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This paper surveys efficient techniques for estimating, via simulation, the probabilities of certain rare events in queueing and reliability models. The rare events of interest are long waiting times or buffer overflows in queueing systems, and system failure events in reliability models of highly dependable computing systems. The general approach to(More)
This paper discusses a method for placing confidence limits on the steady state mean of an output sequence generated by a discrete event simulation. An estimate of the variance is obtained by estimating the spectral density at zero frequency. This estimation is accomplished through a regression analysis of the logarithm of the averaged periodogram. By(More)
This paper considers the application of importance sampling to simulations of highly available systems. By regenerative process theory, steady state performance measures of a Markov chain take the form of a ratio. Analysis of a simple three state Birth and Death process shows that the optimal (zero variance) importance sampling distributions for the(More)
The main interconnect of the massively parallel Blue Genet/L is a three-dimensional torus network with dynamic virtual cut-through routing. This paper describes both the architecture and the microarchitecture of the torus and a network performance simulator. Both simulation results and hardware measurements are presented.
This is the first paper describing the IBM Blue Gene/Q interconnection network and message unit. The Blue Gene/Q system is the third generation in the IBM Blue Gene line of massively parallel supercomputers. The Blue Gene/Q architecture can be scaled to 20 PF/s and beyond. The network and the highly parallel message unit, which provides the functionality of(More)
An approach to rare event simulation uses the technique of splitting. The basic idea is to split sample paths of the stochastic process into multiple copies when they approach closer to the rare set; this increases the overall number of hits to the rare set for a given amount of simulation time. This paper analyzes the bias and efficiency of some simple(More)