16
Views
7
CrossRef citations to date
0
Altmetric
Original Articles

Multivariate Estimation of Conditional Performance Measures in Regenerative Simulation

Pages 17-50 | Published online: 14 Aug 2013

  • CoxD. R. and SmithW. L. (1961). Queues. Methuen, London.
  • CraneM. A. and IglehartD. L. (1975). Simulating stable stochastic systems, III: Discrete event simulation. Operations Research, 23, 33–45.
  • CraneM. A. and LemoineA. J. (1977). An Introduction to the Regenerative Method for Simulation Analysis. Springer-Verlag, New York.
  • FishmanG. S. (1973). Statistical analysis for queueing simulation. Management Science, 20, 363–369.
  • FishmanG. S. (1978). Principles of Discrete Event Simulation. John Wiley & Sons, New York.
  • FishmanG. S. and MooreL. M. (1986). An exhaustive analysis of multiplicative congruential random number generators with modulus 231-1. Siam Journal of Scientific and Statistical Computing, 7, 24–45.
  • GreenL. (1980). A queueing system in which customers require a random number of servers. Operations Research, 28, 1335–1346.
  • GrossD. and HarrisC. M. (1974). Fundamentals of Queueing Theory, John Wiley & Sons, New York.
  • HeidelbergerP. (1980). Variance reduction techniques for the simulation of markov processes, I: Multiple estimates. IBM Journal of Research and Development, 24. No. 5, 570–581.
  • HeymanD. P. and StidhamS. (1980). The relation between customer and time averages in queues. Operations Research, 28, 983–994.
  • IglehartD. L. (1975). Simulating stable stochastic systems, V: Comparison of ratio estimators. Naval Research Logistics Quarterly, 22, 553–565.
  • IglehartD. L. and ShedlerG. S. (1980). Regenerative Simulation of Response Times in Networks of Queues, Springer-Verlag, New York.
  • LavenbergS. S., MoellerT. L., and SauerC. H. (1979). Concomitant control variables applied to the regenerative simulation of queueing systems. Operations Research, 27, 134–160.
  • LawA. M. and KeltonW. D. (1982). Confidence Intervals for steady-state simulations, I: A survey of fixed sample size procedures. Technical Report, College of Business and Public Administration, University of Arizona, TucsonArizona.
  • LittleJ. D. C. (1961). A proof of the queueing formula: L = λW. Operations Research, 9 383–387.
  • MillerR. G. (1974). The jackknife – a review. Biometrika, 61, 1–16.
  • MorrisonD. F. (1976). Multivariate Statistical Methods, Second Edition. McGraw-Hill, New York.
  • SeilaA. F. (1982a). Multivariate estimation in regenerative simulation. Operations Research Letters, 1, 153–156.
  • SeilaA. F. (1982b). On waiting times for a queue in which customers require simultaneous service from a random number of servers, Technical Report, Department of Management Sciences, College of Business Administration, University of Georgia, AthensGeorgia.
  • SeilaA. F. (1984). On waiting times for a queue in which customers require simultaneous service from a random number of servers. Operations Research, 32, 1181–1184.
  • StidhamS. (1974). A last word on L = λW. Operations Research, 22, 417–421.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.