Simulating Stable Stochastic Systems, III: Regenerative Processes and Discrete Event Simulations.
Abstract
An earlier developed technique for analyzing simulations of GI/G/S queues and Markov chains is shown to apply to discrete-event simulations which can be modeled as regenerative processes. It is possible to address questions of simulation run duration and of starting and stopping simulations because of the existence of a random grouping of observations which produces independent identically distributed blocks in the course of the simulation. This grouping allows one to obtain confidence intervals for a general function of the steady-state distribution of the process being simulated and for the asymptotic cost per unit time. The technique is illustrated with a simulation of a retail inventory distribution system. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1973
- Accession Number
- AD0755335
Entities
People
- Donald Iglehart
- Michael A. Crane