A guide to simulation (2nd ed.)
A guide to simulation (2nd ed.)
Importance sampling for stochastic simulations
Management Science
Effective bandwidths at multi-class queues
Queueing Systems: Theory and Applications
Effective bandwidths for the multi-type UAS channel
Queueing Systems: Theory and Applications
IEEE INFOCOM '92 Proceedings of the eleventh annual joint conference of the IEEE computer and communications societies on One world through communications (Vol. 1)
IEEE/ACM Transactions on Networking (TON)
Quick simulation of ATM buffers with on-off multiclass Markov fluid sources
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Importance sampling for the simulation of highly reliable Markovian systems
Management Science
Effective bandwidth and fast simulation of ATM intree networks
Performance '93 Proceedings of the 16th IFIP Working Group 7.3 international symposium on Computer performance modeling measurement and evaluation
Fast simulation of rare events in queueing and reliability models
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Importance sampling for large ATM-type queueing networks
WSC '96 Proceedings of the 28th conference on Winter simulation
Estimating small cell-loss ratios in ATM switches via importance sampling
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Estimation of blocking probabilities in cellular networks with dynamic channel assignment
ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue: Rare event simulation
Fast simulation of wavelength continuous WDM networks
IEEE/ACM Transactions on Networking (TON)
Calculation of confidence intervals for simulation output
ACM Transactions on Modeling and Computer Simulation (TOMACS)
An adaptive approach to fast simulation of traffic groomed optical networks
WSC '04 Proceedings of the 36th conference on Winter simulation
Perwez Shahabuddin, 1962--2005: A professional appreciation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
An adaptive approach to accelerated evaluation of highly available services
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Simulation versus analytic-numeric methods: illustrative examples
Proceedings of the 2nd international conference on Performance evaluation methodologies and tools
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This article describes an efficient technique for estimating, via simulation, the probability of buffer overflows in a queueing model that arises in the analysis of ATM (Asynchronous Transfer Mode) communication switches. There are multiple streams of (autocorrelated) traffic feeding the switch that has a buffer of finite capacity. Each stream is designated as being of either high or low priority. When the queue length reaches a certain threshold, only high priority packets are admitted to the switch's buffer. The problem is to estimate the loss rate of high priority packets. An asymptotically optimal importance sampling approach is developed for this rare event simulation problem. In this approach, the importance sampling is done in two distinct phases. In the first phase, an importance sampling change of measure is used to bring the queue length up to the threshold at which low priority packets get rejected. In the second phase a different importance sampling change of measure is used to move the queue length from the threshold to the buffer capacity.