Miretskiy, D.I. and Scheinhard, W.R.W. and Mandjes, M.R.H. (2010) Simulation of a Jackson tandem network using state-dependent importance sampling. In: 3rd International ICST Conference on Performance Evaluation Methodologies and Tools.
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Abstract
This paper considers importance sampling as a tool for rare-event simulation. The focus is on estimating the probability of overflow in the downstream queue of a Jackson two-node tandem queue. It is known that in this setting 'traditional' state-independent importance-sampling distributions perform
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 08:52 |
| Last Modified: | 18 Apr 2026 03:32 |
| URI: | http://eprints.eai.eu/id/eprint/1927 |
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