Estimation methods for passage times using one-dependent cycles
type: Item
instance of: scholarly article
title: Estimation methods for passage times using one-dependent cycles
zbMATH Open document ID: 0844.93083
DOI: 10.1007/BF01796783
author: Peter J. Haas
author: Gerald S. Shedler
published in: Discrete Event Dynamic Systems
publication date: 1996-04-28T00:00:00Z
review text: This paper deals with simulation methods that are applicable to delays when the system under study is modeled as a discrete-event stochastic system. Simulation is often the only available means for analyzing the length of a sequence of delays. It is sometimes possible to obtain meaningful estimates for the limiting average delay indirectly, without measuring lengths of individual passage time intervals. The authors consider sequences of delays determined by state transitions of a generalized semi-Markov process (G.S.M.P.) and introduce a recursively-generated sequence of real valued random vectors, to provide the relation between the starts and determinations of passage time intervals. They show, for example, that if the G.S.M.P. has a recurrent state space, then the sample paths of any sequence of delays can be decomposed into dependent identically distributed cycles. Applications of these methods to a manufacturing unit with robots is discussed.
reviewed by: Claude Deniau
Mathematics Subject Classification ID: 93E99
Mathematics Subject Classification ID: 93E03
Mathematics Subject Classification ID: 60K30
Mathematics Subject Classification ID: 90B22
Mathematics Subject Classification ID: 65C99
zbMATH DE Number: 871409
zbMATH Keywords: simulation methods
zbMATH Keywords: delays
zbMATH Keywords: discrete-event stochastic system
zbMATH Keywords: passage time
MaRDI profile type: Publication
cites work: Q3026011
cites work: Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations
cites work: Estimating Time Averages via Randomly-Spaced Observations
cites work: Q3783484
cites work: Some topics in regenerative steady-state simulation
cites work: Q4204934
cites work: A central-limit-theorem version of \(L=\lambda W\)
cites work: The Asymptotic Efficiency of Simulation Estimators
cites work: Q4039795
cites work: Recurrence and regeneration in non-markovian networks of queues
cites work: Stochastic petri nets with timed and immediate transitions
cites work: Passage times in colored stochastic petri nets
cites work: Regenerative simulation of response times in networks of queues
cites work: Simulation of Non-Markovian Systems
cites work: Simulation output analysis for local area computer networks
cites work: Q5583511
cites work: Symmetric stochastic Petri nets
cites work: Q3218851
cites work: Q3746634
cites work: Q4024046
cites work: Q3833667
cites work: Continuity of Generalized Semi-Markov Processes
full work available at URL: https://doi.org/10.1007/bf01796783
OpenAlex ID: W2064479588
Recommended article: Estimating the Period of a Cyclic Non‐Homogeneous Poisson Process
Recommended article: Estimation of sojourn time distributions for cyclic semi-Markov processes in equilibrium
Recommended article: Estimation of a time-dependent density
Recommended article: Q3327431
Recommended article: Efficient Estimation of One-Dimensional Diffusion First Passage Time Densities via Monte Carlo Simulation
Recommended article: Passage time statistics in a stochastic Verhulst model
Recommended article: Q3690547
Recommended article: An approximation for the inverse first passage time problem
description: scientific article; zbMATH DE number 871409