publié le: February 2011
We develop an efficient importance sampling algorithm for estimating the tail distribution of heavy-tailed compound sums, that is, random variables o...
We consider the problem of the exact simulation of random variables Z that satisfy the distributional identity Z L= VY + (1 . V)Z, where V ?¸ [0, 1]...
Recent collapses of SIP servers (e.g., Skype outage) indicate that the built-in SIP overload control mechanism cannot mitigate overload effectively....
Most popular simulation and emulation tools use high-level models of forwarding behavior in switches and routers, and give little guidance on setting...
Importance splitting is a simulation technique to estimate very small entrance probabilities for Markov processes by splitting sample paths at variou...
