Simulation methodology - an introduction for queueing theorists

DOI10.1007/BF01161215zbMath0665.65100MaRDI QIDQ1116316

B. D. Ripley

Publication date: 1988

Published in: Queueing Systems (Search for Journal in Brave)

zbMATH Keywords

simulationtime seriesbatchingvariance reductioncorrelationsequilibrium behaviorpseudorandom numbersqueueing theoryqueueing systemscontrol variatesantithetic variatesservice timesindirect estimationarrival streamsconditioning importance samplingfactorial experimentationprinciple of blockingresponse surfaces method

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Queueing theory (aspects of probability theory) (60K25) Probabilistic methods, stochastic differential equations (65C99)

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