Regenerative Simulation of Non-Markovian Stochastic Systems.

Abstract

Discrete-event simulations are often non-Markovian in the sense that the underlying stochastic process of the simulation cannot be modeled as a Markov chain with countable state space. We discuss regenerative simulation methods for non-Markovian systems whose underlying stochastic process can be represented as a generalized semi-Markov process. Applications to modeling and simulation of ring and bus networks are given. Keywords include: Regenerative simulation; Generalized semi-Markov processes; Non-Markovian systems; Recurrence and regeneration; Ring and bus networks.

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1984
Accession Number
ADA150344

Entities

People

  • D. L. Iglehart
  • G. S. Shedler

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Bus Networks
  • Markov Chains
  • Markov Processes
  • Mathematics
  • Simulations
  • Stochastic Processes

Readers

  • Computational Fluid Dynamics (CFD)
  • Mathematical Modeling and Probability Theory.

Technology Areas

  • Space
  • Space - Hall-Effect Thruster