Two-stage multiple-comparison procedures for steady-state simulations
Procedures for multiple comparisons with the best are investigated in the context of steady-state simulation, whereby a number k of different systems (stochastic processes) are compared based upon their (asymptotic) means μi (i = 1,2,…, k). The ...
Parallel streams of linear random numbers in the spectral test
This paper reports analyses of subsequences of linear congruential pseudorandom numbers by means of the spectral test. Such subsequences occur in particular simulation setups or as methods to obtain parallel streams of pseudorandom numbers for parallel ...
Fast simulation of networks of queues with effective and decoupling bandwidths
A significant difficulty when using Monte Carlo simulation for the performance analysis of communication networks is the long runtime required to obtain accurate statistical estimates. Under the proper conditions, importance sampling (IS) is a technique ...
The patchwork rejection technique for sampling from unimodal distributions
We report on both theoretical developments and comutational experience with the patchwork rejection technique in Zechner and Stadlober [1993] and Zechner [1997]. The basic approach is due to Minh [1988], who suggested a special sampling method for the ...
