Efficient simulation of a tandem Jackson network

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Efficient simulation of a tandem Jackson network

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Winter Simulation Conference archive
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1 table of contents

Phoenix, Arizona, United States

Pages: 411 - 419

Year of Publication: 1999

ISBN:0-7803-5780-9

Authors

Dirk P. Kroese	Teletraffic Research Center, University of Adelaide, South Australia 5005, Australia
Victor F. Nicola	Department of Electrical Engineering, University of Twente, Enschede 7500 AE, The Netherlands

Sponsors

ACM: Association for Computing Machinery
SIGSIM: ACM Special Interest Group on Simulation and Modeling

Publisher

ACM New York, NY, USA

Bibliometrics

Downloads (6 Weeks): 1, Downloads (12 Months): 15, Citation Count: 3

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REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	Asmussen, S., and R.Y. Rubinstein. 1995. Steady state rare events simulation in queueing models and its complexity properties. In Advances in Queueing: Theory, Methods and Open problems. J.H. Dshalalow (ed.), CRC Press, New York, 429-461.
	2	Anantharam, V., P. Heidelberger, and P. Tsoucas. 1990. Analysis of rare events in continuous time Markov chains via time reversal and fluid approximation. IBM Research Report RC 16280.
	3	Cheng-Shang Chang , Philip Heidelberger , Sandeep Juneja , Perwez Shahabuddin, Effective bandwidth and fast simulation of ATM intree networks, Performance Evaluation, v.20 n.1-3, p.45-65, May 1994
	4	De Veciana, G., C. Courcoubetis, and J. Walrand. 1994. Decoupling bandwidths for networks: A decomposition approach to resource management for networks. In Proceedings of INFOCOM'94, IEEE Press: 466-473.
	5	Frater, M.R., and B.D.O. Anderson. 1989. Fast estimation of the statistics of excessive backlogs in tandem net-works of queues. Australian Telecommun. Res. 23: 49-55.
	6	Frater, M.R., T.M. Lenon, and B.D.O. Anderson. 1991. Optimally efficient estimation of the statistics of rare events in queueing networks. IEEE Trans. Autom. Control 36: 1395-1405.
	7	Garvels, M.J.J., and D.P. Kroese. 1999. On the entrance distribution in RESTART simulation. In Proceedings of the Second Workshop on Rare Event Simulation (RESIM'99), Enschede, The Netherlands, 65-88.
	8	Paul Glasserman , Shing-Gang Kou, Analysis of an importance sampling estimator for tandem queues, ACM Transactions on Modeling and Computer Simulation (TOMACS), v.5 n.1, p.22-42, Jan. 1995 [doi>10.1145/203091.203093]
	9	Glasserman, P., and Y. Wang. 1997. Counterexamples in importance sampling for large deviations probabilities. Ann. Appl. Probab. 7 (3): 731-746.
	10	Philip Heidelberger, Fast simulation of rare events in queueing and reliability models, ACM Transactions on Modeling and Computer Simulation (TOMACS), v.5 n.1, p.43-85, Jan. 1995 [doi>10.1145/203091.203094]
	11	Kroese, D.P., and V.F. Nicola. 1998. Efficient simulation of backlogs in fluid flow lines. Int. J. Electron. Commun. AE ~ U 52 (3): 165-171.
	12	Ney, P., and E. Nummelin. 1987. Markov additive processes I. Eigenvalue properties and limit theorems. The Annals of Probability 15 (2): 561-592.
	13	Ney, P., and E. Nummelin. 1987. Markov additive processes II. Large deviations. The Annals of Probability 15 (2): 593-609.
	14	Parekh, S., and J. Walrand. 1989. A quick simulation method for excessive backlogs in networks of queues. IEEE Transactions on Automatic Control 34: 54-66.
	15	Tsoucas, P. 1992. Rare events in series of queues. J. Appl. Probab. 29: 168-175.

CITED BY 3

	Michel Mandjes , Ad Ridder, A large deviations analysis of the transient of a queue with many Markov fluid inputs: approximations and fast simulation, ACM Transactions on Modeling and Computer Simulation (TOMACS), v.12 n.1, p.1-26, January 2002
	Pieter-Tjerk de Boer , Victor F. Nicola , Reuven Y. Rubinstein, Techniques for simulating difficutl queueing problems: adaptive importance sampling simulation of queueing networks, Proceedings of the 32nd conference on Winter simulation, December 10-13, 2000, Orlando, Florida
	Bruce C. Shultes, Difficult queuing simulation problems: a balanced likelihood ratio approach for analyzing rare events in a tandem Jackson network, Proceedings of the 34th conference on Winter simulation: exploring new frontiers, December 08-11, 2002, San Diego, California