Estimating buffer overflows in three stages using cross-entropy

In this paper we propose a fast adaptive Importance Sampling method for the efficient simulation of buffer overflow probabilities in queueing networks. The method comprises three stages. First we estimate the minimum Cross-Entropy tilting parameter for a small buffer level; next, we use this as a starting value for the estimation of the optimal tilting parameter for the actual (large) buffer level; finally, the tilting parameter just found is used to estimate the overflow probability of interest. We recognize three distinct properties of the method which together explain why the method works well; we conjecture that they hold for quite general queueing networks. Numerical results support this conjecture and demonstrate the high efficiency of the proposed algorithm.

Refinement-robust fairness

We motivate and study the robustness of fairness notions under refinement of transitions and places in Petri nets. We show that the classical notions of weak and strong fairness are not robust and we propose a hierarchy of increasingly strong, refinement-robust fairness notions. That hierarchy is based on the conflict structure of transitions, which characterizes the interplay between choice and synchronization in a fairness notion. Our fairness notions are defined on non-sequential runs, but we show that the most important notions can be easily expressed on sequential runs as well. The hierarchy is further motivated by a brief discussion on the computational power of the fairness notions.

Dartboard arrangements with a concave penalty function

This paper investigates combinatorial arrangements of the dartboard to maximize a penalty function derived from the differences of adjacent sectors. The particular penalty function is constructed by summing the absolute differences of neighbouring sectors raised to a power between zero and one. The arrangement to give the maximum penalty is found