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Kroese, Dirk P.; Nicola, Victor F.

Efficient simulation of a tandem Jackson network. (English) Zbl 1390.90231

ACM Trans. Model. Comput. Simul. 12, No. 2, 119-141 (2002).

Cited in 6 Documents

MSC:

90B22 Queues and service in operations research
65C40 Numerical analysis or methods applied to Markov chains
60J27 Continuous-time Markov processes on discrete state spaces

Keywords:

bounded relative error; Markov additive processes; importance sampling; orthogonal polynomials; rare event simulation; tandem Jackson network
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