ISSN:
1572-9443
Keywords:
Rare events
;
large deviations
;
busy period
;
small parameter method
;
perturbation analysis
;
triangular scheme
;
reliability
;
repairable systems
;
regenerative simulation
;
variance reduction
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
Notes:
Abstract Several practical approaches have been used to estimate the probabilities of rare events occurring in queueing processes. Rare events of practical interest can be considered as large deviations for a fixed queueing process (such as level crossing by the waiting time, or the queue length) or as those for a limiting triangular scheme. This paper is a survey of the literature devoted to the regenerative analysis of rare events. Because of the importance of busy period parameters, rare events within a busy period are discussed. A number of small parameter theorems useful in rare events analysis are outlined, including singular states aggregation theorems. Simulation methods for rare events analysis and other numerical methods are also presented.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01158947
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