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Fast simulation of buffer overflows in tandem networks ofGI/GI/1 queues

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Abstract

Simply because of their rarity, the estimation of the statistics of buffer overflows in well-dimensioned queueing networks via direct simulation is extremely costly. One technique that can be used to reduce this cost is importance sampling, and it has been shown previously that large deviations theory can be used in conjunction with importance sampling to minimize the required simulation time. In this paper, we obtain results on the fast simulation of tandem networks of queues, and derive an analytic solution to the problem of finding an optimal simulation system for a class of tandem networks ofGI/GI/1 queues.

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Authors and Affiliations

  1. Department of Electrical Engineering, University College, Australian Defence Force Academy, 2600, Campbell, ACT, Australia

    Michael R. Frater

  2. Department of Systems Engineering and Cooperative Research Centre for Robust and Adaptive Systems, Australian National University, G.P.O. Box 4, 2601, Canberra, ACT, Australia

    Brian D. O. Anderson

Authors
  1. Michael R. Frater
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  2. Brian D. O. Anderson
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Additional information

Work supported by Australian Telecommunications and Electronics Research Board (ATERB). The authors wish to acknowledge the funding of the activities of the Cooperative Research Centre for Robust and Adaptive Systems by the Australian Commonwealth Government under the Cooperative Research Centres Program.

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Frater, M.R., Anderson, B.D.O. Fast simulation of buffer overflows in tandem networks ofGI/GI/1 queues. Ann Oper Res 49, 207–220 (1994). https://doi.org/10.1007/BF02031598

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