Efficient important sampling for a feed-forward network

Add to your list(s) Download to your calendar using vCal

• Setayeshgar, L, Wang, H (Brown)
• Tuesday 22 June 2010, 14:15-15:05
• Seminar Room 1, Newton Institute.

If you have a question about this talk, please contact Mustapha Amrani.

Stochastic Processes in Communication Sciences

We consider a feedforward network with a single server station serving two classes of jobs, where one class of jobs has preemptive priority over the other. The rare event of interest is total population overflow. We rigorously identify the large deviation rate of the rare event probabilities and construct piecewise constant, asymptotically optimal importance sampling schemes.

This talk is part of the Isaac Newton Institute Seminar Series series.

This talk is included in these lists:

• All CMS events
• Featured lists
• INI info aggregator
• Isaac Newton Institute Seminar Series
• School of Physical Sciences
• Seminar Room 1, Newton Institute
• bld31

Note that ex-directory lists are not shown.