Queueing Networks Markov Chains Rare Events Importance Sampling Transient Analysis
We address the computation of rare event probabilities in Markovian queueing networks with huge or possibly even infinite state spaces. …
@inproceedings{mikeevEfficientCalculationOfRare2011,
author = {Linar Mikeev and Werner Sandmann and Verena Wolf},
booktitle = {VALUETOOLS '11: Proceedings of the 5th International ICST Conference on Performance Evaluation Methodologies and Tools. International ICST Conference on Performance Evaluation Methodologies and Tools (VALUETOOLS-2011), May 16-20, Paris, France},
doi = {10.4108/icst.valuetools.2011.245597},
editor = {Samson Lasaulce and Dieter Fiems and Pete Harrison and Luc Vandendorpe},
isbn = {978-1-936968-09-1},
month = {5},
pages = {186-196},
publisher = {ACM},
title = {Efficient Calculation of Rare Event Probabilities in Markovian Queueing Networks},
year = {2011}
}