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Reports (Research Report) Year : 1999

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

Bruno Tuffin
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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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Dates and versions

inria-00073001 , version 1 (24-05-2006)

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  • HAL Id : inria-00073001 , version 1

Cite

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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