RESTART: a straightforward method for fast simulation of rare events

Author

Villén-Altamirano, Manuel ; Villén-Altamirano, José

Author_Institution

Div. de Trafico y Prestaciones, Telefonica Investigacion y Desarrollo, Madrid, Spain

fYear

1994

fDate

11-14 Dec. 1994

Firstpage

282

Lastpage

289

Abstract

This paper presents a method for fast simulation of rare events, called RESTART (REpetitive Simulation Trials After Reaching Thresholds). The method obtains dramatic computer time savings for an equal confidence of the results. The paper describes the method in its multiple thresholds version, shows the efficiency of the method and gives criteria to choose its parameters. It presents a simulation library (ASTRO) in which RESTART is implemented and, finally, application examples to teletraffic and reliability problems are provided.

Keywords

digital simulation; probability; software libraries; ASTRO; RESTART; Repetitive Simulation Trials After Reaching Thresholds; computer time savings; fast simulation; multiple thresholds; rare event probabilities; rare event simulation; reliability problems; simulation library; teletraffic; Application software; Computational modeling; Computer network reliability; Computer networks; Computer simulation; Discrete event simulation; Electronic equipment; High performance computing; Statistics; Telecommunication traffic;

fLanguage

English

Publisher

ieee

Conference_Titel

Simulation Conference Proceedings, 1994. Winter

Print_ISBN

0-7803-2109-X

Type

conf

DOI

10.1109/WSC.1994.717150

Filename

717150