A guide to simulation (2nd ed.)
A guide to simulation (2nd ed.)
Importance sampling for stochastic simulations
Management Science
On the self-similar nature of Ethernet traffic (extended version)
IEEE/ACM Transactions on Networking (TON)
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
Fast simulation of rare events in queueing and reliability models
ACM Transactions on Modeling and Computer Simulation (TOMACS)
SIGCOMM '95 Proceedings of the conference on Applications, technologies, architectures, and protocols for computer communication
Fast simulation of packet loss rates in a shared buffer communications switch
ACM Transactions on Modeling and Computer Simulation (TOMACS)
What are the implications of long-range dependence for VBR-video traffic engineering?
IEEE/ACM Transactions on Networking (TON)
Importance sampling for large ATM-type queueing networks
WSC '96 Proceedings of the 28th conference on Winter simulation
Two approaches for estimating the gradient in functional form
WSC '93 Proceedings of the 25th conference on Winter simulation
Fast simulation of networks of queues with effective and decoupling bandwidths
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Simulation Modeling and Analysis
Simulation Modeling and Analysis
Quality of Service in ATM Networks: State-of-the-Art Traffic Management
Quality of Service in ATM Networks: State-of-the-Art Traffic Management
Functional Estimation with Respect to a Threshold Parametervia Dynamic Split-and-Merge
Discrete Event Dynamic Systems
Multilevel Splitting for Estimating Rare Event Probabilities
Operations Research
Variance Reduction in Simulations of Loss Models
Operations Research
Application of the M/Pareto Process to Modeling Broadband Traffic Streams
ICON '99 Proceedings of the 7th IEEE International Conference on Networks
Modeling video traffic using M/G/∞ input processes: a compromise between Markovian and LRD models
IEEE Journal on Selected Areas in Communications
Proceedings of the 34th conference on Winter simulation: exploring new frontiers
Twol-amalgamated priority queues
Journal of Experimental Algorithmics (JEA)
Efficient simulation of buffer overflow probabilities in jackson networks with feedback
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Efficient heuristics for the simulation of population overflow in series and parallel queues
valuetools '06 Proceedings of the 1st international conference on Performance evaluation methodolgies and tools
ACM Transactions on Modeling and Computer Simulation (TOMACS)
FISTE: A black box approach for end-to-end QoS management
ACM Transactions on Modeling and Computer Simulation (TOMACS)
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The cell-loss ratio at a given node in an ATM switch, defined as the steady-state fraction of packets of information that are lost at that node due to buffer overflow, is typically a very small quantity that is hard to estimate by simulation. Cell losses are rare events, and importance sampling is sometimes the appropriate tool in this situation. However, finding the right change of measure is generally difficult. In this article, importance sampling is applied to estimate the cell-loss ratio in an ATM switch modeled as a queuing network that is fed by several sources emitting cells according to a Markov-modulated ON/OFF process, and in which all the cells from the same source have the same destination. The charge of measure is obtained via an adaptation of a heuristic proposed by Chang et al. {1994} for intree networks. The numerical experiments confirm important efficiency improvements even for large nonintree networks and a large number of sources. Experiments with different variants of the importance sampling methodology are also reported, and a number of practical issues are illustrated and discussed.