The asymptotic efficiency of simulation estimators
Operations Research
Restart: a straightforward method for fast simulation of rare events
WSC '94 Proceedings of the 26th conference on Winter simulation
Fast simulation of rare events in queueing and reliability models
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Rare event simulation in stochastic models
WSC '95 Proceedings of the 27th conference on Winter simulation
Multilevel Splitting for Estimating Rare Event Probabilities
Operations Research
Importance sampling for large ATM-type queueing networks
WSC '96 Proceedings of the 28th conference on Winter simulation
On the efficiency of the splitting and roulette approach for sensitivity analysis
Proceedings of the 29th conference on Winter simulation
Cloning: a novel method for interactive parallel simulation
Proceedings of the 29th conference on Winter simulation
Dynamic virtual logical processes
PADS '98 Proceedings of the twelfth workshop on Parallel and distributed simulation
Rare event simulation of delay in packet switching networks using DPR-based splitting
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
The theory of direct probability redistribution and its application to rare event simulation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Updateable simulation of communication networks
Proceedings of the sixteenth workshop on Parallel and distributed simulation
Implementation of Importance Splitting Techniques in Stochastic Petri Net Package
TOOLS '00 Proceedings of the 11th International Conference on Computer Performance Evaluation: Modelling Techniques and Tools
ANSS '03 Proceedings of the 36th annual symposium on Simulation
Staged simulation: A general technique for improving simulation scale and performance
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Proceedings of the 35th conference on Winter simulation: driving innovation
On the efficiency of RESTART for multidimensional state systems
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Fast and reliable performance evaluation in mobile wireless networks using dynamic simulations
Computers and Electrical Engineering
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An approach to rare event simulation uses the technique of splitting. The basic idea is to split sample paths of the stochastic process into multiple copies when they approach closer to the rare set; this increases the overall number of hits to the rare set for a given amount of simulation time. This paper analyzes the bias and efficiency of some simple cases of this method.