1. Some references about simulations

a) State of art

[ 1 ] 1969. Bhat U.N. "Sixty years of queuing theory", Manag. Sci. 15 (6):B280B294.

b) Papers

[ 2 ] 1975. Pack. C.D. "The output of an M/D/1 queue", Operational Research 23(4):750760.

[ 3 ] 1972. Becker M. "Fiabilité des simulations des processus sochastiques strictement ergodiques et asymptotiquement stationnaires", C. R. Acad. Sci. Paris, t. 274, pp. 19421945, 26 juin 1972.

[ 4 ] 1991. L'Ecuyer P. "An overview of derivatives estimation", Proc. 1991WSC, pp. 207217.

[ 5 ] 1986. TranGia P. "Discrete-time analysis for the interdeparture distribution of GI/G/1 queues", Teletraffic Analysis and Computer Performance Evaluation, ITC-11, 341357.

c) Books

[ 6 ] 1997. Banks J. (ed.) "Handbook on Simulation", Wiley. En particulier : L'Ecuyer "Random numbers generation" (handsim.ps).

[ 7 ] 1994. Jaynes E.T. "Probability Theory : the Logic of Science", Washington University, St. Louis mo, omega.albany.edu:8008/JaynesBook.html, 474 p.

[ 8 ] 1950. Feller W. "An Introduction to Probability Theory and its Applications" (Vol1: 1950, Vol2: 1966) J. Wiley & Sons.

[ 9 ] 1973. Ventsel H. "Théorie des probabilités", Ed. Mir, 584 p.

2. Importance sampling : state of art papers

[ 10 ] 1988. Frost V.S., W.W. Larue Jr and K.S. Shanmugan. "Efficient techniques for the simulation of computer communications networks", IEEE Select. Areas Commun., SAC-6(1):146-157.

[ 11 ] 1994. L'Ecuyer P. "Efficiency improvement and variance reduction", Proc. 1994WSC, 122132.

[ 12 ] 1991. Sadowski R.P. "Avoiding the problems and pitfalls in simulation", Proc. 1991WSC, 48-55.

[ 13 ] 1980. Shanmugan K.S. and P. Balaban. "A modified Monte-Carlo simulation technique for the evaluation of error rate in digital communication systems", IEEE Trans. Commun., COM28(11):1916-1924.

3. Papers

[ 14 ] 1987. Ahmed M.A. " Control variate models for sensitivity estimates of repairable item systems", Proc. 1987WSC, pp 324-333.

[ 15 ] 1993. Amit Y. and M. Miller "Large deviations for coding Markov chains and Gibbs random fields", IEEE Trans. Information Theory, 39(1):109-118.

[ 16 ] 1992. Andradöttir S. and D.P. Heyman. "Smoothing methods for variance reduction in simulation of Markov chains", Proc. 1992WSC, pp 453-457.

[ 17 ] 1987. Bauer Jr K.W. and S. Venkatraman. "Estimation procedures based on control variates with known covariance matrix", Proc. 1987WSC, pp 334-341.

[ 18 ] 1990. Beaulieu N.C. "A composite importance sampling technique for digital communication system simulation", IEEE Trans. Commun., COM38(4):393396.

[ 19 ] 1991. Bernabei F., R. Ferretti, M. Listanti and G. Zingrillo "ATM system buffer design under very low cell loss probability constrains", IEEE Infocom 91, pp 0929-0938.

[ 20 ] 1971. Bhat U.N. and R.E. Nance. "Busy period analysis of a time-sharing system modeled as a semi-Markov process" J. ACM, 18(2):221-238.

[ 21 ] 1975. Carter G. and E.G. Ignall. "Virtual measures : a variance reduction technique for simulation", Management Science, 21(6):607-615.

[ 22 ] 1987. Conway A.E. and A. Goyal. "Monte Carlo simulation of computer system availability/reliability models", Proc. of 17th Symposium on Fault Tolerant Computing PE Pitsburg, IEEE FTCS-17:230-235.

[ 23 ] 1983. Cottrell M., J.C. Fort and G. Malgouyres. "Large deviations on rare events in the study of stochastic algorythms", IEEE Trans. on Automatic Control, AC-28(9):907-920.

[ 24 ] 1988. Dingquing L. and K. Yao. "Improved importance sampling technique for efficient simulation of digital communication systems", IEEE J. Select. Areas Comm., SAC-6(1):6775.

[ 25 ] 1987. Fishman G.S. "The Monte Carlo estimation of function variation", Proc. 1987WSC, pp 347-350.

[ 26 ] 1992. Frater M.R. "Application of fast simulation techniques to systems with correlated noise", Proc. 1992WSC, pp 448-452.

[ 27 ] 1989. Fresnedo R.D. " Quick simulation of rare events in networks", Proc. 1989WSC, pp 514-523.

[ 28 ] 1992. Glasserman P. and P.W. Glynn. "Gradient estimation for regenerative processes", Proc. 1992WSC, pp 280-288.

[ 29 ] 1989. Glynn P.W. and D.L. Iglehart. "Importance sampling for stochastic simulations", Management Science, 35(11):1367-1392.

[ 30 ] 1991. Glynn P.W., P. L'Ecuyer and M. Adès. "Gradient estimation for ratios", Proc. 1991WSC, pp 986-993.

[ 31 ] 1986. Goyal A., W.C. Carter, De Souza e Silva E. and S.S.Lavenberg. "The system availability estimator", IEEE FTCS-16:84-89.

[ 32 ] 1987. Goyal A., P. Heidelberger and P. Shahabuddin. "Measure specific dynamic importance sampling for availability simulations", Proc. 1987WSC, pp 351-357.

[ 33 ] 1992. Goyal A., P. Shahabuddin, P. Heidelberger, V.F. Nicola and. P.W. Glynn. "A unified framework for simulating markovian models on highly dependable systems", IEEE Trans. Comput., C41(1):36-51.

[ 34 ] 1987. Hahn P.M. and Jeruchim M.C. "Developments in the theory and application of importance sampling", IEEE Trans. on Commun., COM35(7):706714.

[ 35 ] 1993. Heidelberger P. "Fast simulation of rare events in queueing and reliability models", IBM Research report RC. 19028, to appear in Computer Science.

[ 36 ] 1991. Hong D. and T. Suda. "Congestion control and prevention in ATM networks", IEEE Network Magazine, Jul. 1991, pp 10-16.

[ 37 ] 1979. Hopmans A.C.M. and J.P.C. Kleijnen. "Importance sampling in systems simulation : a practical failure ? ", Mathematics and Computers in Simulation, 21(1979):209-220.

[ 38 ] 1984. Jeruchim M.C. "Techniques for estimating the bit error rate in the simulation of digital communication systems", IEEE J. Select. Areas Comm., SAC-2(1):153170.

[ 39 ] 1983. Kioussis L.C. and D.R. Miller. "An importance sampling scheme for simulating the degradation and failure of complex systems during finite missions", Proc. 1983WSC, pp. 631639.

[ 40 ] 1991. Köksalan M.M. and N. Basöz. "A replication approach to interval estimation in simulation", Proc. 1991-WSC, pp1023-1029.

[ 41 ] 1991. L'Ecuyer P. "Importance sampling for large ATM-type queuing networks", Proc. 1996WSC, 309316.

[ 42 ] 1987. Lewis P.A.W. "Smarter control variables : regression-adjusted linear and nonlinear controls", Proc. 1987WSC, pp 342-346.

[ 43 ] 1989. Lewis P.A.W. "Variance reduction of quantile estimates via nonlinear controls", Proc. 1989WSC, pp 450-454.

[ 44 ] 1989. Lewis E.E., F. Boehm, C. Kirsch and B.P. Kelkhoff. "Monte Carlo simulation of complex system mission reliability", Proc. 1989WSC, pp 497-504.

[ 45 ] 1991. Lu D. and K. Yao. "Estimation variance bounds of importance sampling simulation in digital communication systems", IEEE Trans. Commun., COM39(10):14131417.

[ 46 ] 1992. McGeoch C. " Analyzing algorithms by simulation : variance reduction techniques and simulation speedups", ACM Computing Surveys, 24(2):195-212.

[ 47 ] 1991. Melit A., M. Becker, D. Mailles and H. Perros. "Etude comparative de deux méthodes de recherche de chemin dans un réseau de connexions ATM", Univ. Paris6, Rapport de recherche MASI 91.22 avril 1991.

[ 48 ] 1991. Morrice D.J. "The effects of batching on the power of the test for frequency domain methodology", Proc. 1991-WSC., pp 1018-1022.

[ 49 ] 1989. Muntz RR, E. De Souza e Silva and Goyal A., "Bounding availability of repairable computer systems", IEEE Trans. Comput., C38(12):17141723.

[ 50 ] 1990. Nicola V.F., M.K. Nakayama, P. Heidelberger and A. Goyal. "Fast simulation of dependability models with general failure, repair and maintenance processes", IEEE FTCS-20 491498.

[ 51 ] 1989. Norros I. and J. Virtamo. "Importance sampling simulation studies on the discrete time nD/D/1 queue", Doc : 224TD (89) Issue 1.***

[ 52 ] 1989. Pavlov N.N. " Smoothing of input data in the solution of ill-posed problems", USSR Comput. Maths. Math. Phys., 29(5):110-114.

[ 53 ] 1987. Reiman M.I., B. Simon and J.S. Willie. "Simterpolations : estimating an entire queueing function from a single simple path", Proc. 1987WSC, pp 358-363.

[ 54 ] 1989. Sadowsky J.S. and J.A. Bucklew."Large deviations theory techniques in Monte Carlo simulation", Proc. 1989WSC, pp 505-513.

[ 55 ] 1990. Sadowsky J.S. and J.A. Bucklew. "On large deviations theory and asymptotically efficient Monte Carlo estimation", IEEE Trans. Information Theory, IT-36(3):579-588.

[ 56 ] 1989. Schreiber F. "Effective control of simulation runs by a new evaluation algorithm for correlated random sequences", New Cost-Effective Systems, Networks and Services, ITC12, 12561264.

[ 57 ] 1978. Schruben L.W. "Reply to Fox", Management Science, 24(8):862.

[ 58 ] 1992. Steinberg Y. and O. Zeintouni. "On test for normality", IEEE Trans. Information Theory, IT38(6):1779-1787.

[ 59 ] 1991. Villen-Altamirano M. and J. Villen-Altamirano. "RESTART, a method for accelerating rare event simulation", in Queuing, Performance and Control in ATM (ITC-13), pp 71-76.

[ 60 ] 1967. Walrand J. "Quick simulation of queuing networks : an introduction", 2nd Inter. Workshop Appl. Math. and Perf. Reliability Models of Comp/Comm Systems, Roma, 275285.

[ 61 ] 1989. Yang W.N and B.L. Nelson. "Optimization using common random numbers, control variates and multiple comparisons with the best", Proc. 1989WSC, pp. 444449.