• Journal of the Korean Data and Information Science Society
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• v.18 no.4
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• pp.1045-1056
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• 2007

We consider M/M/1 feedback queues with multi-class customers. We assume that different classes of customers have different arrival rates, service rates and feedback probabilities. Using the h-transforms of McDonald(999) we derive an importance sampling estimator for an overflow probability that the total number of customers in the system reaches a high level before emptying.

• Communications for Statistical Applications and Methods
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• v.16 no.2
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• pp.217-228
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• 2009

In this paper, we consider a multi-class queueing system in which different classes of customers have different arrival rates, service rates and class-transition probabilities. We use the fast simulation method to estimate the overflow probability and the expected number of customers of each class at the first time the total number of customers hits a high level. We also discuss the overflow probabilities and the expected number of customers at different loads, respectively.

• Communications for Statistical Applications and Methods
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• v.8 no.1
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• pp.257-269
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• 2001

The simulation is used to estimate an overflow probability in a stable parallel network with coupled inputs. Since the general simulation needs extremely many trials to obtain such a small probability, the fast simulation is proposed to reduce trials instead. By using the Cramer’s theorem, we first obtain an optimally changed measure under which the variance of the estimator is minimized. Then, we use it to derive an importance sampling estimator of the overflow probability which enables us to perform the fast simulation.

• Communications for Statistical Applications and Methods
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• v.14 no.2
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• pp.287-299
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• 2007

We consider a multiclass queue where queued customers are served in their order of arrival at a rate which depends on the customer type. By using the asymptotic results obtained by Dabrowski et al. (2006) we calculate the sharp asymptotics of the stationary distribution of the number of customers of each class in the system and the distribution of the number of customers of each class when the total number of customers reaches a high level before emptying. We also obtain a fast simulation algorithm to estimate the overflow probability and compare it with the general simulation and asymptotic results.

• Proceedings of the KIEE Conference
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• 1987.07b
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• pp.958-961
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• 1987

Four computational algorithms are discussed and compared which calculate the blocking probabilities in the multi-slot connection traffic for the wide-band services. The computational complexity and time can be significantly reduced, and the overflow and underflow problem can be circumvented as well, by a newly proposed algorithm, the last one.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.16 no.5
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• pp.451-457
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• 1991

Four computational algorithms are discussed and compared in terms of complexity, required memory, and the number of channels which calculate the blocking probabilities in the two-dimensional multi-slot connection traffic. The overflow and underflow problems can be circumvented, and thus blocking probabilities can be calculated even up to 10000 channels, by the proposed last algorithm. This algorithm is utilized in calculating the blocking probabilities for I-slot and 6-slots calls. And the results of the simulation by the SLAM-II are compared with those of the analytic calculation.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.17 no.1
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• pp.1-10
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• 1992

In the already presented paper, the performance analysis of SMUX was need a lot of time bacause of recussive method, So this paper proposed the new mathematical method for the SMUX's performance. And it is constructed and analyzed the queueing model for SMUX based on the Go-back N retransmission ARQ model. It is assumed that it has the infinite buffer and a single server. It is analzied the parameters that have influence on the byffer and a single server. It is analzied the parameters that have influence on the buffer behaviour of statistical multiplexer overflow probabilities. maximum buffer size. mean wating time and mean buffer size, and these relationship are represented the graphs and datas which provided a guide to the buffer design problem. As these results. it is efficient when the SMUX is apphed that the traffic density is below 0.5 and transmission error probabilities is below 10­$^3$. So this paper can be applied to the basic and theoretical background prior to the implementation of SMUX.

• Journal of the Korea Society for Simulation
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• v.13 no.3
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• pp.1-10
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• 2004

The cell loss probability required in the ATM network is in the range of 10$^{-9}$ ∼10$^{-12}$ . If Monte Carlo simulation is used to analyze the performance of the ATM node, an enormous amount of computer time is required. To obtain large speed-up factors, importance sampling may be used. Since the Markov-modulated processes have been used to model various high-speed network traffic sources, we consider discrete time single server queueing systems with Markov-modulated arrival processes which can be used to model an ATM node. We apply importance sampling based on the Large Deviation Theory for the performance evaluation of, MMBP/D/1/K, ∑MMBP/D/1/K, and two stage tandem queueing networks with Markov-modulated arrival processes and deterministic service times. The simulation results show that the buffer overflow probabilities obtained by the importance sampling are very close to those obtained by the Monte Carlo simulation and the computer time can be reduced drastically.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.14 no.1
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• pp.1-10
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• 1989

In this paper a computional algorithm which can circumvent the overflow and underflow problems is proposed for calculating the blocking probabilities in the multi-dimensional multi-slot connection trafficd. This algorithm is applied to the analysis of blocking probabolotoes in the single time switches and transmission systems with varying the total number of time slots and trunk lines, respectively.

• Journal of the Korean Institute of Telematics and Electronics
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• v.20 no.3
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• pp.61-68
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• 1983

In this paper various aspects of statistical maltiplexing of data signs have been investigated. A queueing model with finite waiting room and batch poisson arrivals is studied assuming that data signals are transmitted at a constant rate. Using traffic intensity and average burst length as parameters, overflow probabilities and expected queueing delay due to buffering are obtained. Also, a real system model of a statistical multiplexer that can be directly used in micro-programmed hardware realization is proposed. To examine the performance of the system, computer simulation has been done at various conditions. The results obtained can be used in designing a buffer efficiently.