Modeling and simulation of self-similar variable bit rate compressed video: a unified approach
SIGCOMM '95 Proceedings of the conference on Applications, technologies, architectures, and protocols for computer communication
Fast Simulation of Rare Events in Queueing and Reliability Models
Performance Evaluation of Computer and Communication Systems, Joint Tutorial Papers of Performance '93 and Sigmetrics '93
Fast simulation of overflow probabilities in a queue with Gaussian input
ACM Transactions on Modeling and Computer Simulation (TOMACS)
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A goal of modern broadband networks is their ability to provide stringent QoS guarantees to different classes of users. This feature is often related to events with a small probability of occurring, but with severe consequences when they occur. In this paper we focus on the overflow probability estimation and analyze the performance of Bridge Monte-Carlo (BMC), an alternative to Importance Sampling (IS), for the Monte-Carlo estimation of rare events with Gaussian processes. After a short description of BMC estimator, we prove that the proposed approach has clear advantages over the widespread single-twist IS in terms of variance reduction. Finally, to better highlight the theoretical results, we present some simulation outcomes for a single server queue fed by fraction Brownian motion, the canonical model in the framework of long range dependent traffic.