Accelerated rare event simulation with Markov chain modelling in wireless communication networks
by Izabella Lokshina; Michael R. Bartolacci
International Journal of Mobile Network Design and Innovation (IJMNDI), Vol. 4, No. 4, 2012

Abstract: The paper recommends an effective approach to estimate probability of buffer overflow in wireless communication networks. The buffer overflow probability in queuing systems is defined as a rare event and can be estimated using rare event simulation with Markov chains. Two-node queuing networks are considered in this paper; and an event of buffer overflow at the second node is studied. Two efficient rare event simulation algorithms, based on the importance sampling and cross-entropy methods, are developed and applied to accelerate the overflow probability simulation with Markov chain modelling. Numerical examples and simulation results are provided.

Online publication date: Sat, 25-Oct-2014

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