The problem of confidence and three methods of variance reduction in the simulation of queueing.

Auteur(s)
Francki, M.
Jaar
Samenvatting

Measures of effectiveness, obtained using three methods of accelerating convergence in simulations of queuing are reported, namely by sampling with random fractions and their antithetic, by reversing random fractions generating arrival and service distributions and by regression with a known parallel process. The changes in variance reduction obtainable with different levels of utilization in the queueing process are examined.

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Publicatie

Bibliotheeknummer
A 9379 (In: A 9354 S [electronic version only]) IRRD 51959
Uitgave

In: Proceedings of the Fourth Conference of the Australian Road Research Board (ARRB), Melbourne, 1968, Volume 4, Part 1; Paper no. 410

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