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ABSTRACT
This article describes an efficient technique for estimating, via simulation, the probability of buffer overflows in a queueing model that arises in the analysis of ATM (Asynchronous Transfer Mode) communication switches. There are multiple streams of (autocorrelated) traffic feeding the switch that has a buffer of finite capacity. Each stream is designated as being of either high or low priority. When the queue length reaches a certain threshold, only high priority packets are admitted to the switch's buffer. The problem is to estimate the loss rate of high priority packets. An asymptotically optimal importance sampling approach is developed for this rare event simulation problem. In this approach, the importance sampling is done in two distinct phases. In the first phase, an importance sampling change of measure is used to bring the queue length up to the threshold at which low priority packets get rejected. In the second phase a different importance sampling change of measure is used to move the queue length from the threshold to the buffer capacity.
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CITED BY 9
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Sigrún Andradóttir , Paul Glasserman , Peter W. Glynn , Philip Heidelberger , Sandeep Juneja, Perwez Shahabuddin, 1962--2005: A professional appreciation, ACM Transactions on Modeling and Computer Simulation (TOMACS), v.17 n.2, p.6-es, April 2007
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