Author: M. A. Affendi (El-)
Publisher:
ISBN:
Category :
Languages : en
Pages : 20

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Author: Jia-Yu Chen
Publisher:
ISBN:
Category : Comparative analysis
Languages : en
Pages : 10

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Book Description
This paper deals with the N policy M/G/1 queue with working breakdowns. In this queueing system, the steady-state probabilities cannot be derived explicitly. Thus, we employ a maximum entropy approach with several constraints to develop the approximate formulae for the steady-state probability distributions of queue length and the expected waiting time in the queue. We perform a comparative analysis between the approximate results with established exact results for different service time distributions, such as exponential, two-stage Erlang, two-stage hyper-exponential, and deterministic. Numerical results demonstrate that the maximum entropy approach is quite accurate for practical purposes and is useful for complex queueing-systems solving.

Author: D.J. Murray-Smith
Publisher: Butterworth-Heinemann
ISBN: 1483144577
Category : Computers
Languages : en
Pages : 562

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Book Description
UKSC 84 contains the proceedings of the 1984 United Kingdom Simulation Council Conference on Computer Simulation held at the University of Bath, England. The papers describe computer simulation techniques and their applications and cover topics ranging from simulation methodology and software to the various applications of computer simulation in areas such as policy decision-making and planning, biology and medicine, and education. This book is comprised of 52 chapters divided into nine sections and begins by describing an advanced continuous-system simulation language called ESL (ESA Simulation Language), an initiative of the European Space Agency. The papers that follow explore other simulation software, such as MANIP, SYSMOD, COSMOS, Ada, SDL (Simulation Development Language), and SPIRO (Suite of Programs for the Investigation of Recondite Objects). The discussion then turns to a methodology based on artificial intelligence for the design and development of large-scale computer simulations; a formalism for specifying continuous or fixed time-step simulation models that is a straightforward extension of the block-oriented languages, with emphasis on superblocks and tesselations; and simulation of manufacturing and control systems. This book concludes with a chapter that describes a highly efficient compactor for a radar digital database. This monograph will be of interest to students and professionals working in the field of computer simulation.

Author: D. Potier
Publisher: North Holland
ISBN:
Category : Computers
Languages : en
Pages : 660

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Book Description
Hardbound. This proceedings volume contains the thirty-five invited and selected papers presented at the International Conference on Modelling Techniques and Tools for Performance Analysis. The conference had two main objectives: to promote the most recent advances in the field of modelling techniques and tools and to present a spectrum of new specialized products that are now reaching industrial and technical maturity. The technical content of the proceedings is specifically oriented towards practice and experience with techniques and tools.

Author: Brian Buck
Publisher: Oxford : Clarendon Press ; New York : Oxford University Press
ISBN:
Category : Computers
Languages : en
Pages : 260

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Book Description
This book is a collection of introductory, interdisciplinary articles and lectures covering the fundamentals of the maximum entropy approach, a powerful new technique that provides a much needed extension of the established principles of rational inference in the sciences. Maximum entropy allows the interpretation of incomplete and "noisy" data, providing a description of the underlying physical systems. It has found application in both practical and theoretical studies ranging from image enhancement to nuclear physics, and from statistical mechanics to economics. The work explores these applications with specific problems of data analysis taken from the physical sciences. It will interest all physical scientists who deal with data and its interpretation, including statisticians and statistical physicists.

Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 884

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Author: Samuel Eilon
Publisher:
ISBN:
Category : Decision making
Languages : en
Pages : 608

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Author:
Publisher:
ISBN:
Category : Business
Languages : en
Pages : 2570

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Author: Reuven Y. Rubinstein
Publisher: John Wiley & Sons
ISBN: 1118632389
Category : Mathematics
Languages : en
Pages : 470

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Book Description
This accessible new edition explores the major topics in Monte Carlo simulation that have arisen over the past 30 years and presents a sound foundation for problem solving Simulation and the Monte Carlo Method, Third Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the state-of-the-art theory, methods and applications that have emerged in Monte Carlo simulation since the publication of the classic First Edition over more than a quarter of a century ago. While maintaining its accessible and intuitive approach, this revised edition features a wealth of up-to-date information that facilitates a deeper understanding of problem solving across a wide array of subject areas, such as engineering, statistics, computer science, mathematics, and the physical and life sciences. The book begins with a modernized introduction that addresses the basic concepts of probability, Markov processes, and convex optimization. Subsequent chapters discuss the dramatic changes that have occurred in the field of the Monte Carlo method, with coverage of many modern topics including: Markov Chain Monte Carlo, variance reduction techniques such as importance (re-)sampling, and the transform likelihood ratio method, the score function method for sensitivity analysis, the stochastic approximation method and the stochastic counter-part method for Monte Carlo optimization, the cross-entropy method for rare events estimation and combinatorial optimization, and application of Monte Carlo techniques for counting problems. An extensive range of exercises is provided at the end of each chapter, as well as a generous sampling of applied examples. The Third Edition features a new chapter on the highly versatile splitting method, with applications to rare-event estimation, counting, sampling, and optimization. A second new chapter introduces the stochastic enumeration method, which is a new fast sequential Monte Carlo method for tree search. In addition, the Third Edition features new material on: • Random number generation, including multiple-recursive generators and the Mersenne Twister • Simulation of Gaussian processes, Brownian motion, and diffusion processes • Multilevel Monte Carlo method • New enhancements of the cross-entropy (CE) method, including the “improved” CE method, which uses sampling from the zero-variance distribution to find the optimal importance sampling parameters • Over 100 algorithms in modern pseudo code with flow control • Over 25 new exercises Simulation and the Monte Carlo Method, Third Edition is an excellent text for upper-undergraduate and beginning graduate courses in stochastic simulation and Monte Carlo techniques. The book also serves as a valuable reference for professionals who would like to achieve a more formal understanding of the Monte Carlo method. Reuven Y. Rubinstein, DSc, was Professor Emeritus in the Faculty of Industrial Engineering and Management at Technion-Israel Institute of Technology. He served as a consultant at numerous large-scale organizations, such as IBM, Motorola, and NEC. The author of over 100 articles and six books, Dr. Rubinstein was also the inventor of the popular score-function method in simulation analysis and generic cross-entropy methods for combinatorial optimization and counting. Dirk P. Kroese, PhD, is a Professor of Mathematics and Statistics in the School of Mathematics and Physics of The University of Queensland, Australia. He has published over 100 articles and four books in a wide range of areas in applied probability and statistics, including Monte Carlo methods, cross-entropy, randomized algorithms, tele-traffic c theory, reliability, computational statistics, applied probability, and stochastic modeling.

Author: Adam Shwartz
Publisher: CRC Press
ISBN: 9780412063114
Category : Mathematics
Languages : en
Pages : 576

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Book Description
This book consists of two synergistic parts. The first half develops the theory of large deviations from the beginning (iid random variables) through recent results on the theory for processes with boundaries, keeping to a very narrow path: continuous-time, discrete-state processes. By developing only what is needed for the applications, the theory is kept to a manageable level, both in terms of length and in terms of difficulty. Within its scope, the treatment is detailed, comprehensive and self-contained. As the book shows, there are sufficiently many interesting applications of jump Markov processes to warrant a special treatment. The second half is a collection of applications developed at Bell Laboratories. The applications cover large areas of the theory of communication networks: circuit-switched transmission, packet transmission, multiple access channels, and the M/M/1 queue. Aspects of parallel computation are covered as well: basics of job allocation, rollback-based parallel simulation, assorted priority queueing models that might be used in performance models of various computer architectures, and asymptotic coupling of processors. These applications are thoroughly analyzed using the tools developed in the first half of the book. Features: A transient analysis of the M/M/1 queue; a new analysis of an Aloha model using Markov modulated theory; new results for Erlang's model; new results for the AMS model; analysis of "serve the longer queue", "join the shorter queue" and other simple priority queues; and a simple analysis of the Flatto-Hahn-Wright model of processor-sharing.