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