Issues in fast simulation of networks of queues by use of effective and decoupling bandwidths

Abstract

A significant difficulty arising when using Monte Carlo (MC) simulation for the performance-analysis of communication networks is the long run times required to obtain accurate statistical estimates. Under the proper conditions, Importance Sampling (IS) is a technique that can speed up simulations involving rare events in network (queueing) systems [1, 2, 3, 4, 5]. Large speed-up factors in simulation run time can be obtained by using IS if the modification or bias of the underlying probability measures of certain random processes is carefully chosen. Fast simulation methods based on Large Deviation Theory [1, 3] have been successfully applied in many cases (recently, most notably in [51].