Manuel Villén-Altamirano

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RESTART (Repetitive Simulation Trials After Reaching Thresholds) is a widely applicable accelerated simulation technique that allows the evaluation of extremely low probabilities. The focus of this article is on providing guidelines for achieving a high efficiency in a simulation with RESTART. Emphasis is placed on the choice of the importance function,(More)
This paper is a tutorial on RESTART, a widely applicable accelerated simulation technique for estimating rare event probabilities. The method is based on performing a number of simulation retrials when the process enters regions of the state space where the chance of occurrence of the rare event is higher. The paper analyzes its efficiency, showing formulas(More)
Ž. The International Telecommunications Union ITU Study Group 2 is preparing recommendations concerning traffic engineering to support broadband services, for which measurements and modeling are a key component. The present paper reviews three problem areas that could be of interest to teletraffic researchers and for which the ITU would appreciate future(More)
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