ATM system buffer design under very low cell loss probability constraints

Abstract

This work deals with a general method for buffer design in an ATM system in which the target loss probability should be very low (e.g. less than 10/sup -9/). This method is based on the application of the generalized extreme value theory (GEVT) to results arising from simulation runs. This theory allows the estimation of very small probabilities which would not be evaluable with the traditional Monte Carlo approach. An advantage of 4/5 decades with respect to Monte Carlo limits can be obtained utilizing the same sample set. The extension of the theory to the case of distribution functions of discrete random variables is discussed. The applicability of the method is demonstrated with reference to known probability distribution functions. Moreover, the GEVT is applied in the cases of classical queuing systems. The general criteria for the evaluation of the basic GEVT parameters are discussed.