NDLI: The restart/lre method for rare event simulation

Content Provider	IEEE Xplore Digital Library
Author	Gorg, C. Schreiber, F.
Copyright Year	1996
Description	Author affiliation: Aachen University of Technology (Gorg, C.)
Abstract	Using the LRE-algorithm (LRE: Limited Relative Error) for the evaluation of simulated data yields the sta tionary distribution function of an investigated random sequence and additionally the so-called local correlation coefficient, which represents relevant correlation evidence to be included in the error measure for controlling the simulation run time. In this paper a simplified LRE-algorithm is used to evaluate discrete sequences like the occupancy of finite buffer queueing systems G/G/1/N. It is shown how this algorithm is combined with the RESTART-method for an efficient rare event simulation. A multi-stage RESTART/LRE-algorithm has been implemented as part of a stochastic simulation system and its performance has been verified by extensive simulations of the reference system M/M/1/N, whose properties including the local correlation coefficient can be described by analytical formulas. Approximate formulas for the optimal number of stages and number of trials are given. The new algorithm has been successfully applied to several finite buffer queueing systems, including the SSMP(2)/D/1/N system with a correlated input stream, in order to gain by simulation the distribution function of the occupancy including very low loss probabilities in the order of 10/sup -9/ and even 10/sup -21/, which are relevant for the performance of switching nodes in the ATM broadband network.
Starting Page	390
Ending Page	397
File Size	730823
Page Count	8
File Format	PDF
ISBN	0780333837
DOI	10.1109/WSC.1996.873306
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1996-12-08
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Winter Simulation Conf. Board of Dir.
Subject Keyword	Discrete event simulation Analytical models Distribution functions Error correction Stochastic systems Asynchronous transfer mode Broadband communication Queueing analysis Communication networks Time measurement
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
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9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

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