Simulating Stable Stochastic Systems, I: General Multiserver Queues
Journal of the ACM (JACM)
Application of the RESTART/Splitting technique to network resilience studies in NS2
MS '08 Proceedings of the 19th IASTED International Conference on Modelling and Simulation
Cyclic regenerative method of simulation
Operations Research Letters
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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.