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Abstract: this paper we first show how the problem can be decomposed into independent sub-problems. The decom- 2 position corresponds to breaking the blocking probability down to components each of which essentially gives the blocking probability contribution from a single link. Then we present an efficient IS distribution to be used to estimate the blocking probability contribution from each link. The distribution is a conditional distribution and allows one to generate samples directly into the set... (Update)
Context of citations to this paper: More
...samples with the so called likelihood ratio. The use of IS in MC estimation of blocking probabilities has been previously studied in [5], 6] 7] 8] However, the particular loss system that has been studied in these works is the so called multiservice loss system, i.e....
...the samples with the so called likelihood ratio. The use of IS in MC estimation of blocking probabilities has been previously studied in [5], 6] 7] and [8] However, the particular loss system that has been studied in these works is the so called multiservice loss system....
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BibTeX entry: (Update)
P. E. Lassila and J. T. Virtamo, \Efficient importance sampling for monte carlo simulation of loss systems," in ########### ## ### ######. June 1999, pp. 787-796, Elsevier. http://citeseer.ist.psu.edu/article/lassila99efficient.html More
@inproceedings{ lassila01efficient,
author = "Pasi E. Lassila and Jouni Karvo and Jorma T. Virtamo",
title = "Efficient Importance Sampling for Monte Carlo Simulation of Multicast Networks",
booktitle = "{INFOCOM}",
pages = "432-439",
year = "2001",
url = "citeseer.ist.psu.edu/article/lassila99efficient.html" }
Citations (may not include all citations):13 the optimality and stability of exponential twisting in mont.. (context) - Sadowsky - 1993
6 Fast simulation of blocking probabilities in loss networks (context) - Mandjes - 1997
6 An exact algorithm for calculating blocking probabilities in.. (context) - Nyberg, Virtamo et al.
6 An exact algorithm for calculating blocking probabilities in.. (context) - Nyberg, Virtamo et al. - 2000
5 Blocking of dynamic multicast connections in a single link - Karvo, Virtamo et al. - 1998
5 Blocking of dynamic multicast connections - Karvo, Virtamo et al.
4 Efficient importance sampling for monte carlo simulation of .. - Lassila, Virtamo - 1999
3 Multirate resource sharing for unicast and multicast connect.. (context) - Boussetta, Belyot - 1999
3 Nearly optimal importance sampling for monte carlo simulatio.. - Lassila, Virtamo
1 Springer-Verlag (context) - Ross - 1995
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