한국데이터정보과학회:학술대회논문집

The Korean Data and Information Science Society (한국데이터정보과학회)
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Optimal Changes of Measure for Buffer Overflows in Tandem Network

  • Lee, Ji-Yeon (Department of Statistics, Yeungnam University)
  • Published : 2001.10.30
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Abstract

We consider a stable tandem network which consists of two M/M/1 queues. The optimal changes of measure to run the fast simulation for the probability of rare events such as buffer overflows are obtained.

Keywords