Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue

The problem of using importance sampling to estimate the average time to buffer overflow in a stable GI/GI/m queue is considered. Using the notion of busy cycles, estimation of the expected time to buffer overflow is reduced to the problem of estimating p/sub n/=P (buffer overflow during a cycle) wh...

Full description

Saved in:

Bibliographic Details
Published in:	IEEE transactions on automatic control Vol. 36; no. 12; pp. 1383 - 1394
Main Author:	Sadowsky, J.S.
Format:	Journal Article
Language:	English
Published:	New York, NY IEEE 01.12.1991 Institute of Electrical and Electronics Engineers
Subjects:	Applied sciences Buffer overflow Computational modeling Cost function Distributed computing Equations Exact sciences and technology Monte Carlo methods Operational research and scientific management Operational research. Management science Queueing analysis Queuing theory. Traffic theory Random variables Sampling methods Overflow(computer arithmetics) Monte Carlo method Simulation Queue
ISSN:	0018-9286
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!