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Memorias de investigación
Communications at congresses:
Rare Event Simulation in Large Networks
Year:2007
Research Areas
  • Operative research,
  • Statistics
Information
Abstract
The method RESTART is an efficient simulation technique for accelerating the estimation of very low probabilities. A number of simulation retrials are performed when the process enters regions of the state space where the chance of occurrence of the rare event is higher. The main concern for the application of the method is to obtain an appropriate importance function to define the regions. In this paper we use efficient importance functions for large Jackson networks and will be studied if they can be used when the inter arrival or service times are not exponentially distributed.
International
Si
Congress
22nd European Conference on Operational Research (EURO XXII)
960
Place
Praga, República Checa
Reviewers
Si
ISBN/ISSN
--
Start Date
08/07/2007
End Date
11/07/2007
From page
To page
Participants
  • Autor: Jose Villen Altamirano (UPM)
Research Group, Departaments and Institutes related
  • Creador: Departamento: Matemática Aplicada (E.U. Informática)
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