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ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue: Rare event simulation, Volume 12 Issue 1, January 2002

A large deviations analysis of the transient of a queue with many Markov fluid inputs: approximations and fast simulation
Michel Mandjes, Ad Ridder
Pages: 1-26
DOI: 10.1145/511442.511443
This article analyzes the transient buffer content distribution of a queue fed by a large number of Markov fluid sources. We characterize the probability of overflow at time t, given the current buffer level and the number of sources in the...

Cross-entropy and rare events for maximal cut and partition problems
Reuven Y. Rubinstein
Pages: 27-53
DOI: 10.1145/511442.511444
We show how to solve the maximal cut and partition problems using a randomized algorithm based on the cross-entropy method. For the maximal cut problem, the proposed algorithm employs an auxiliary Bernoulli distribution, which transforms the...

Estimation of blocking probabilities in cellular networks with dynamic channel assignment
Felisa J. Vázquez-abad, Lachlan L. H. Andrew, David Everitt
Pages: 54-81
DOI: 10.1145/511442.511445
Blocking probabilities in cellular mobile communication networks using dynamic channel assignment are hard to compute for realistic sized systems. This computational difficulty is due to the structure of the state space, which imposes strong coupling...