Chapter 8. Simulation

  1. Michel Mandjes

Published Online: 11 MAY 2007

DOI: 10.1002/9780470515099.ch8

Large Deviations for Gaussian Queues: Modelling Communication Networks

Large Deviations for Gaussian Queues: Modelling Communication Networks

How to Cite

Mandjes, M. (2007) Simulation, in Large Deviations for Gaussian Queues: Modelling Communication Networks, John Wiley & Sons, Ltd, Chichester, UK. doi: 10.1002/9780470515099.ch8

Author Information

  1. Korteweg-de Vries Institute for Mathematics, University of Amsterdam, The Netherlands

Publication History

  1. Published Online: 11 MAY 2007
  2. Published Print: 20 APR 2007

ISBN Information

Print ISBN: 9780470015230

Online ISBN: 9780470515099

SEARCH

Keywords:

  • importance sampling techniques;
  • simulating Gaussian queues;
  • truncating infinite simulation horizon;
  • determining simulation horizon;
  • importance sampling algorithms;
  • asymptotic efficiency;
  • overflow probability efficient estimation;
  • ‘timeslot-by-timeslot’

Summary

This chapter contains sections titled:

  • Determining the simulation horizon

  • Importance sampling algorithms

  • Asymptotic efficiency

  • Efficient estimation of the overflow probability