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Rare Event Simulation for Level Crossing and Queueing Models

  • James Antonio Bucklew
Part of the Springer Series in Statistics book series (SSS)

Abstract

For every integer n, let Z p,n be a random variable taking values in some complete separable metric space S n . Let P n be the probability measure induced by Z p,n on S n . Instead of directly simulating Z p,n , we choose to simulate with another S n -valued random variable Z q,n which in turn induces a probability measure on S n , Q n . Let f n be an R-valued measurable function on the space S n ; that is f n : S n R.

Keywords

Random Walk Service Time Interarrival Time Direct Monte Carlo Simulation Queueing Model 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2004

Authors and Affiliations

  • James Antonio Bucklew
    • 1
  1. 1.Department of Electrical and Computer EngineeringUniversity of Wisconsin-MadisonMadisonUSA

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