01-050/4 - Fast Simulation of a Queue fed by a Superposition of Many (Heavy-Tailed) Sources

• Authors
  Nam Kyoo Boots, Vrije Universiteit Amsterdam; Michel Mandjes, Bell Laboratories/Lucent Technologies
• Publication date
  May 17, 2001

• Keywords
  long-range dependence; importance sampling; queueing theory; large deviations asymptotics; buffer overflow; heavy-tailed random variables