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• W2117093313 abstract "In this article, we study a queue fed by a large number n of independent discrete-time Gaussian processes with stationary increments. We consider the many-sources asymptotic regime, that is, the buffer-exceedance threshold B and the service capacity C are scaled by the number of sources ( B ≡ nb and C ≡ nc ).We discuss four methods for simulating the steady-state probability that the buffer threshold is exceeded: the single-twist method (suggested by large deviation theory), the cut-and-twist method (simulating timeslot by timeslot), the random-twist method (the twist is sampled from a discrete distribution), and the sequential-twist method (simulating source by source).The asymptotic efficiency of these four methods is analytically investigated for n → ∞. A necessary and sufficient condition is derived for the efficiency of the single-twist method, indicating that it is nearly always asymptotically inefficient. The other three methods, however, are asymptotically efficient. We numerically evaluate the four methods by performing a detailed simulation study where it is our main objective to compare the three efficient methods in practical situations." @default.
• W2117093313 created "2016-06-24" @default.
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• W2117093313 date "2006-04-01" @default.
• W2117093313 modified "2023-10-14" @default.
• W2117093313 title "Fast simulation of overflow probabilities in a queue with Gaussian input" @default.
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• W2117093313 doi "https://doi.org/10.1145/1138464.1138466" @default.
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