Perwez Shahabuddin, Peter W. Glyni, et al.
IEEE TC
Paper
Efficient Simulation of Backlogs in Fluid Flow Lines
Abstract
An Importance Sampling procedure to efficiently estimate overflow probabilities in continuous flow lines is described. The corresponding change of measure is found by generalizing the procedure that yields the change of measure for an ordinary fluid queue. Empirical results demonstrate the validity and effectiveness of the approach.
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