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
      Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE