Fast simulation of Markov fluid models

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Fast Simulation of Markov Modulated Fluid Models

We consider fluid models consisting of finite buffers, constant capacities and input processes modulated by continuous time Markov chains. These models are continuous flow approximations for describing the actually discrete traffic and buffer behaviour in ATM networks. A main issue is to find good estimates of buffer overflow and loss probabilities when they are (very) small, i.e. of the order ...

متن کامل

Fast Simulation of Markov Fluid Models

In this paper we study continuous ow nite buuer systems with input rates modulated by Markov chains. Discrete event simulations are applied for estimating loss probabilities. The simulations are executed under a twisted version of the original probability measure (importance sampling). We present a simple rule for determining a new measure, then show that the new measure matches thèmost likely'...

متن کامل

SERIE RESEARCH MEMORANDA Fast Simulation of Markov Fluid Models in conjunction with Large Deviations

In this paper Markov fluid models with buffer overflows are studied. Our aim is to find variance reduction for estimating probabilities of rare events via Monte Carlo simulation. On different probabilistic levels, we deduce large deviations expressions for the distribution of the underlying Markov chain in case of the buffer contents reaching a high level. Then we shall consider variance reduct...

متن کامل

Fast Simulation for Slow Paths in Markov Models

Inspired by applications in the context of stochastic model checking, we are interested in using simulation for estimating the probability of reaching a specific state in a Markov chain after a large amount of time τ has passed. Since this is a rare event, we apply importance sampling. We derive approximate expressions for the sojourn times on a given path in a Markov chain conditional on the s...

متن کامل

Fast Simulation of Markov Cluster Processes

Spatial point processes have been used by scientists in various disciplines such as astronomy, ecology, geology and urban planning. Cluster processes are a special case where the point patterns to be represented have an aan-ity for being close to each other. However, analytical inference in such models are intractable, because in many cases, the likelihood function is known only up to a normali...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Applied Probability

سال: 1996

ISSN: 0021-9002,1475-6072

DOI: 10.1017/s002190020010021x