Hybrid Importance Sampling Estimation of Consecutive Cell Loss Probability

Pieter-Tjerk de Boer*, Victor F. Nicola

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

2 Citations (Scopus)

Abstract

In this paper we present two hybrid methods to estimate the probability of consecutive cell loss (CCL) in M/G/1/k queueing models of cell-based communications systems (e.g., ATM networks). Both methods make use of an explicit expression for the CCL probability in terms of other well-defined probabilities that can be determined separately. In the first method, some of these probabilities are estimated using importance sampling, while others are approximated by analytic results that hold asymptotically, for large k. In the second method, all probabilities are estimated separately using simulations; asymptotically efficient importance sampling procedures are proposed and used to estimate small probabilities.

Original languageEnglish
Pages (from-to)133-140
Number of pages8
JournalAEÜ International journal of electronics and communications
Volume52
Issue number3
Publication statusPublished - 1998

Keywords

  • Consecutive cell loss
  • Efficient simulation
  • Hybrid methods
  • Importance sampling
  • M/G/1 queue
  • Rare-event probabilities

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