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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 ॖ i ( i = 1,2,…, k ). The variances of these (asymptotically stationary)...
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 and distributed simulation. Especially in...
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 that can speed up simulations involving...
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 gamma distribution. The method's general objective...
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