TY - GEN
T1 - Importance sampling, jump distributions and event-time distributions
AU - Frater, Michael R.
AU - Anderson, Brian D.O.
PY - 1991
Y1 - 1991
N2 - Two different methods have been proposed for performing asymptotically optimal simulation to obtain the statistics of buffer overflows in queuing networks, with both using large deviations and importance sampling. In the first, based on heuristic arguments, the distributions of interarrival and virtual service times are analyzed to find the simulation system. In the second, it is the distribution of jumps occurring in a Markov chain that is examined. In the present work, the authors show that the approaches will produce identical fast simulation systems for an arbitrary GI/GI/1 queue.
AB - Two different methods have been proposed for performing asymptotically optimal simulation to obtain the statistics of buffer overflows in queuing networks, with both using large deviations and importance sampling. In the first, based on heuristic arguments, the distributions of interarrival and virtual service times are analyzed to find the simulation system. In the second, it is the distribution of jumps occurring in a Markov chain that is examined. In the present work, the authors show that the approaches will produce identical fast simulation systems for an arbitrary GI/GI/1 queue.
UR - http://www.scopus.com/inward/record.url?scp=0026399965&partnerID=8YFLogxK
M3 - Conference contribution
AN - SCOPUS:0026399965
SN - 0780304500
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 1525
EP - 1526
BT - Proceedings of the IEEE Conference on Decision and Control
PB - Publ by IEEE
T2 - Proceedings of the 30th IEEE Conference on Decision and Control Part 1 (of 3)
Y2 - 11 December 1991 through 13 December 1991
ER -