Estimating Tail Probability in MMPP/D/1 Queue with Importance Sampling by Service Rate Adjustments

Author:

Anh Ngo Hai1ORCID,Hung Nguyen Ngoc1ORCID,Giang Pham Thanh1

Affiliation:

1. Department of Telematics, Information of Technology, Vietnam Academy of Science and Technology, No. 18, Hoang Quoc Viet Street, Hanoi 100000, Vietnam

Abstract

The Asynchronous Transfer Mode (ATM) is an efficient technology for call relays, and it transmits information from multiple services including data, video, or voice. This information is conveyed at ATM multiplexers in small fixed-size packets called cells. The acceptable cell loss probability at ATM multiplexers is about 10−12. Important Sampling (IS) is an efficient method for estimating tiny probabilities that cannot be achieved by traditional Monte Carlo (MC) methods. This research presents a novel approach for evaluating the tail probability in the MMPP/D/1 queue system utilizing importance sampling simulation in the ATM network. To generate more rare events, a virtual queue is implemented in the dequeue process by decreasing the processing rate in the queue. In this way, the tail probability can be estimated on a real-time network.

Funder

Vietnam Academy of Science and Technology

Publisher

MDPI AG

Reference10 articles.

1. Statistical optimization of dynamic importance sampling parameters for efficient simulation of communication networks;Devetsikiotis;IEEE/ACM Trans. Netw.,1993

2. Bucklew, J. (1990). Large Deviation Techniques in Decision, Simulation, and Estimation, Wiley.

3. Efficient estimation of cell blocking probability for ATM systems;Wang;IEEE/ACM Trans. Netw.,1993

4. The optimal IS Simulation Distribution of MMPP/D/1 Queueing;Ogawa;IEICE Trans. Commun.,1997

5. The Importance Sampling Simulation of MMPP/D/1 Queueing;Kenji;IEICE Trans. Fundam. Electron. Commun. Comput. Sci.,1997

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