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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.
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https://hal.inria.fr/inria-00073001
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Submitted on : Wednesday, May 24, 2006 - 11:33:53 AM
Last modification on : Friday, February 4, 2022 - 3:18:43 AM
Long-term archiving on: : Sunday, April 4, 2010 - 11:30:59 PM

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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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