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13
Efficiency Improvement And Variance Reduction
, 1994
"... We give an overview of the main techniques for improving the statistical efficiency of simulation estimators. Efficiency improvement is typically (but not always) achieved through variance reduction. We discuss methods such as common random numbers, antithetic variates, control variates, importance ..."
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Cited by 20 (0 self)
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We give an overview of the main techniques for improving the statistical efficiency of simulation estimators. Efficiency improvement is typically (but not always) achieved through variance reduction. We discuss methods such as common random numbers, antithetic variates, control variates, importance sampling, conditional Monte Carlo, stratified sampling, and some others, as well as the combination of certain of those methods. We also survey the recent literature on this topic.
Effective Bandwidth in High Speed Digital Networks
 IEEE Journal on Selected Areas in Communications
, 1999
"... The theory of large deviations provides a simple unified basis for statistical mechanics, information theory and queueing theory. The objective of this paper is to use large deviation theory and the Laplace method of integration to provide an simple intuitive overview of the recently developed theor ..."
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Cited by 18 (5 self)
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The theory of large deviations provides a simple unified basis for statistical mechanics, information theory and queueing theory. The objective of this paper is to use large deviation theory and the Laplace method of integration to provide an simple intuitive overview of the recently developed theory of effective bandwidth for high speed digital networks, especially ATM networks. This includes (i) identification of the appropriate energy function, entropy function and effective bandwidth function of a source, (ii) the calculus of the effective bandwidth functions, (iii) bandwidth allocation and buffer management, (iv) traffic descriptors, and (v) envelope processes and conjugate processes for fast simulations and bounds.
Importance Sampling For Large ATMType Queueing Networks
, 1996
"... We estimate, by simulation, the cellloss rate in an ATM switch modeled as a queueing network. Cell losses are rare events, so estimating their frequency by simulation is hard. We experiment with importance sampling as a mean of improving the simulation efficiency in that context. 1. INTRODUCTION ..."
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Cited by 10 (2 self)
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We estimate, by simulation, the cellloss rate in an ATM switch modeled as a queueing network. Cell losses are rare events, so estimating their frequency by simulation is hard. We experiment with importance sampling as a mean of improving the simulation efficiency in that context. 1. INTRODUCTION An Asynchronous Transfer Mode (ATM) communication switch can be modeled as a network of queues with finite buffer sizes. Cells (or packets) of information join the network in a stochastic manner and some may be lost due to buffer overflow. The longterm (or steadystate) fraction of cells that are lost at a given node is called the cellloss rate (CLR) at that node. Typical CLRs are small and the cell losses also tend to occur in bunches. They are therefore rare events, so estimating the CLRs with reasonable precision by straightforward simulation is extremely timeconsumingin some cases practically impossible. Efficiency improvement methods have been proposed to deal with such a situati...
Estimation of Blocking Probabilities in Cellular Networks with Dynamic Channel Assignment
, 2002
"... this paper we study two regimes under which blocking is a rare event: low load and high cell capacity. Our simulations use the standard clock (SC) method. For low load, we propose a change of measure that we call static ISSC, which has bounded relative error. For high capacity, we use a change of me ..."
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Cited by 3 (2 self)
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this paper we study two regimes under which blocking is a rare event: low load and high cell capacity. Our simulations use the standard clock (SC) method. For low load, we propose a change of measure that we call static ISSC, which has bounded relative error. For high capacity, we use a change of measure that depends on the current state of the network occupancy. This is the dynamic ISSC method. We prove that this method yields zero variance estimators for single clique models, and we empirically show the advantages of this method over naive simulation for networks of moderate size and traffic loads.
Estimating Small CellLoss Ratios in ATM Switches via Importance Sampling
"... this paper, importance sampling is applied to estimate the cellloss ratio in an ATM switch modeled as a queueing network fed by several sources emitting cells according to a Markovmodulated on/off process, and where all the cells from the same source have the same destination. The numerical experi ..."
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Cited by 2 (0 self)
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this paper, importance sampling is applied to estimate the cellloss ratio in an ATM switch modeled as a queueing network fed by several sources emitting cells according to a Markovmodulated on/off process, and where all the cells from the same source have the same destination. The numerical experiments show impressive efficiency improvements. Categories and Subject Descriptors: G.3 [Probability and Statistics]
Fast simulation of wavelength continuous WDM networks
"... This paper considers the estimation of blocking probabilities of circuitswitched WDM networks with no wavelength converters and with fixed routing. It presents an importance sampling simulation technique for determining whether or not such a network meets a specific grade of service requirement, in ..."
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Cited by 1 (1 self)
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This paper considers the estimation of blocking probabilities of circuitswitched WDM networks with no wavelength converters and with fixed routing. It presents an importance sampling simulation technique for determining whether or not such a network meets a specific grade of service requirement, in the sense of all routes having blocking below a given threshold. It is especially efficient for networks with high grades of service, which take a long time to simulate using conventional methods.
Fast Simulation of Cellular Networks with Dynamic Channel Assignment
 ACM Transactions on Modeling and Computer Simulation
, 2002
"... Blocking probabilities in cellular mobile communication networks using dynamic channel assignment are hard to compute for realistic sized systems. This computational difficulty is due to the structure of the state space, which imposes strong coupling constraints amongst components of the occupancy v ..."
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Cited by 1 (0 self)
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Blocking probabilities in cellular mobile communication networks using dynamic channel assignment are hard to compute for realistic sized systems. This computational difficulty is due to the structure of the state space, which imposes strong coupling constraints amongst components of the occupancy vector. Approximate tractable models have been proposed, which have product form stationary state distributions. However, for real channel assignment schemes, the product form is a poor approximation and it is necessary to simulate the actual occupancy process in order to estimate the blocking probabilities. Meaningful estimates of the blocking probability typically require an enormous amount of CPU time for simulation, since blocking events are usually rare. Advanced simulation approaches use importance sampling (IS) to overcome this problem. In this paper we study two regimes under which blocking is a rare event: low load and high cell capacity. Our simulations use the standard clock (SC) method. For low load, we propose a change of measure that we call static ISSC, which has bounded relative error. For high capacity, we use a change of measure that depends on the current state of the network occupancy. This is the dynamic ISSC method. We prove that this method yields zero variance estimators for single clique models, and we empirically show the advantages of this method over naïve simulation for networks of moderate size and traffic loads.
Traffic Engineering for Interdomain Optical Networks By
"... Because of increasing demands for network bandwidth and the advances in WDM technologies, it is expected that IP (Internet Protocol) over Wave Division Multiplexing (WDM) will be the infrastructure for the next generation Internet by carrying IP packets over WDM. As this infrastructure matures, a nu ..."
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Because of increasing demands for network bandwidth and the advances in WDM technologies, it is expected that IP (Internet Protocol) over Wave Division Multiplexing (WDM) will be the infrastructure for the next generation Internet by carrying IP packets over WDM. As this infrastructure matures, a number of important control issues are surfacing. One of them is traffic engineering, which concerns network performance optimization. This thesis presents a new approach to the congestion avoidance problem for wavelengthrouted interdomain networking under dynamic traffic demands where IP traffic is directly routed over WDM. The main idea is to adapt the underlying optical connectivity by measuring the actual traffic load over the existing lightpaths continuously and reacting to the load changes by adding or tearing down lightpaths. We avoid load instability directly by setting up a lightpath when congestion occurs or by tearing down a lightpath when the congestion is relieved. For the decision of setting up or tearing down lightpath, we propose a traffic engineering algorithm. The algorithm is characterized by two system parameters, high threshold (H) and low threshold (L).
Fast Simulation of a VoiceData Multiplexer
"... The determination of packet loss rates in multiplexers is an important problem that has received much attention in the literature. This paper considers the problem of estimating, via simulation, extremely low packet loss rates in a voicedata multiplexer. The multiplexer gives priority to voice pack ..."
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The determination of packet loss rates in multiplexers is an important problem that has received much attention in the literature. This paper considers the problem of estimating, via simulation, extremely low packet loss rates in a voicedata multiplexer. The multiplexer gives priority to voice packets, unless the data queue length exceeds a threshold. To efficiently simulate such low loss rates requires the proper use of importance sampling. In this paper we describe an importance sampling technique that is guaranteed to provide an exponential decrease in variance over standard simulation. This importance sampling technique has two phases, with a different importance sampling strategy in each phase. Experimental results are presented that demonstrate the effectiveness of this approach. Keywords: Fast simulation, importance sampling, rare event simulation. 1 This paper was presented at the IEEE INFOCOM 1995 conference, flc IEEE, reprinted with permission from IEEE INFOCOM 1995 Proceed...
Aggregated Cells In A JavaBased Distributed ATM Simulator
"... Celllevel simulation has been widely used in studying the dynamic behavior of ATM networks. Furthermore, due to its large amount of computation, researchers must investigate the approaches to employ parallel and/or distributed computing methods to shorten the time for simulation executions. However ..."
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Celllevel simulation has been widely used in studying the dynamic behavior of ATM networks. Furthermore, due to its large amount of computation, researchers must investigate the approaches to employ parallel and/or distributed computing methods to shorten the time for simulation executions. However, the current celllevel modeling technique requires very frequent communication, which will inevitably degrade the performance of the simulator on a distributed platform. In this paper, we propose a scheme to minimize the communication frequency between different modules of a distributed simulator, while maintaining its high level of accuracy and eciency. A prototype has been constructed, and a series of experiments were conducted for performance study.