The RESTART/LRE method for rare event simulation
WSC '96 Proceedings of the 28th conference on Winter simulation
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An approach for simulation modeling of overflow probability in M/M/1/N queuing system based on the rare event simulation is suggested. The developed algorithm for M/M/1/N queuing system help to speed-up the simulation for estimation of overflow probability, which in this case is a rare event. Numerical and simulation results are shown.