Random Process Generation.
Final rept. 1 Oct 79-31 Dec 83,
PURDUE UNIV LAFAYETTE IN SCHOOL OF INDUSTRIAL ENGINEERING
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The research topic was the probabilistic and statistical issues associated with simulating stochastic systems on digital computers. Throughout the duration of the project, results were obtained in the areas of input modeling and random variate generation, as indicated by the project title. During the last two years, results were also obtained in output analysis and variance reduction. Areas researched include Input modeling the selection, fitting, and checking of probabilistic models of exogenous simulation variables used to drive simulation models Random variate generation Output analysis - the treatment of the data generated by the simulation model and Variance reduction - the transformation from on simulation experiment to another for the purpose of obtaining better properties for the Monte Carlo estimators.
- Electrical and Electronic Equipment
- Statistics and Probability