1,721,116 research outputs found

    Estimation of loss probability in Gaussian queue

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    We discuss the application of the simulation to estimate the loss probability in a queueing system with a finite buffer, which is fed by a Gaussian input. Such estimation is based on known approximation, but less known than estimation of the overflow probability in an infinite buffer system. We focus on queues with fractional Brownian input (fBi) and Brownian input (Bi). For the Bi, regenerative simulation is applied to analyze the accuracy of the analytical approximation

    Performance analysis of Bridge Monte-Carlo Estimator

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    The overflow probability is an important QoS (Quality of Service) parameter. In this paper, we analyze the performance of Bridge Monte-Carlo (BMC), an interesting approach for the estimation of the overflow probability for queueing systems fed by a Gaussian input process
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