A New Approach to Simulating Stable Stochastic Systems: 1 - General Multi-Server Queues

Abstract

A new technique is introduced for analyzing simulations of stochastic systems in the steady state. From the viewpoint of classical statistics, questions of simulation run duration and of starting and stopping simulations are addressed. This is possible because of the existence of a random grouping of observations which produces independent identically distributed blocks from the start of the simulation. The analysis is presented in the context of the general multi-server queue, with arbitrarily distributed inter-arrival and service times. In this case, it is the busy period structure of the system which produces the grouping mentioned above. Numerical illustrations are given for the M/M/1 queue.

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Document Details

Document Type
Technical Report
Publication Date
Apr 21, 1972
Accession Number
AD0742102

Entities

People

  • Donald Iglehart
  • Michael A. Crane

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Accuracy
  • Computations
  • Confidence Limits
  • Contracts
  • Data Science
  • Distribution Functions
  • Experimental Design
  • Information Science
  • Probability
  • Random Variables
  • Simulations
  • Simulators
  • Statistical Analysis
  • Statistical Inference
  • Statistics
  • Steady State
  • United States

Readers

  • Mathematical Modeling and Probability Theory.
  • Regression Analysis.