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Efficient simulation of a tandem Jackson network
9 references·4 citing·35 second hop
Efficient simulation of a tandem Jackson network (2002)Efficient simulation of a tandem Jackson …Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process (2004)Spectral properties of the ta…Fast simulation of rare events in queueing and reliability models (1995)Fast simulation of rare event…Analysis of an importance sampling estimator for tandem queues (1995)Analysis of an importance sam…Effective bandwidth and fast simulation of ATM intree networks (1994)Effective bandwidth and fast …Rare events in series of queues (1992)Rare events in series of queu…Optimally efficient estimation of the statistics of rare events in queueing networks (1991)Optimally efficient estimatio…A quick simulation method for excessive backlogs in networks of queues (1989)A quick simulation method for…Matrix-geometric solutions in stochastic models (1985)Matrix-geometric solutions in…Matrix-Geometric Solutions to Stochastic Models (1984)Matrix-Geometric Solutions to…A variant of importance splitting for rare event estimation (2011)A variant of importance split…Efficient importance sampling heuristics for the simulation of population overflow in Jackson networks (2007)Efficient importance sampling…On the efficiency of RESTART for multidimensional state systems (2006)On the efficiency of RESTART …Multi-version attack recovery for workflow systems (2004)Multi-version attack recovery…Fundamentals of Queueing Theory. (1977)Stochastic Simulation (2007)Fundamentals of Queueing Theory (2008)Multilevel Splitting for Estimating Rare Event Probabilities (1999)Proceedings of the 2011 Winter Simulation Conference (WSC) (2011)The stability of a queue with non-independent inter-arrival and service times (1962)Stochastic Theory of a Data-Handling System with Multiple Sources (1982)Importance Sampling for Stochastic Simulations (1989)Loss probability calculations and asymptotic analysis for finite buffer multiplexers (2001)Chapter 11 Rare-Event Simulation Techniques: An Introduction and Recent Advances (2006)Networks of Waiting Lines (1957)Introduction to Matrix Analytic Methods in Stochastic Modeling (1999)Analysis of multi-server systems via dimensionality reduction of markov chains (2005)Geometric Decay in a QBD Process with Countable Background States with Applications to a Join-the-Shortest-Queue Model (2007)Light tail asymptotics in multidimensional reflecting processes for queueing networks (2011)Applied Probability and Queues (1987)Stability, queue length, and delay of deterministic and stochastic queueing networks (1994)Proceedings of the 2002 Winter Simulation Conference (2002)Importance Sampling for Portfolio Credit Risk (2005)Rare Event Simulation using Monte Carlo Methods (2009)Introduction to Stochastic Processes (2014)Applied Probability and Queues (2003)Importance Sampling, Large Deviations, and Differential Games (2004)Introduction to Queueing Networks (1987)Statistical optimization of dynamic importance sampling parameters for efficient simulation of communication networks (1993)Techniques for fast simulation of models of highly dependable systems (2001)Efficiency improvement and variance reduction (2005)Stochastic theory of a fluid model of producers and consumers coupled by a buffer (1988)Inventory Control in a Fluctuating Demand Environment (1993)To Queue or Not to Queue: Equilibrium Behavior in Queueing Systems (2003)Optimization of computer simulation models with rare events (1997)Quick simulation: a review of importance sampling techniques in communications systems (1997)Models for analysis of packet voice communications systems (1986)Risk theory in a Markovian environment (1989)Russian and American put options under exponential phase-type Lévy models (2003)
this work references cited by second hop

References

  • 1984Matrix-Geometric Solutions to Stochastic Models1,706 cited
  • 1985Matrix-geometric solutions in stochastic models871 cited
  • 1995Fast simulation of rare events in queueing and reliability models546 cited
  • 1989A quick simulation method for excessive backlogs in networks of queues269 cited
  • 1994Effective bandwidth and fast simulation of ATM intree networks139 cited
  • 1995Analysis of an importance sampling estimator for tandem queues136 cited
  • 1991Optimally efficient estimation of the statistics of rare events in queueing networks77 cited
  • 2004Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process71 cited
  • 1992Rare events in series of queues44 cited

Cited by

  • 2006On the efficiency of RESTART for multidimensional state systems49 cited
  • 2011A variant of importance splitting for rare event estimation45 cited
  • 2004Multi-version attack recovery for workflow systems18 cited
  • 2007Efficient importance sampling heuristics for the simulation of population overflow in Jackson networks16 cited

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