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Author: G. S. Shedler
Publisher:
ISBN:
Category :
Languages : en
Pages : 48
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Book Description
Author: G. S. Shedler
Publisher:
ISBN:
Category :
Languages : en
Pages : 48
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Book Description
Author: Gerald S. Shedler
Publisher: Elsevier
ISBN: 0080925723
Category : Mathematics
Languages : en
Pages : 412
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Book Description
Simulation is a controlled statistical sampling technique that can be used to study complex stochastic systems when analytic and/or numerical techniques do not suffice. The focus of this book is on simulations of discrete-event stochastic systems; namely, simulations in which stochastic state transitions occur only at an increasing sequence of random times. The discussion emphasizes simulations on a finite or countably infinite state space.* Develops probabilistic methods for simulation of discrete-event stochastic systems* Emphasizes stochastic modeling and estimation procedures based on limit theorems for regenerative stochastic processes* Includes engineering applications of discrete-even simulation to computer, communication, manufacturing, and transportation systems* Focuses on simulations with an underlying stochastic process that can specified as a generalized semi-Markov process* Unique approach to simulation, with heavy emphasis on stochastic modeling* Includes engineering applications for computer, communication, manufacturing, and transportation systems
Author: Gerald S. Shedler
Publisher: Academic Press
ISBN:
Category : Education
Languages : en
Pages : 424
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Book Description
Discrete-event simulations. Regenerative stochastic processes. Regenerative simulation. Networks of queues. Passage times. Simulations with simultaneous events. Limit theorems for stochastic processes. Random number generation.
Author: International Business Machines Corporation. Research Division
Publisher:
ISBN:
Category : Markov processes
Languages : en
Pages : 60
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Book Description
Author: International Business Machines Corporation. Research Division
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Author: Michael A. Crane
Publisher:
ISBN:
Category :
Languages : en
Pages : 30
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Book Description
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).
Author: G.S. Shedler
Publisher:
ISBN:
Category :
Languages : it
Pages : 0
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Author: Philip Heidelberger
Publisher:
ISBN:
Category :
Languages : en
Pages : 31
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Book Description
Suppose two alternative designs for a stochastic system are to be compared. These two systems can be simulated independently or dependently. This paper presents a method for comparing two regenerative stochastic processes in a dependent fashion using common random numbers. A set of sufficient conditions is given that guarantees that the dependent simulations will produce a variance reduction over independent simulations. Numerical examples for a variety of simple stochastic models are included which illustrate the variance reduction achieved. (Author).
Author: International Business Machines Corporation. Research Division
Publisher:
ISBN:
Category :
Languages : en
Pages : 30
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Book Description
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.
Author: Peter Jay Haas
Publisher:
ISBN:
Category :
Languages : en
Pages : 296
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Book Description
