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Rational interpolation for rare event probabilities.
| Content Provider | CiteSeerX |
|---|---|
| Author | Gong, Wei-Bo Nananukul, Soracha |
| Abstract | We propose to use rational interpolants to tackle some computationally complex performance analysis problems such as rare-event probabilities in stochastic networks. Our main example is the computation of the cell loss probabilities in ATM multiplexers. The basic idea is to use the values of the performance function when the system size is small, together with the asymptotic behaviour when the size is very large, to obtain a rational interpolant which can be used for medium or large systems. This approach involves the asymptotic analysis of the rare-event probability as a function of the system size, the convergence analysis of rational interpolants on the positive real line, and the quasi-Monte Carlo analysis of discrete event simulation. 1 Motivation: Pad'e Approximation for the GI/GI/1 Queue The introduction of rational interpolation for evaluating rare event probabilities in [20] was motivated by the earlier work on the application of Pad'e approximants to single-server queues wit... |
| File Format | |
| Access Restriction | Open |
| Subject Keyword | Rational Interpolation Rare Event Probability Rare-event Probability System Size Rational Interpolants Asymptotic Behaviour Asymptotic Analysis Cell Loss Probability Rational Interpolant Gi Gi Positive Real Line Complex Performance Analysis Problem Performance Function Discrete Event Simulation Stochastic Network Basic Idea Quasi-monte Carlo Analysis Single-server Queue Large System Atm Multiplexer Main Example Convergence Analysis |
| Content Type | Text |
