Topics
stochasticBook
numerical methodMusic genre
In simulation, time averages are important for estimating equilibrium parameters. In particular, we would like to have the variance, bias and mean-square error for time averages. First, we will discuss various factors and their effect on the bias, the variance and the mean-square error. We will use the Markovian Event System to model various systems, including M/M/1 queues, M/E_k/1 queues, M/M/c queues, sequential queues, inventory systems and queueing networks. We use a numerical method for the computation of the variance, the bias and the mean-square error of the time average. The effectiveness of the method is tested by experimenting with models of various stochastic systems. The contribution of this thesis is to use numerical and graphi...
We consider the simulation of transient performance measures of high reliable fault-tolerant comput...
The objective of this thesis is to study the time dependent behaviour of some complex queueing and i...
In this dissertation, we consider analytic and numeric approaches to the solution of probabilistic s...
In simulation, time averages are important for estimating equilibrium parameters. In particular, we ...
It is well known that in estimating performance measures associated with a stochastic system a good ...
In Markov Chain Monte Carlo (MCMC) simulations, thermal equilibria quantities are estimated by ensem...
Vita.Event driven sampling in a Markovian feedback queueing system is used to develop a bias or diff...
For sequential output data analysis in non-terminating discrete-event simulation, we consider three ...
In Monte Carlo simulations, the thermal equilibria quantities are estimated by ensemble average over...
Due to the character of the original source materials and the nature of batch digitization, quality ...
[[abstract]]The estimation of the variance of point estimators is a classical problem of stochastic ...
For years computer-based stochastic simulation has been a commonly used tool in the performance eval...
The master’s thesis solves models of queueing systems, which use the property of Markov chains. The ...
Many large-scale stochastic systems, such as telecommunications networks, can be modelled using a co...
National audienceThe statistical control of discrete event simulations is usually based on empirical...
We consider the simulation of transient performance measures of high reliable fault-tolerant comput...
The objective of this thesis is to study the time dependent behaviour of some complex queueing and i...
In this dissertation, we consider analytic and numeric approaches to the solution of probabilistic s...
In simulation, time averages are important for estimating equilibrium parameters. In particular, we ...
It is well known that in estimating performance measures associated with a stochastic system a good ...
In Markov Chain Monte Carlo (MCMC) simulations, thermal equilibria quantities are estimated by ensem...
Vita.Event driven sampling in a Markovian feedback queueing system is used to develop a bias or diff...
For sequential output data analysis in non-terminating discrete-event simulation, we consider three ...
In Monte Carlo simulations, the thermal equilibria quantities are estimated by ensemble average over...
Due to the character of the original source materials and the nature of batch digitization, quality ...
[[abstract]]The estimation of the variance of point estimators is a classical problem of stochastic ...
For years computer-based stochastic simulation has been a commonly used tool in the performance eval...
The master’s thesis solves models of queueing systems, which use the property of Markov chains. The ...
Many large-scale stochastic systems, such as telecommunications networks, can be modelled using a co...
National audienceThe statistical control of discrete event simulations is usually based on empirical...
We consider the simulation of transient performance measures of high reliable fault-tolerant comput...
The objective of this thesis is to study the time dependent behaviour of some complex queueing and i...
In this dissertation, we consider analytic and numeric approaches to the solution of probabilistic s...
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