Abstract
This paper focuses on estimating the rare event of overflow in the downstream queue of a tandem Jackson queue, relying on importance sampling. It is known that in this setting ‘traditional’ state-independent schemes perform poorly. More sophisticated state-dependent schemes yield asymptotic efficiency. Their drawback, however, is that they require a per-state computation of the new measure, so that it still consumes considerable machine time.
The contribution of this paper is a scheme that combines asymptotic efficiency with low complexity. It retains the quality of the original statedependent scheme, but its implementation is almost as simple as for
state-independent analogues.
Original language | Undefined |
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Title of host publication | Network Control and Optimization, Proceedings of the Third EURO-NF Conference (NET-COOP) |
Place of Publication | Berlin |
Publisher | Springer |
Pages | 107-120 |
Number of pages | 14 |
ISBN (Print) | 978-3-642-10405-3 |
DOIs | |
Publication status | Published - 2009 |
Event | 3rd Euro-NF Conference on Network Control and Optimization, NET-COOP 2009 - Eindhoven, Netherlands Duration: 23 Nov 2009 → 25 Nov 2009 Conference number: 3 |
Publication series
Name | Lecture Notes in Computer Science |
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Publisher | Springer |
Number | 5894 |
Volume | 5894 |
ISSN (Print) | 0302-9743 |
ISSN (Electronic) | 1611-3349 |
Conference
Conference | 3rd Euro-NF Conference on Network Control and Optimization, NET-COOP 2009 |
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Abbreviated title | NET-COOP |
Country/Territory | Netherlands |
City | Eindhoven |
Period | 23/11/09 → 25/11/09 |
Keywords
- IR-69811
- EWI-17326
- METIS-264504