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Author Crane, Michael A. ♦ Iglehart, Donald L.
Source ACM Digital Library
Content type Text
Publisher Association for Computing Machinery (ACM)
File Format PDF
Copyright Year ©1974
Language English
Subject Domain (in DDC) Computer science, information & general works ♦ Data processing & computer science
Abstract A technique for simulating GI/G/s queues is shown to apply to simulations of discrete and continuous-time Markov chains. 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 from the start of the simulation. This grouping allows confidence intervals to be obtained for a general function of the steady-state distribution of the Markov chain. The technique is illustrated with simulation of an (s, S) inventory model in discrete time and the classical repairman problem in continuous time. Consideration is also given to determining system sensitivity to errors and uncertainty in the input parameters.
ISSN 00045411
Age Range 18 to 22 years ♦ above 22 year
Educational Use Research
Education Level UG and PG
Learning Resource Type Article
Publisher Date 1974-01-01
Publisher Place New York
e-ISSN 1557735X
Journal Journal of the ACM (JACM)
Volume Number 21
Issue Number 1
Page Count 10
Starting Page 114
Ending Page 123


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Source: ACM Digital Library