Fast simulation of overflow probabilities in a queue with Gaussian input.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/tomacs/DiekerM06
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bibliographicCitation
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dc:
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https://dblp.l3s.de/d2r/resource/authors/Michel_Mandjes
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homepage
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http://dx.doi.org/doi.org%2F10.1145%2F1138464.1138466
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2006
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Fast simulation of overflow probabilities in a queue with Gaussian input.
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2
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119-151
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rdfs:
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dc:
subject
Asymptotic efficiency, Gaussian processes, importance sampling, large deviations, overflow probability, queueing theory
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dc:
title
Fast simulation of overflow probabilities in a queue with Gaussian input.
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