{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,12,31]],"date-time":"2022-12-31T20:51:58Z","timestamp":1672519918259},"reference-count":13,"publisher":"Association for Computing Machinery (ACM)","issue":"3","content-domain":{"domain":["dl.acm.org"],"crossmark-restriction":true},"short-container-title":["ACM Trans. Model. Comput. Simul."],"published-print":{"date-parts":[[2006,7]]},"abstract":"We investigate the simulation of overflow of the total population of a Markovian two-node tandem queue model during a busy cycle, using importance sampling with a state-independent change of measure. We show that the only such change of measure that may possibly result in asymptotically efficient simulation for large overflow levels is exchanging the arrival rate with the smallest service rate. For this change of measure, we classify the model's parameter space into regions of asymptotic efficiency, exponential growth of the relative error, and infinite variance, using both analytical and numerical techniques.<\/jats:p>","DOI":"10.1145\/1147224.1147226","type":"journal-article","created":{"date-parts":[[2006,10,18]],"date-time":"2006-10-18T18:11:32Z","timestamp":1161195092000},"page":"225-250","update-policy":"http:\/\/dx.doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":30,"title":["Analysis of state-independent importance-sampling measures for the two-node tandem queue"],"prefix":"10.1145","volume":"16","author":[{"given":"Pieter-Tjerk","family":"De Boer","sequence":"first","affiliation":[{"name":"University of Twente, The Netherlands"}]}],"member":"320","published-online":{"date-parts":[[2006,7]]},"reference":[{"key":"e_1_2_1_1_1","unstructured":"Ahamed T. P. I. Borkar V. S. and Juneja S. 2006. Adaptive importance sampling technique for Markov chains using stochastic approximation. Oper. Res. To appear. 10.1287\/opre.1060.0291 Ahamed T. P. I. Borkar V. S. and Juneja S. 2006. Adaptive importance sampling technique for Markov chains using stochastic approximation. Oper. Res. To appear. 10.1287\/opre.1060.0291"},{"key":"e_1_2_1_2_1","unstructured":"de Boer P. T. 2000. Analysis and efficient simulation of queueing models of telecommunication systems. Ph.D. thesis University of Twente The Netherlands. de Boer P. T. 2000. Analysis and efficient simulation of queueing models of telecommunication systems. Ph.D. thesis University of Twente The Netherlands."},{"key":"e_1_2_1_3_1","volume-title":"the 5th International Workshop on Rare Event Simulation and Combinatorial Optimization. (RESIM\/COP'04)","author":"de Boer P. 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Control"}],"container-title":["ACM Transactions on Modeling and Computer Simulation"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/dl.acm.org\/doi\/pdf\/10.1145\/1147224.1147226","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2022,12,28]],"date-time":"2022-12-28T20:45:55Z","timestamp":1672260355000},"score":1,"resource":{"primary":{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/1147224.1147226"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2006,7]]},"references-count":13,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2006,7]]}},"alternative-id":["10.1145\/1147224.1147226"],"URL":"http:\/\/dx.doi.org\/10.1145\/1147224.1147226","relation":{},"ISSN":["1049-3301","1558-1195"],"issn-type":[{"value":"1049-3301","type":"print"},{"value":"1558-1195","type":"electronic"}],"subject":["Computer Science Applications","Modeling and Simulation"],"published":{"date-parts":[[2006,7]]},"assertion":[{"value":"2006-07-01","order":2,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}