Rare event simulation for queues. (English) Zbl 1175.65013
Rubino, Gerardo (ed.) et al., Rare event simulation using Monte Carlo methods. Chichester: John Wiley & Sons (ISBN 978-0-470-77269-0/hbk). 87-124 (2009).
The authors describe the state-of-the-art techniques in rare event simulation for queuing systems, the rare events under consideration being overflow probabilities, probabilities of extremely long delays etc. A number of generic examples (and counterexamples) considered that are very useful in the queuing context.
For the entire collection see [Zbl 1159.65003].
For the entire collection see [Zbl 1159.65003].
Reviewer: Rózsa Horvàth-Bokor (Budapest)
MSC:
| 65C50 | Other computational problems in probability (MSC2010) |
| 60K25 | Queueing theory (aspects of probability theory) |
| 60G50 | Sums of independent random variables; random walks |
