The Renewal-Based Asymptotics and Accelerated Estimation of a System with Random Volume Customers

摘要: We consider a single-server system in which each customer is described by its service time and random volume. The total volume of customers accepted the upper bounded finite constant (system capacity) M. give renewal-based approximations for number important stationary parameters system, particular, mean lost For large M, loss typically rare event, Crude Monte-Carlo method time-consuming to obtain accurate estimate probability an acceptable simulation time. apply splitting speed-up estimation simulation. In we focus on heavy load. perform simulations different values capacity, size distributions, including heavy- light-tailed also traffic intensity.