Title :
Sojourn times and rare events
Author :
Müller, Norbert Th ; Brenner, Freimut
Author_Institution :
Abt. Informatik, Trier Univ., Germany
fDate :
30 March-2 April 2003
Abstract :
In this paper we present and analyze three different algorithms for the evaluation of rare event simulation results. They are loosely based on the AAC method, which in turn is an enhancement of the LRE-algorithm, derived from the sojourn time analysis of that algorithm. The AAC method is based on weaker assumptions than the LRE and thus usually creates confidence intervals that are more reliable than those delivered by the LRE-algorithm.
Keywords :
Markov processes; discrete event simulation; AAc method; Markov renewal theory; rare event simulation; sojourn times; Algorithm design and analysis; Analytical models; Character generation; Chromium; Cyclic redundancy check; Discrete event simulation; Exponential distribution; Markov processes; State-space methods; Steady-state;
Conference_Titel :
Simulation Symposium, 2003. 36th Annual
Print_ISBN :
0-7695-1911-3
DOI :
10.1109/SIMSYM.2003.1192821
