A combined Monte Carlo/GEVT extrapolating method for the estimate of buffer length distribution tails

The authors deal with the application of generalized extreme value theory (GEVT) to asynchronous transfer mode (ATM) buffer dimensioning. In particular, a general ATM system simulation model is defined to analyze a large variety of buffer behavior. The performance of the classical GEVT estimate procedure is evaluated in some critical cases by stressing its limits. To better cope with these cases, a modified version of the GEVT estimate procedure is proposed. Such a procedure is based on the combined utilization of the knowledge obtained from the classical Monte Carlo method and the extrapolating form of the GEVT estimator. The results show that this method allows some limitations of the GEVT approach to be overcome and a very good accuracy can be reached.<
>