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IBM Journal of Research and Development  
Volume 19, Number 5, Page 458 (1975)
Nontopical Issue
  Full article: arrowPDF   arrowCopyright info


Introduction to Regenerative Simulation

by S. S. Lavenberg, D. R. Slutz
A recently developed method for estimating confidence intervals when simulating stochastic systems having a regenerative structure is reviewed. The paper is basically tutorial, but also considers the pragmatic issue of the simulation duration required to obtain valid estimates. The method is illustrated in terms of simulating the M/G/1 queue. Analytic results for the M/G/1 queue are used to determine the validity of the simulation results.
Related Subjects: Analytical models; Simulation