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:

1973-01-01

Pagination or Media Count:

30.0

Abstract:

An earlier developed technique for analyzing simulations of GIGS 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