Variance Reduction Techniques on Generating M/M/1 Processes in Simulation Output Analysis

Abstract

Observations from steady-state M/M/1 processes are often used by simulation-methodology researchers conducting Monte Carlo performance evaluations of output analysis, variance reduction, and optimization. The classical method for generating data from M/M/1 processes requires two random number streams. Motivated by the need for variance reduction in… (More)
DOI: 10.1109/TAC.2012.2231553

Topics

4 Figures and Tables

Cite this paper

@article{Song2013VarianceRT, title={Variance Reduction Techniques on Generating M/M/1 Processes in Simulation Output Analysis}, author={Wheyming Tina Song and Mingchang Chih and Samping Chuang}, journal={IEEE Transactions on Automatic Control}, year={2013}, volume={58}, pages={1035-1040} }