There are various importance sampling schemes to estimate rare event probabilities in Markovian systems such as Markovian reliability models and Jackson networks. In this work, we present a general state-dependent importance sampling method which partitions the state space and applies the...

This paper applies importance sampling simulation for estimating rare event probabilities of the first passage time in the infinite server queue with renewal arrivals and general service time distributions. We consider importance sampling algorithms which are based on large deviations results of...