Skip to main content
SpringerLink
Log in

Rare-event analysis and simulation of queues with time-varying rates

  • Published:
Queueing Systems Aims and scope Submit manuscript

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Fig. 1
Fig. 2

References

  1. Asmussen, A., Fuckerieder, P., Jobmann, M., Schweifel, H.-P.: Large deviations and fast simulation in the presence of boundaries. Stoch. Process. Appl. 102, 1–23 (2002)

    Article  Google Scholar 

  2. Dupuis, P., Ellis, R.: Large deviations analysis of queueing systems. In: Kelly, F., Williams, R. (eds.) Stochastic Networks. The IMA Volumes in Mathematics and its Applications, vol. 71, pp. 347–365. Springer, New York (1995)

    Chapter  Google Scholar 

  3. Glasserman, P., Kou, S.-G.: Analysis of an importance sampling estimator for tandem queues. ACM Trans. Model. Comput. Simul. 5(1), 22–42 (1995)

    Article  Google Scholar 

  4. Glasserman, P., Wang, Y.: Counterexamples in importance sampling for large deviations probabilities. Ann. Appl. Probab. 7(3), 731–746 (1997)

    Article  Google Scholar 

  5. Ingolfsson, A., Akhmetshina, E., Budge, S., Li, Y., Wu, X.: A survey and experimental comparison of service-level-approximation methods for nonstationary M(t)/M/s(t) queueing systems with exhaustive discipline. INFORMS J. Comput. 19(2), 201–214 (2007)

    Article  Google Scholar 

  6. Juneja, S., Shahabuddin, P.: Rare-event simulation techniques: An introduction and recent advances. In: Henderson, S., Nelson, B. (eds.) Simulation, volume 13 of Handbook in Operations Research and Management Science, chapter 11, pp. 291 – 350. Elsevier, (2006)

  7. Mandelbaum, A., Massey, W.: Strong approximations for time-dependent queues. Math. Oper. Res. 20(1), 33–64 (1995)

    Article  Google Scholar 

  8. Schwarz, J., Selinka, G., Stolletz, R.: Performance analysis of time-dependent queueing systems: survey and classification. Omega 63, 170–189 (2016)

  9. Shwartz, A., Weiss, A.: Large Deviations for Performance Analysis, Queues, Communication, and Computing. Chapman & Hall, New York (1995)

    Google Scholar 

  10. Smith, P.: Underestimation of rare event probabilities in importance sampling simulations. SIMULATION 76(3), 140–150 (2001)

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. School of Business and Economics, Vrije University Amsterdam, Amsterdam, The Netherlands

    Ad Ridder

Authors
  1. Ad Ridder
    View author publications

    You can also search for this author in PubMed Google Scholar

Corresponding author

Correspondence to Ad Ridder.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Ridder, A. Rare-event analysis and simulation of queues with time-varying rates. Queueing Syst 100, 545–547 (2022). https://doi.org/10.1007/s11134-022-09763-w

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11134-022-09763-w

Search

Navigation