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ACM Transactions on Modeling and Computer Simulation (TOMACS), Volume 21 Issue 2, February 2011

Efficient rare event simulation for heavy-tailed compound sums
Jose Blanchet, Chenxin Li
Article No.: 9
DOI: 10.1145/1899396.1899397

We develop an efficient importance sampling algorithm for estimating the tail distribution of heavy-tailed compound sums, that is, random variables of the form...

The double CFTP method
Luc Devroye, Lancelot F. James
Article No.: 10
DOI: 10.1145/1899396.1899398

We consider the problem of the exact simulation of random variables Z that satisfy the distributional identity Z =L VY + (1-V)Z, where V ∈ [0,1] and Y are independent, and...

Modeling and simulation of SIP tandem server with finite buffer
Yang Hong, Changcheng Huang, James Yan
Article No.: 11
DOI: 10.1145/1899396.1899399

Recent collapses of SIP servers (e.g., Skype outage) indicate that the built-in SIP overload control mechanism cannot mitigate overload effectively. We introduce our analytical approach by investigating an overloaded tandem server scenario. Our...

Forwarding devices: From measurements to simulations
Roman Chertov, Sonia Fahmy
Article No.: 12
DOI: 10.1145/1899396.1899400

Most popular simulation and emulation tools use high-level models of forwarding behavior in switches and routers, and give little guidance on setting model parameters such as buffer sizes. Thus, a myriad of papers report results that are highly...

A variant of importance splitting for rare event estimation: Fixed number of successes
Michael Amrein, Hans R. Künsch
Article No.: 13
DOI: 10.1145/1899396.1899401

Importance splitting is a simulation technique to estimate very small entrance probabilities for Markov processes by splitting sample paths at various stages before reaching the set of interest. This can be done in many ways, yielding different...

On deriving and incorporating multihop path duration estimates in VANET protocols
Josiane Nzouonta, Marvin K. Nakayama, Cristian Borcea
Article No.: 14
DOI: 10.1145/1899396.1899402

The expected duration of multihop paths can be incorporated at different layers in the protocol stack to improve the performance of mobile ad hoc networks. This article presents two discrete-time and discrete-space Markov chain-based methods,...