scholarly journals Fast simulation techniques based on large deviations theory

1987 ◽  
Vol 26 ◽  
pp. 218
Author(s):  
V. Anantharam
2008 ◽  
Vol 27 (4-6) ◽  
pp. 513-525 ◽  
Author(s):  
Marian Grendár ◽  
George Judge

1992 ◽  
Vol 29 (3) ◽  
pp. 682-690 ◽  
Author(s):  
V. Anantharam

Cottrell et al. (1983) have indicated how ideas from the large deviations theory lead to fast simulation schemes that estimate the mean time taken by the slotted ALOHA protocol to saturate starting empty. Such fast simulation schemes are particularly useful when the attempt probability is small. The remaining time to saturation when the protocol has been operating for a time is more accurately described by the quasi-stationary exit time from the stable regime. The purpose of this article is to prove that the ratio of the quasi-stationary exit time to the exit time starting empty approaches 1 as the attempt probability becomes small.


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