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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