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Descripción
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| RESTART is an accelerated simulation technique that allows the evaluation of very low probabilities. In this method 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. These regions are defined by means of a function of the system state called the importance function. Formulas for obtaining suitable importance functions were provided in previous papers. In this paper, the formulas are extended to non-Markovian queuing networks. The formulas are applied to four topologies, with different loads and several combinations of interarrival time laws (negative exponential, erlangian and hyperexponential) and service time laws (negative exponential and erlangian) The rare set is defined as the number of customers in a target node exceeding a predefined threshold. The paper shows how the formula derived for Jackson networks may be applied for non-Markovian networks if the actual loads used in the formulas are substituted by ¿effective loads¿, defined in the paper. Very low probabilities are accurately estimated within short computational time | |
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Internacional
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Si |
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Nombre congreso
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8th International Workshop on Rare Event Simulation, RESIM 2010 |
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Tipo de participación
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960 |
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Lugar del congreso
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Cambridge, UK |
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Revisores
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Si |
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ISBN o ISSN
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00-0000-000-0 |
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DOI
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Fecha inicio congreso
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21/06/2010 |
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Fecha fin congreso
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22/06/2010 |
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Desde la página
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1 |
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Hasta la página
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18 |
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Título de las actas
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Stochastic Processes in Communication Sciences Collection |