Rare-event simulation for infinite server queues

Winter Simulation Conference Proceedings

Volumn 1, Issue , 2002, Pages 416-423

  Szechtman, Roberto ^a   Glynn, Peter W ^a  

^a Stanford University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; METHOD OF MOMENTS; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; SERVERS; TELECOMMUNICATION TRAFFIC;

INFINITE SERVER SYSTEMS;

QUEUEING THEORY;

EID: 0036923790     PISSN: 02750708     EISSN: None     Source Type: Journal    
DOI: 10.1109/WSC.2002.1172912     Document Type: Article

References (6)

1. Bucklew, J. A. 1990. Large Deviations Techniques in Decision, Simulation, and Estimation. New York: Wiley.
2. Dembo, A., and T. Zajic. 1995. Large Deviations: From Empirical Mean and Measure to Partial Sum Process. Stoc. Proc. and Appl. 57: 191-224.
3. Dembo, A., and O. Zeitouni. 1998. Large Deviations Techniques and Applications. New York: Springer-Verlag.
4. Glynn, P. W., and W. Whitt. 1994. Large Deviations Behavior of Counting Processes and their Inverses. Queueing Systems 17: 107-128.
5. Glynn, P. W. 1995. Large Deviations for the Infinite Server Queue in Heavy Traffic. IMA Volume 71 in Mathematics and its Applications. New York: Springer-Verlag 387-395.
6. Ross, S. H. 1983. Stochastic Processes. New York: Wiley.