Analysis of an importance sampling estimator for tandem queues
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)
Combining importance sampling and temporal difference control variates to simulate Markov Chains
ACM Transactions on Modeling and Computer Simulation (TOMACS)
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Ant-based approach for determining the change of measure in importance sampling
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Simulation of a Jackson tandem network using state-dependent importance sampling
Proceedings of the 3rd International Conference on Performance Evaluation Methodologies and Tools
Importance sampling for Jackson networks
Queueing Systems: Theory and Applications
Rare-Event Simulation for Tandem Queues: A Simple and Efficient Importance Sampling Scheme
NET-COOP '09 Proceedings of the 3rd Euro-NF Conference on Network Control and Optimization
State-dependent importance sampling for a Jackson tandem network
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Multi-core application performance optimization using a constrained tandem queueing model
Journal of Network and Computer Applications
Efficient calculation of rare event probabilities in Markovian queueing networks
Proceedings of the 5th International ICST Conference on Performance Evaluation Methodologies and Tools
Coupling and importance sampling for statistical model checking
TACAS'12 Proceedings of the 18th international conference on Tools and Algorithms for the Construction and Analysis of Systems
Efficient importance sampling schemes for a feed-forward network
ACM Transactions on Modeling and Computer Simulation (TOMACS)
| Hi-index | 0.00 |
We investigate the simulation of overflow of the total population of a Markovian two-node tandem queue model during a busy cycle, using importance sampling with a state-independent change of measure. We show that the only such change of measure that may possibly result in asymptotically efficient simulation for large overflow levels is exchanging the arrival rate with the smallest service rate. For this change of measure, we classify the model's parameter space into regions of asymptotic efficiency, exponential growth of the relative error, and infinite variance, using both analytical and numerical techniques.