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SUMMARY:A new\, analysis-based\, change of measure for tandem queues - de 
 Boer\, PT\, Scheinhardt\, WRW (Twente)
DTSTART:20100621T092500Z
DTEND:20100621T095000Z
UID:TALK25312@talks.cam.ac.uk
CONTACT:Mustapha Amrani
DESCRIPTION:We introduce a simple analytical approximation for the overflo
 w probability of a two node tandem queue. From this\, we derive a change o
 f measure\, which turns out to have good performance in almost the entire 
 parameter space. The form of our new change of measure sheds an interestin
 g new light on earlier changes of measure for the same problem\, because h
 ere the transition zone from one measure to another - that they all have -
  arises naturally.
LOCATION:Seminar Room 1\, Newton Institute
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