The asymptotic efficiency of simulation estimators
Operations Research
Restart: a straightforward method for fast simulation of rare events
WSC '94 Proceedings of the 26th conference on Winter simulation
Rare event simulation in stochastic models
WSC '95 Proceedings of the 27th conference on Winter simulation
Splitting for rare event simulation: analysis of simple cases
WSC '96 Proceedings of the 28th conference on Winter simulation
A framework for rare event simulation of stochastic Petri nets using “RESTART”
WSC '96 Proceedings of the 28th conference on Winter simulation
The RESTART/LRE method for rare event simulation
WSC '96 Proceedings of the 28th conference on Winter simulation
A comparison of RESTART implementations
Proceedings of the 30th conference on Winter simulation
The theory of direct probability redistribution and its application to rare event simulation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Efficient simulation of a tandem Jackson network
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Implementation of Importance Splitting Techniques in Stochastic Petri Net Package
TOOLS '00 Proceedings of the 11th International Conference on Computer Performance Evaluation: Modelling Techniques and Tools
Multilevel Splitting for Estimating Rare Event Probabilities
Operations Research
Splitting for rare-event simulation
Proceedings of the 38th conference on Winter simulation
Rare events, splitting, and quasi-Monte Carlo
ACM Transactions on Modeling and Computer Simulation (TOMACS)
The TANGRAMII integrated modeling environment for computer systems and networks
ACM SIGMETRICS Performance Evaluation Review
Asymptotic robustness of estimators in rare-event simulation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Application of the RESTART/Splitting technique to network resilience studies in NS2
MS '08 Proceedings of the 19th IASTED International Conference on Modelling and Simulation
A variant of importance splitting for rare event estimation: Fixed number of successes
ACM Transactions on Modeling and Computer Simulation (TOMACS)
RESTART simulation of networks of queues with Erlang service times
Winter Simulation Conference
The rare event simulation method RESTART: efficiency analysis and guidelines for its application
Network performance engineering
Combining simulation allocation and optimal splitting for rare-event simulation optimization
Proceedings of the Winter Simulation Conference
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RESTART (Repetitive Simulation Trials After Reaching Thresholds) is a widely applicable accelerated simulation technique that allows the evaluation of extremely low probabilities. The focus of this article is on providing guidelines for achieving a high efficiency in a simulation with RESTART. Emphasis is placed on the choice of the importance function, that is, the function of the system state for determining when retrials are made. A heuristic approach which is shown to be effective for some systems is proposed for this choice. A two-queue tandem network is used to illustrate the efficiency achieved following these guidelines. The importance function chosen in this example shows that an appropriate choice of the importance function leads to an efficient simulation of a system with multidimensional state space. Also presented are sufficient conditions for achieving asymptotic efficiency, and it is shown that they are not very restrictive in RESTART simulation.