RESTART: a straightforward method for fast simulation of rare events
RESTART: a straightforward method for fast simulation of rare events
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RESTART：快速模拟罕见事件的简单方法
DOI：
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发表时间：
1994
期刊：
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通讯作者：
J. Villén
中科院分区：
文献类型：
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作者：
M. Villén;J. Villén
本文提出了一种对罕见事件进行快速模拟的方法，称为RESTART(到达阈值后的重复模拟试验)。该方法在对结果具有相同置信度的情况下，大大节省了计算机时间。文中描述了该方法的多阈值形式，证明了该方法的有效性，并给出了该方法参数选择的准则。给出了一个实现重启的仿真库(ASTRO)，并给出了在通信量和可靠性问题上的应用实例。
This paper presents a method for fast simulation of rare events, called RESTART (REpetitive Simulation Trials After Reaching Thresholds). The method obtains dramatic computer time savings for an equal confidence of the results. The paper describes the method in its multiple thresholds version, shows the efficiency of the method and gives criteria to choose its parameters. It presents a simulation library (ASTRO) in which RESTART is implemented and, finally, application examples to teletraffic and reliability problems are provided.