129
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ETT
2002
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ETT 2002
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Adaptive state- dependent importance sampling simulation of markovian queueing networks
15 years 2 months ago
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wwwhome.cs.utwente.nl
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
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