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SUMMARY:Snapshot simulation - an importance sampling technique for traffic
  with heavy tailed flows - Addie\, RJ\, Pao\, DCW\, Wong\, EWM (Southern Q
 ueensland: Hong Kong)
DTSTART:20100622T140500Z
DTEND:20100622T143000Z
UID:TALK25319@talks.cam.ac.uk
CONTACT:Mustapha Amrani
DESCRIPTION:Two key ideas have informed importance sampling and rare event
  sampling of traffic models in\nthe scientific literature: (i) distortion 
 of probabilities together with use of the likelihood ratio to\ncorrect the
  collected statistics\, and (ii) the restart method\, or particle methods\
 , in which many\nsimulation threads are run simultaneously and the threads
  which focus on the rare events of interest\nare selected\, and the collec
 ted statistics are corrected by keeping an appropriate weight for each\nth
 read. However\, these methods fail when applied to traffic processes with 
 heavy-tailed flow lengths\nbecause the threads must be very long in order 
 to adequately explore the state space of the system\,\nincluding the regio
 n containing the rare events whose probability we wish to measure.\nIn thi
 s paper a new method which is able to quickly simulate very long simulatio
 n threads will be\ndescribed [1\, 2]. In this method all threads are infin
 itely long but the level of detail in the thread\nreduces (to zero\, in th
 e limit) as the time coordinate of the thread approaches -1. Threads may\n
 be distorted by a likelihood ratio\, and threads may be selected and dupli
 cated\, so this method is\ncomplementary to the two importance sampling te
 chniques described above.\nIn this paper the method will be extended to al
 low observation of delays between successive events\nas well as merely the
  statistics of the state of the system at a certain point in time. This re
 quires\ncare to ensure that the events observed are not unduly affected by
  the omitted details.\n[1] R. G. Addie\, Snapshot simulation of internet t
 raffic: fast and accurate for heavy-tailed flows\,\nin Proceedings of the 
 1st International Workshop on the Evaluation of Quality of Service through
 \nSimulation in the Future Internet. March 2008\, ICST.\n[2] R. G. Addie\,
  Snapshot simulation of internet traffic: queueing of fixed-rate flows\, i
 n Proceedings\nof the 2nd International Workshop on the Evaluation of Qual
 ity of Service through\nSimulation in the Future Internet. March 2009\, IC
 ST.\n
LOCATION:Seminar Room 1\, Newton Institute
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