Simulation run length planning for stochastic loss models

We derive approximate formulas for the asymptotic variance of estimators of the steady-state blocking probability in a multi-server loss system. These formulas can be used to predict simulation run lengths required to obtain desired statistical precision before the simulation has been run, which can...

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Vydáno v:Proceedings of the 27th conference on Winter simulation s. 1384 - 1391
Hlavní autoři: Srikant, Rayadurgam, Whitt, Ward
Médium: Konferenční příspěvek
Jazyk:angličtina
Vydáno: Washington, DC, USA IEEE Computer Society 01.12.1995
Edice:ACM Conferences
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ISBN:0780330188, 9780780330184
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Shrnutí:We derive approximate formulas for the asymptotic variance of estimators of the steady-state blocking probability in a multi-server loss system. These formulas can be used to predict simulation run lengths required to obtain desired statistical precision before the simulation has been run, which can aid in the design of simulation experiments. It is natural to delete an initial portion of the simulation run to allow the system to approach steady state when it starts out empty. As the system size increases, the time to approach steady state becomes a greater portion of the overall simulation time as system size increases.
Bibliografie:SourceType-Conference Papers & Proceedings-1
ObjectType-Conference Paper-1
content type line 25
ISBN:0780330188
9780780330184
DOI:10.1145/224401.224824