A guide to simulation (2nd ed.)
A guide to simulation (2nd ed.)
Importance sampling for stochastic simulations
Management Science
Importance sampling for the simulation of highly reliable Markovian systems
Management Science
Efficiency improvement and variance reduction
WSC '94 Proceedings of the 26th conference on Winter simulation
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
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Fast simulation of rare events in queueing and reliability models
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Fast simulation of packet loss rates in a shared buffer communications switch
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Splitting for rare event simulation: analysis of simple cases
WSC '96 Proceedings of the 28th conference on Winter simulation
Fast simulation of networks of queues with effective and decoupling bandwidths
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Bootstrap confidence intervals for ratios of expectations
ACM Transactions on Modeling and Computer Simulation (TOMACS)
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
Efficient simulation of buffer overflow probabilities in jackson networks with feedback
ACM Transactions on Modeling and Computer Simulation (TOMACS)
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We estimate, by simulation, the cell-loss rate in an ATM switch modeled as a queueing network. Cell losses are rare events, so estimating their frequency by simulation is hard. We experiment with importance sampling as a mean of improving the simulation efficiency in that context.