Transactions of KarRC RAS :: Scientific publications

O.V. Lukashenko, E.V. Morozov, M. Pagano.

Performance analysis of bridge monte-carlo estimator

// Труды КарНЦ РАН. No 5. Сер. Математическое моделирование и информационные технологии. Вып. 3. 2012. C. 54-60

О.В. Лукашенко, Е.В. Морозов, М. Пагано. Анализ эффективности BMC-оценки 2012. C. 54-60

Keywords: Gaussian queue, fractional Brownian motion, overflow probability, estimation

The overflow probability is an important QoS (Quality of Service) parameter. In this paper, we analyze the performance of Bridge Monte-Carlo (BMC), an interesting approach for the estimation of the overflow probability for queueing systems fed by a Gaussian input process.