• DocumentCode
    295196
  • Title

    The quasi-Monte Carlo method for regenerative simulation

  • Author

    Nananukul, Soracha ; Gong, Wei-Bo

  • Author_Institution
    Dept. of Electr. & Comput. Eng., Massachusetts Univ., Amherst, MA, USA
  • Volume
    2
  • fYear
    1995
  • fDate
    13-15 Dec 1995
  • Firstpage
    1964
  • Abstract
    We apply the quasi-Monte Carlo method to regenerative simulation. The motivation is from the problem of rational interpolation of performance functions. We obtain deterministic error bounds (as opposed to stochastic error bounds in the Monte Carlo method) for simulation of regenerative random sequences and GSMPs
  • Keywords
    Monte Carlo methods; error analysis; interpolation; random number generation; simulation; stochastic processes; deterministic error bounds; quasi-Monte Carlo method; rational interpolation; regenerative random sequences; regenerative simulation; stochastic timed state automaton; Analytical models; Computational modeling; Computer errors; Computer simulation; Contracts; Interpolation; Laboratories; Random sequences; Sampling methods; Stochastic processes;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
  • Conference_Location
    New Orleans, LA
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-2685-7
  • Type

    conf

  • DOI
    10.1109/CDC.1995.480634
  • Filename
    480634
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=295196