Optimal Changes of Measure for Buffer Overflows in Tandem Network

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

초록

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.

키워드