Simulation run length planning for stochastic loss models

Authors:
Rayadurgam Srikant;Ward Whitt
Affiliations:
Department of General Engineering and Coordinated Science Laboratory, University of Illinois, Urbana, IL;AT&T Bell Laboratories, Murray Hill, NJ
Venue:
WSC '95 Proceedings of the 27th conference on Winter simulation
Year:
1995

Citing 7
Cited 0

Indirect estimation via L = w

Operations Research
Planning queueing simulations

Management Science
Simulation run length planning

WSC '89 Proceedings of the 21st conference on Winter simulation
The asymptotic efficiency of simulation estimators

Operations Research
Asymptotic formulas for Markov processes with applications to simulation

Operations Research
The physics of the Mt/G/ ∞ symbol Queue

Operations Research
Multiservice Loss Models for Broadband Telecommunication Networks

Multiservice Loss Models for Broadband Telecommunication Networks

Quantified Score

Hi-index	0.00

Visualization

Abstract

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.