The cross-entropy (CE) method attributed to Reuven Rubinstein is a general Monte Carlo approach to combinatorial and continuous multi-extremal optimization and importance sampling. The method originated from the field of rare event simulation, where

MATLAB routines to simulate and visualize various queueing systems: M/M/1, M/D/1, M/G/1, M/G/infinity. Requires the toolbox for generation of random numbers. It is included in the paralel directory ..\ranvar . The detailed documentation can

MATLAB routines to simulate and visualize three models for aggregated telecommunications traffic with long-range dependence: superposition of renewal processes, infinite source Poisson model and integrated sum of on-off processes. Requires t