scholarly journals Importance sampling for non-Markovian tandem queues using subsolutions

2019 ◽  
Vol 93 (1-2) ◽  
pp. 31-65
Author(s):  
Anne Buijsrogge ◽  
Pieter-Tjerk de Boer ◽  
Werner R. W. Scheinhardt
Keyword(s):  
Importance Sampling ◽  
Tandem Queues

scholarly journals Importance sampling for Markovian tandem queues using subsolutions: exploring the possibilities

SIMULATION ◽  
2021 ◽  
Vol 97 (12) ◽  
pp. 849-866
Author(s):  
Anne Buijsrogge ◽  
Pieter-Tjerk de Boer ◽  
Werner R W Scheinhardt
Keyword(s):  
Importance Sampling ◽  
Tandem Queues ◽  
Tandem Queue ◽  
Asymptotically Efficient ◽  
Number Of Customers ◽  
Busy Cycle

We consider importance sampling simulation for estimating the probability of reaching large total number of customers in an [Formula: see text] tandem queue, during a busy cycle of the system. Our main result is a procedure for obtaining a family of asymptotically efficient changes of measure based on subsolutions. We explicitly show these families for two-node tandem queues and we find that there exist more asymptotically efficient changes of measure based on subsolutions than currently available in literature.

Real-time Visual Tracking of Multiple Targets Using Bootstrap Importance Sampling

2012 ◽  
Vol 38 (10) ◽  
pp. 1663
Author(s):  
Le-Jun SHEN ◽  
Zhi-Sheng YOU ◽  
Xiao-Feng LI
Keyword(s):  
Real Time ◽  
Importance Sampling ◽  
Visual Tracking ◽  
Multiple Targets
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