Modeling and Computer Simulation (TOMACS)


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ACM Transactions on Modeling and Computer Simulation (TOMACS), Volume 17 Issue 2, April 2007

Editor's introduction: Special issue honoring Perwez Shahabuddin
James R. Wilson
Article No.: 5
DOI: 10.1145/1225275.1225276

Perwez Shahabuddin, 1962--2005: A professional appreciation
Sigrún Andradóttir, Paul Glasserman, Peter W. Glynn, Philip Heidelberger, Sandeep Juneja
Article No.: 6
DOI: 10.1145/1225275.1225277

Perwez Shahabuddin was an accomplished researcher, teacher, and participant in the simulation community. This article provides an overview of his career and a summary of some of his many professional accomplishments.


Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables
S. Juneja, R. L. Karandikar, P. Shahabuddin
Article No.: 7
DOI: 10.1145/1225275.1225278

We derive tail asymptotics for the probability that the maximum of sums of a few random variables exceeds an increasing threshold, when the random variables may be light as well as heavy tailed. These probabilities arise in many applications...

Exploiting regenerative structure to estimate finite time averages via simulation
Wanmo Kang, Perwez Shahabuddin, Ward Whitt
Article No.: 8
DOI: 10.1145/1225275.1225279

We propose nonstandard simulation estimators of expected time averages over finite intervals [0, t], seeking to enhance estimation efficiency. We make three key assumptions: (i) the underlying stochastic process has regenerative...

Rare events, splitting, and quasi-Monte Carlo
Pierre L'Ecuyer, Valérie Demers, Bruno Tuffin
Article No.: 9
DOI: 10.1145/1225275.1225280

In the context of rare-event simulation, splitting and importance sampling (IS) are the primary approaches to make important rare events happen more frequently in a simulation and yet recover an unbiased estimator of the target performance...

Efficient importance sampling heuristics for the simulation of population overflow in Jackson networks
Victor F. Nicola, Tatiana S. Zaburnenko
Article No.: 10
DOI: 10.1145/1225275.1225281

In this article, we propose state-dependent importance sampling heuristics to estimate the probability of population overflow in Jackson queueing networks. These heuristics capture state-dependence along the boundaries (when one or more queues are...