Efficient estimation of cell blocking probability for ATM systems
IEEE/ACM Transactions on Networking (TON)
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
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We develop a system model for estimating the cell loss probability utilizing a traffic source derived from the connection traffic descriptors rather than a stochastic model. We use a multinomial formulation for the Monte Carlo simulation to remove the correlation associated with estimating bursty events. We use importance sampling to increase the efficiency of the simulation. For the experimental examples considered here, the improvement in simulation efficiency compared to conventional Monte Carlo simulation is inversely proportional to the estimate.