Accession Number : ADA130837

Title :   Simulation of Non-Markovian Systems.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CA DEPT OF OPERATIONS RESEARCH

Personal Author(s) : Iglehart,Donald L ; Shedler,Gerald S

PDF Url : ADA130837

Report Date : Jun 1983

Pagination or Media Count : 27

Abstract : A generalized semi-Markov process provides a stochastic process model for a discrete-event simulation. This representation is particularly useful for non-Markovian systems where it is nontrivial to obtain recurrence properties of the underlying stochastic processes. The authors develop geometric trials arguments which can be used to obtain results on recurrence and regeneration in this setting. Such properties are needed to establish estimation procedures based on regenerative processes. Applications to modeling and simulation of ring and bus networks are discussed. (Author)

Descriptors :   *Mathematical models, *Stochastic processes, *Semimarkov processes, *Simulation, Statistical samples, Digital computers, Networks, Continuity, Time

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE