Fast Simulation of Discrete Time Queues with MarkovModulated
نویسنده
چکیده
In this paper we consider a slotted queueing model with nite buuers and correlated input. Arrivals are generated by diierent sources and ooered in batches at the end of each slot. The batch sizes depend on the states of the sources which change their states according to Markov schemes. In case that the buuer reaches its limits, the excess of the buuer is lost. At the end of a slot a random batch is removed from the buuer. We prove a large deviations result for the loss probability in this model, and apply importance sampling for estimation of this probability.
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