Accession Number : AD0755335
Title : Simulating Stable Stochastic Systems, III: Regenerative Processes and Discrete Event Simulations.
Descriptive Note : Technical rept.,
Corporate Author : CONTROL ANALYSIS CORP PALO ALTO CALIF
Personal Author(s) : Crane,Michael A. ; Iglehart,Donald L.
Report Date : JAN 1973
Pagination or Media Count : 30
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)
Descriptors : (*QUEUEING THEORY, *STOCHASTIC PROCESSES), (*INVENTORY CONTROL, MATHEMATICAL MODELS), SIMULATION, COMPUTER PROGRAMMING, SAMPLING, MEASURE THEORY, RANDOM VARIABLES
Subject Categories : Administration and Management
Distribution Statement : APPROVED FOR PUBLIC RELEASE