Accession Number:

AD0742102

Title:

A New Approach to Simulating Stable Stochastic Systems: 1 - General Multi-Server Queues

Descriptive Note:

Technical rept.

Corporate Author:

CONTROL ANALYSIS CORP PALO ALTO CA

Report Date:

1972-04-21

Pagination or Media Count:

46.0

Abstract:

A new technique is introduced for analyzing simulations of stochastic systems in the steady state. From the viewpoint of classical statistics, questions of simulation run duration and of starting and stopping simulations are addressed. This is possible because of the existence of a random grouping of observations which produces independent identically distributed blocks from the start of the simulation. The analysis is presented in the context of the general multi-server queue, with arbitrarily distributed inter-arrival and service times. In this case, it is the busy period structure of the system which produces the grouping mentioned above. Numerical illustrations are given for the MM1 queue.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE