Accelerated rare event simulation with Markov chain modelling in wireless communication networks. (1st January 2012)

• Record Type: Journal Article
• Authors: Lokshina, Izabella; Bartolacci, Michael R.
• Is Part Of: International journal of mobile network design and innovation. Volume 4:Number 4(2012)
• Page Start: 185
• Page End: 191
• Publication Date: 2012-01-01
• Subjects: wireless telecommunications -- queuing systems -- buffer overflow probability -- rare event simulation -- Markov chain modelling -- change of measure -- importance sampling algorithm -- cross-entropy algorithm -- accelerated rare event simulation; Mobile communication systems -- Periodicals; Wireless communication systems -- Design and construction -- Periodicals; 384.535
• Languages: English
• ISSNs: 1744-2869

Abstract

The paper recommends an effective approach to estimate probability of buffer overflow in wireless communication networks. The buffer overflow probability in queuing systems is defined as a rare event and can be estimated using rare event simulation with Markov chains. Two-node queuing networks are considered in this paper; and an event of buffer overflow at the second node is studied. Two efficient rare event simulation algorithms, based on the importance sampling and cross-entropy methods, are developed and applied to accelerate the overflow probability simulation with Markov chain modelling. Numerical examples and simulation results are provided.