Article ID: | iaor19972181 |
Country: | South Korea |
Volume: | 21 |
Issue: | 3 |
Start Page Number: | 47 |
End Page Number: | 61 |
Publication Date: | Dec 1996 |
Journal: | Journal of the Korean ORMS Society |
Authors: | Kim Jisoo, Choi Woo-Yong, Jun Chi-Hyuck |
Keywords: | communication |
An ATM switch must deal with various kinds of input sources having different traffic characteristics and it must guarantee very small value of cell loss probability, about 10’-8∼10’-12, to deal with loss-sensitive traffics. In order to estimate such a rare event probability with simulation procedure, a variance reduction technique is essential for obtaining an appropriate level of precision with reduced cost. In this paper, the authors propose a hybrid simulation technique to achieve reduction of variance of cell loss probability estimator, where hybrid means the combination of analytical method and simulation procedure. A discrete time queueing model with multiple input sources and a finite shared buffer is considered, where the arrival process at an input source is governed by an Interrupted Bernoulli Process and the service rate is constant. The authors deal with heterogeneous input sources as well as homogeneous case. The performance of the proposed hybrid simulation estimator is compared with those of the raw simulation estimator and the importance sampling estimator in terms of variance reduction ratios. [In Korean.]