Results 1  10
of
19
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 ..."
Abstract

Cited by 36 (0 self)
 Add to MetaCart
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 ..."
Abstract

Cited by 24 (5 self)
 Add to MetaCart
(Show Context)
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 ..."
Abstract

Cited by 10 (2 self)
 Add to MetaCart
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...
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 ..."
Abstract

Cited by 3 (0 self)
 Add to MetaCart
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]
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 ..."
Abstract

Cited by 3 (2 self)
 Add to MetaCart
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.
Simulation versus AnalyticNumeric Methods: a Petri Net Example
 in "Proceedings of the 2nd VALUETOOLS Conference
, 2007
"... Performance or dependability analysis is a tremendous challenge for the design or improvement of modern complex systems. Two different classes of solution methods are usually used: analyticnumeric methods and simulation methods. Surprisingly the choice between them in the literature depends more on ..."
Abstract

Cited by 2 (1 self)
 Add to MetaCart
(Show Context)
Performance or dependability analysis is a tremendous challenge for the design or improvement of modern complex systems. Two different classes of solution methods are usually used: analyticnumeric methods and simulation methods. Surprisingly the choice between them in the literature depends more on the analyst’s background than on the system itself. In this paper, we aim to illustrate on real problems the advantages and drawbacks of each method and to compare the results. Then we give some hints to choose the method. This is done by using SPNP, a Petri net analysis package including both kinds of technique. I.
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 ..."
Abstract

Cited by 1 (0 self)
 Add to MetaCart
(Show Context)
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.
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 ..."
Abstract

Cited by 1 (1 self)
 Add to MetaCart
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.
Speedup Simulation Techniques
 Proc. Workshop on Rare Event Simulation
, 1997
"... This presentation gives a brief survey of speedup techniques for discrete event simulation where the quantity of interest depends on rare events to occur. Both rare event simulation approaches like RESTART/splitting and importance sampling and other complementary techniques are described. A list of ..."
Abstract

Cited by 1 (0 self)
 Add to MetaCart
(Show Context)
This presentation gives a brief survey of speedup techniques for discrete event simulation where the quantity of interest depends on rare events to occur. Both rare event simulation approaches like RESTART/splitting and importance sampling and other complementary techniques are described. A list of key references to the various techniques are included. As a pragmatic or engineering approach, it is recommended that the different techniques are combined whenever possible instead of seeking the universal optimal technique for all applications. An example of such an approach is included. 1 INTRODUCTION The focus of this tutorial is discrete event simulation where the quantity of interests depends on rare events to occur, see figure 1(a). A survey of speedup simulation techniques in a broader sense than the "Rare Event Simulation" is given. Speedup simulation is here defined as "any technique which increases the efficiency of a simulation experiment". Roughly speaking, two approaches appl...
Preface
, 1999
"... This thesis is a product of the research I’ve done during 1997–1998. The research was conducted within the COST 257 project funded by Nokia Telecommunications, Sonera and Tekes. First of all, I want to take this opportunity to thank Prof. Jorma Virtamo for giving me the opportunity to start my postg ..."
Abstract
 Add to MetaCart
(Show Context)
This thesis is a product of the research I’ve done during 1997–1998. The research was conducted within the COST 257 project funded by Nokia Telecommunications, Sonera and Tekes. First of all, I want to take this opportunity to thank Prof. Jorma Virtamo for giving me the opportunity to start my postgraduate studies under his supervision. The report at hand here is one milestone on my struggle towards the Ph.D. degree and it would not have been possible without the expertise, helpfulness and patience of Prof. Jorma Virtamo. Also, special thanks go to Ph.D. Samuli Aalto for his invaluable advice and encouragement during the whole process of writing this thesis. The staff of the laboratory (past and present) also deserve their share of the thanks. The friendly and relaxed atmosphere in the lab has helped in making the concept of work seem less “serious”. Last but not least, I want to thank my beloved Minna and my family for their continuous support and love.