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Introduction to Regenerative Simulation

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2 Author(s)
Lavenberg, S.S. ; IBM Research Division Laboratory, Monterey and Cottle Roads, San Jose, California 95193, USA ; Slutz, D.R.

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.

Note: The Institute of Electrical and Electronics Engineers, Incorporated is distributing this Article with permission of the International Business Machines Corporation (IBM) who is the exclusive owner. The recipient of this Article may not assign, sublicense, lease, rent or otherwise transfer, reproduce, prepare derivative works, publicly display or perform, or distribute the Article.  

Published in:

IBM Journal of Research and Development  (Volume:19 ,  Issue: 5 )

Date of Publication:

Sep. 1975

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