Optimally efficient simulation of buffer overflows in queues with deterministic service times via importance sampling

Abstract

Simply because of their rarity, the estimation of the statistics of buffer overflows in queueing systems via direct simulation is often very expensive in computer time. Past work on fast simulation using importance sampling has concentrated on systems with Poisson arrival processes and exponentially distributed service times. However, in practical systems, such as ATM switches, service times are often deterministic and constant. This paper demonstrates how one can generate an asymptotically optimal simulation system (in the sense of variance) for queues with deterministic service times and a variety of arrival processes.