Fast simulation of rare events in queueing and reliability models
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Computing packet loss probabilities of D-BMAP/PH/1/N queues with group services
Performance Evaluation
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This paper considers the problem of estimating, via simulation, extremely low packet loss rates in a voice-data multiplexer. The multiplexer gives priority to voice packets, unless the data queue length exceeds a threshold. To efficiently simulate such low loss rates requires the proper use of importance sampling. In this paper we describe an importance sampling technique that is guaranteed to provide an exponential decrease in variance over standard simulation. This importance sampling technique has two phases, with a different importance sampling strategy in each phase. Experimental results are presented that demonstrate the effectiveness of this approach.