Title :
Rare-event simulation for infinite server queues
Author :
Szechtman, Roberto ; Glynn, Peter W.
Author_Institution :
Dept. of Manage. Sci. & Eng., Stanford Univ., CA, USA
Abstract :
We discuss rare-event simulation methodology for computing tail probabilities for infinite-server queues. Our theoretical discussion also offers some new simulation insights into the change-of-measure associated with the Gartner-Ellis theorem of large deviations.
Keywords :
probability; queueing theory; simulation; Gartner-Ellis theorem; change-of-measure; infinite server queues; large deviations; queueing theory; rare-event simulation; tail probabilities; Circuits; Computational modeling; Engineering management; Power systems; Queueing analysis; Random variables; Tail; Telecommunication computing; Telecommunication traffic; Traffic control;
Conference_Titel :
Simulation Conference, 2002. Proceedings of the Winter
Print_ISBN :
0-7803-7614-5
DOI :
10.1109/WSC.2002.1172912
