A Randomized Quasi-Monte Carlo Method for the Simulation of Product-form Loss Networks

Bruno Tuffin 1
1 ARMOR - Architectures and network models
IRISA - Institut de Recherche en Informatique et Systèmes Aléatoires, INRIA Rennes, Ecole Nationale Supérieure des Télécommunications de Bretagne
Abstract : In this paper, we use low discrepancy sequences as a variance reduction tool for the Monte Carlo simulation of loss models in broadband telecommunicat- ion networks. We have already applied this technique to product-form multi-cla- ss queuing networks and to a particular loss model representing a cellular system with dynamic resource sharing. We generalize here this last result to a broader class of loss models and we give some enlightenments and precise details on the behavior of the method.
Type de document :
Rapport
[Research Report] RR-3671, INRIA. 1999
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https://hal.inria.fr/inria-00073001
Contributeur : Rapport de Recherche Inria <>
Soumis le : mercredi 24 mai 2006 - 11:33:53
Dernière modification le : vendredi 16 novembre 2018 - 01:24:05
Document(s) archivé(s) le : dimanche 4 avril 2010 - 23:30:59

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  • HAL Id : inria-00073001, version 1

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Bruno Tuffin. A Randomized Quasi-Monte Carlo Method for the Simulation of Product-form Loss Networks. [Research Report] RR-3671, INRIA. 1999. 〈inria-00073001〉

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