1,046 research outputs found
Importance Sampling Simulation of Population Overflow in Two-node Tandem Networks
In this paper we consider the application of importance sampling in simulations of Markovian tandem networks in order to estimate the probability of rare events, such as network population overflow. We propose a heuristic methodology to obtain a good approximation to the 'optimal' state-dependent change of measure (importance sampling distribution). Extensive experimental results on 2-node tandem networks are very encouraging, yielding asymptotically efficient estimates (with bounded relative error) where no other state-independent importance sampling techniques are known to be efficient The methodology avoids the costly optimization involved in other recently proposed approaches to approximate the 'optimal' state-dependent change of measure. Moreover, the insight drawn from the heuristic promises its applicability to larger networks and more general topologies
EUROPEAN CONFERENCE ON QUEUEING THEORY 2016
International audienceThis booklet contains the proceedings of the second European Conference in Queueing Theory (ECQT) that was held from the 18th to the 20th of July 2016 at the engineering school ENSEEIHT, Toulouse, France. ECQT is a biannual event where scientists and technicians in queueing theory and related areas get together to promote research, encourage interaction and exchange ideas. The spirit of the conference is to be a queueing event organized from within Europe, but open to participants from all over the world. The technical program of the 2016 edition consisted of 112 presentations organized in 29 sessions covering all trends in queueing theory, including the development of the theory, methodology advances, computational aspects and applications. Another exciting feature of ECQT2016 was the institution of the TakĂĄcs Award for outstanding PhD thesis on "Queueing Theory and its Applications"
The effective bandwidth problem revisited
The paper studies a single-server queueing system with autonomous service and
priority classes. Arrival and departure processes are governed by marked
point processes. There are buffers corresponding to priority classes,
and upon arrival a unit of the th priority class occupies a place in the
th buffer. Let , denote the quota for the total
th buffer content. The values are assumed to be large, and
queueing systems both with finite and infinite buffers are studied. In the case
of a system with finite buffers, the values characterize buffer
capacities.
The paper discusses a circle of problems related to optimization of
performance measures associated with overflowing the quota of buffer contents
in particular buffers models. Our approach to this problem is new, and the
presentation of our results is simple and clear for real applications.Comment: 29 pages, 11pt, Final version, that will be published as is in
Stochastic Model
State-dependent importance sampling for a Jackson tandem network
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 Jacksonian two-node tandem queue â it is known that in this setting âtraditionalâ state-independent importance-sampling distributions perform poorly. We therefore concentrate on developing a state-dependent change of measure, that we prove to be asymptotically efficient.\ud
More specific contributions are the following. (i) We concentrate on the probability of the second queue exceeding a certain predefined threshold before the system empties. Importantly, we identify an asymptotically efficient importance-sampling distribution for any initial state of the system. (ii) The choice of the importance-sampling distribution is backed up by appealing heuristics that are rooted in large-deviations theory. (iii) Our method for proving asymptotic efficiency is substantially more straightforward than some that have been used earlier. The paper is concluded by simulation experiments that show a considerable speed up
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