Efficient simulation of delay threshold probabilities in ATM networks with on/off arrivals

We consider the probability that the cell transfer delay exceeds a given threshold (delay threshold probability) for ATM networks. We use the connection traffic descriptors standardized by the ATM Forum to characterize the input traffic. To estimate the rare delay threshold probability, we first present a multinomial Monte Carlo simulation model. The multinomial formulation effectively removes the correlations associated with the bursty events. We then develop and demonstrate a three part importance sampling procedure to increase the efficiency of the simulation. For the experimental systems considered, the improvement in simulation efficiency is inversely proportional to the probability being estimated