Title: Accelerated rare event simulation with Markov chain modelling in wireless communication networks

Authors: Izabella Lokshina; Michael R. Bartolacci

Addresses: Management, Marketing and Information Systems, SUNY – Oneonta, NY 13820, USA ' Information Sciences and Technology Penn State University – Berks, PA 19610, USA

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.

Keywords: wireless telecommunications; queuing systems; buffer overflow probability; Markov chain modelling; change of measure; importance sampling algorithm; cross-entropy algorithm; accelerated rare event simulation; wireless networks.

DOI: 10.1504/IJMNDI.2012.054449

International Journal of Mobile Network Design and Innovation, 2012 Vol.4 No.4, pp.185 - 191

Published online: 25 Oct 2014 *

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