Download or read book Regenerative Stochastic Simulation written by Gerald S. Shedler and published by Elsevier. This book was released on 1992-12-17 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt: Simulation is a controlled statistical sampling technique that can be used to study complex stochastic systems when analytic and/or numerical techniques do not suffice. The focus of this book is on simulations of discrete-event stochastic systems; namely, simulations in which stochastic state transitions occur only at an increasing sequence of random times. The discussion emphasizes simulations on a finite or countably infinite state space. * Develops probabilistic methods for simulation of discrete-event stochastic systems * Emphasizes stochastic modeling and estimation procedures based on limit theorems for regenerative stochastic processes * Includes engineering applications of discrete-even simulation to computer, communication, manufacturing, and transportation systems * Focuses on simulations with an underlying stochastic process that can specified as a generalized semi-Markov process * Unique approach to simulation, with heavy emphasis on stochastic modeling * Includes engineering applications for computer, communication, manufacturing, and transportation systems
Download or read book Regenerative Stochastic Simulation Discrete Event Systems written by International Business Machines Corporation. Research Division and published by . This book was released on 1990 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Regenerative Stochastic Simulation the Generalized Semi Markov Process Model written by International Business Machines Corporation. Research Division and published by . This book was released on 1991 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Introduction to the Regenerative Method for Simulation Analysis written by M. A. Crane and published by Springer. This book was released on 1977 with total page 126 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this report is to provide an introduction to the regenerative method for simulation analysis. The simulations are simulations of stochastic systems, i.e., systems with random elements. The regenerative approach leads to a statistical methodology for analyzing the output of those simulations which have the property of 'starting afresh probabilistically' from time to time. The class of such simulations is very large and very important, including simulations of a broad variety of queues and queueing networks, inventory systems, inspection, maintenance, and repair operations, and numerous other situations.
Download or read book Regenerative Stochastic Simulation written by G.S. Shedler and published by . This book was released on with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Regenerative Stochastic Simulation Simultaneous Trigger Events written by G. S. Shedler and published by . This book was released on 1992 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Regenerative Simulation of Non Markovian Stochastic Systems written by International Business Machines Corporation. Research Division and published by . This book was released on 1984 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt: Discrete-event simulations are often non-Markovian in the sense that the underlying stochastic process of the simulation cannot be modeled as a Markov chain with countable state space. We discuss regenerative simulation methods for non-Markovian systems whose underlying stochastic process can be represented as a generalized semi-Markov process. Applications to modeling and simulation of ring and bus networks are given. Keywords include: Regenerative simulation; Generalized semi-Markov processes; Non-Markovian systems; Recurrence and regeneration; Ring and bus networks.
Download or read book Regenerative Simulation of Response Times in Networks of Queues written by D. L. Iglehart and published by Springer. This book was released on 1980-02-28 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Almost Regenerative Method for Stochastic System Simulations written by Francis Linus Gunther and published by . This book was released on 1975 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt: The regenerative method for stochastic system simulation allows data collection each time the stochastic process enters a specific single state, r, called the regeneration state. The generated observations have the desireable property of being independent and identically distributed. Relative to a fixed run length, however, the mean time between entries into r may be excessively long for complicated stochastic systems, thus providing few observations and poor variance estimates. The almost regenerative method is an extension of the regenerative method designed to alleviate this problem for complicated stochastic systems (such as a network of queues). The almost regenerative method allows data collection each time the stochastic process enters a set of states. Simulations of simple queueing networks show that the almost regenerative method can provide an order to magnitude improvement over the regenerative method in terms of the mean-square-error of the estimator of total delay in queue, and this relative improvement increases with system complexity.
Download or read book Comparing Stochastic Systems Using Regenerative Simulation with Common Random Numbers written by Philip Heidelberger and published by . This book was released on 1978 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt: Suppose two alternative designs for a stochastic system are to be compared. These two systems can be simulated independently or dependently. This paper presents a method for comparing two regenerative stochastic processes in a dependent fashion using common random numbers. A set of sufficient conditions is given that guarantees that the dependent simulations will produce a variance reduction over independent simulations. Numerical examples for a variety of simple stochastic models are included which illustrate the variance reduction achieved. (Author).
Download or read book Regeneration and Networks of Queues written by Gerald S. Shedler and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Networks of queues arise frequently as models for a wide variety of congestion phenomena. Discrete event simulation is often the only available means for studying the behavior of complex networks and many such simulations are non Markovian in the sense that the underlying stochastic process cannot be repre sented as a continuous time Markov chain with countable state space. Based on representation of the underlying stochastic process of the simulation as a gen eralized semi-Markov process, this book develops probabilistic and statistical methods for discrete event simulation of networks of queues. The emphasis is on the use of underlying regenerative stochastic process structure for the design of simulation experiments and the analysis of simulation output. The most obvious methodological advantage of simulation is that in principle it is applicable to stochastic systems of arbitrary complexity. In practice, however, it is often a decidedly nontrivial matter to obtain from a simulation information that is both useful and accurate, and to obtain it in an efficient manner. These difficulties arise primarily from the inherent variability in a stochastic system, and it is necessary to seek theoretically sound and computationally efficient methods for carrying out the simulation. Apart from implementation consider ations, important concerns for simulation relate to efficient methods for generating sample paths of the underlying stochastic process. the design of simulation ex periments, and the analysis of simulation output.
Download or read book Regenerative Stochastic Petri Nets written by International Business Machines Corporation. Research Division and published by . This book was released on 1984 with total page 39 pages. Available in PDF, EPUB and Kindle. Book excerpt: The stochastic Petri net (SPN) framework permits formal specification of many discrete-event simulations. We define an SPN as a stochastic process and, using structural properties of the SPN and recurrence theory for generalized semi-Markov processes, establish conditions which ensure that an SPN is a regenerative process and that the expected time between regeneration points is finite. Steady-state estimation procedures for ring network simulations follow from these results. Keywords include: regenerative simulation; stochastic Petri nets; generalized semi-Markov processes; recurrence and regeneration; and ring networks.
Download or read book Simulating Stable Stochastic Systems III Regenerative Processes and Discrete Event Simulations written by Michael A. Crane and published by . This book was released on 1973 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt: An earlier developed technique for analyzing simulations of GI/G/S 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).
Download or read book Stochastic Simulation Algorithms and Analysis written by Søren Asmussen and published by Springer Science & Business Media. This book was released on 2007-07-14 with total page 490 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of different applied domains and academic disciplines. This book provides a broad treatment of such sampling-based methods, as well as accompanying mathematical analysis of the convergence properties of the methods discussed. The reach of the ideas is illustrated by discussing a wide range of applications and the models that have found wide usage. The first half of the book focuses on general methods; the second half discusses model-specific algorithms. Exercises and illustrations are included.
Download or read book Regenerative Phenomena written by John Frank Charles Kingman and published by John Wiley & Sons. This book was released on 1972 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt: February 2000
Download or read book Markov Processes for Stochastic Modeling written by Oliver Ibe and published by Newnes. This book was released on 2013-05-22 with total page 515 pages. Available in PDF, EPUB and Kindle. Book excerpt: Markov processes are processes that have limited memory. In particular, their dependence on the past is only through the previous state. They are used to model the behavior of many systems including communications systems, transportation networks, image segmentation and analysis, biological systems and DNA sequence analysis, random atomic motion and diffusion in physics, social mobility, population studies, epidemiology, animal and insect migration, queueing systems, resource management, dams, financial engineering, actuarial science, and decision systems. Covering a wide range of areas of application of Markov processes, this second edition is revised to highlight the most important aspects as well as the most recent trends and applications of Markov processes. The author spent over 16 years in the industry before returning to academia, and he has applied many of the principles covered in this book in multiple research projects. Therefore, this is an applications-oriented book that also includes enough theory to provide a solid ground in the subject for the reader. Presents both the theory and applications of the different aspects of Markov processes Includes numerous solved examples as well as detailed diagrams that make it easier to understand the principle being presented Discusses different applications of hidden Markov models, such as DNA sequence analysis and speech analysis.
Download or read book Regenerative Simulation Methods for Local Area Computer Networks written by Peter J. Haas and published by . This book was released on 1984 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt: Local area computer network simulations are inherently non-Markovian in that the underlying stochastic process cannot be modeled as a Markov chain with countable state space. We restrict attention to local network simulations with an underlying stochastic process that can be represented as a generalized semi-Markov process (GSMP). Using new better than used distributional assumptions and sample path properties of the GSMP, we provide a geometric trials criterion for recurrence in this setting. We also provide conditions which ensure that a GSMP is a regenerative process and that the expected time between regeneration points is finite. Steady-state estimation procedures for ring and bus network simulations follow from these results.
