Some Observations on Importance Sampling and RESTART

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    Abstract

    Two well-known techniques for rare-event simulation of queueing models are compared with respect to their achievable performance, and difference in robustness; furthermore, a theoretical mapping between both techniques is devised and explored with the aim of obtaining a better understanding of both methods' operation and performance.
    Original languageUndefined
    Title of host publicationSixth Rare-Event Simulation Workshop, RESIM2006
    EditorsW. Sandmann
    Place of PublicationNew York
    PublisherAssociation for Computing Machinery (ACM)
    Pages217-223
    Number of pages7
    ISBN (Print)not assigned
    Publication statusPublished - Oct 2006
    EventSixth Rare-Event Simulation Workshop, RESIM2006, Bamberg, Germany: Sixth Rare-Event Simulation Workshop, RESIM2006 - Bamberg
    Duration: 1 Oct 2006 → …

    Publication series

    Name
    Number2

    Conference

    ConferenceSixth Rare-Event Simulation Workshop, RESIM2006, Bamberg, Germany
    CityBamberg
    Period1/10/06 → …

    Keywords

    • EWI-6151
    • IR-63191
    • METIS-238091

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