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  • Artikel  (133)
  • simulation  (74)
  • classification  (59)
  • Springer  (133)
  • American Association for the Advancement of Science
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  • Springer  (133)
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  • 1
    Digitale Medien
    Digitale Medien
    A universal generator for discrete log-concave distributions (1994)
    Springer
    Computing 52 (1994), S. 89-96 
    Details
    ISSN: 1436-5057
    Schlagwort(e): 65C10 ; 68C25 ; Random number generation ; log-concave distributions ; rejection method ; simulation
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik
    Beschreibung / Inhaltsverzeichnis: Zusammenfassung Wir erklären einen Algorithmus, der Stichproben von beliebigen log-konkaven Verteilungen (z.B. Binomial- und Hypergeometrische Verteilung) erzeugt. Er basiert auf Verwerfung von einer diskreten dominierenden Verteilung, die aus Teilen der geometrischen Verteilung zusammengesetzt wird. Der Algorithmus is gleichmäßig schnell für alle diskreten log-konkaven Verteilungen und nicht viel langsamer als Algorithmen, die nur für eine bestimmte Verteilung verwendet werden können.
    Notizen: Abstract We give an algorithm that can be used to sample from any discrete log-concave distribution (e.g. the binomial and hypergeometric distributions). It is based on rejection from a discrete dominating distribution that consists of parts of the geometric distribution. The algorithm is uniformly fast for all discrete log-concave distributions and not much slower than algorithms designed for a single distribution.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/BF02243398
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  • 2
    Digitale Medien
    Digitale Medien
    An alias method for sampling from the normal distribution (1989)
    Springer
    Computing 42 (1989), S. 159-170 
    Details
    ISSN: 1436-5057
    Schlagwort(e): Primary 65C10 ; Random numbers ; normal distribution ; simulation
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik
    Beschreibung / Inhaltsverzeichnis: Zusammenfassung Die effizientesten Algorithmen für Stichproben von der Standardnormalverteilung benötigen lange Listen von Konstanten. Die Größe dieser Tafeln wächst mit der verwendeten Präzision. Durch eine Anpassung der “Aliasmethode” von A.J. Walker an die Normalverteilung wird eine Stichprobenprozedur entwicklet, die nur drei feste Tafeln von je 128 Bytes braucht. Die neue Methode ist ebenso schnell wie ihre Konkurrenten und leichter zu implementieren.
    Notizen: Abstract The most efficint algorithms for sampling from the standard normal distribution require long lists of constants. The size of these tables grows with the employed precision. By adapting A.J. Walker's “alias method” to the normal distribution a sampling procedure is developed which needs only three fixed tables of 128 bytes each. The new method is as fast as its competitors and easier to implement.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/BF02239745
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  • 3
    Digitale Medien
    Digitale Medien
    A simple algorithm for generating random variates with a log-concave density (1984)
    Springer
    Computing 33 (1984), S. 247-257 
    Details
    ISSN: 1436-5057
    Schlagwort(e): Random variate generation ; simulation ; log concavity ; inequalities
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik
    Beschreibung / Inhaltsverzeichnis: Zusammenfassung Wir legen einen kurzen Algorithmus zur Erzeugung von Zufallsveränderlichen mit log-konkaver Dichtef aufR mit bekanntem Median-Wert vor. Die mittlere Anzahl der erforderlichen Operationen ist unabhängig vonf. Die log-konkaven Dichtefunktionen beschreiben u. a. die Normal-, Gamma-, Weibull-, Beta-, Potenzexponential- (alle mit Formparameter mindestens 1), Perks- und Extremwert-Verteilung.
    Notizen: Abstract We present a short algorithm for generating random variates with log-concave densityf onR and known mode in average number of operations independent off. Included in this class are the normal, gamma, Weibull, beta and exponential power (all with shape parameters at least 1), logistic, hyperbolic secant and extreme value distributions. The algorithm merely requires the presence of a uniform [0, 1] random number generator and a subprogram for computingf. It can be implemented in about 10 lines of FORTRAN code.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/BF02242271
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  • 4
    Digitale Medien
    Digitale Medien
    Uses and abuses of statistical simulation (1988)
    Springer
    Mathematical programming 42 (1988), S. 53-68 
    Details
    ISSN: 1436-4646
    Schlagwort(e): Design of experiments ; normal random variates ; pseudorandom ; simulation ; statistical inference
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract More and more problems are being tackled by simulation as large computing costs per hour approach those of mathematicians' time. Abuses of simulation arise from ignorance or careless use of little understood procedures, and some of the fundamental tools of the subject are much less well understood than commonly supposed. This is illustrated here by the saga of pseudorandom number generators, normal variate generators and the analysis of queueing system simulations. On the positive side, genuinely new uses of simulation are appearing, particularly in statistical inference. These are exemplified by recursive algorithms for simulating complex systems and simulation-based likelihood inference for point processes.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/BF01589392
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  • 5
    Digitale Medien
    Digitale Medien
    Property preserving abstractions for the verification of concurrent systems (1995)
    Springer
    Formal methods in system design 6 (1995), S. 11-44 
    Details
    ISSN: 1572-8102
    Schlagwort(e): abstract interpretation ; simulation ; property preservation ; model-checking
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik
    Notizen: Abstract We study property preserving transformations for reactive systems. The main idea is the use of simulations parameterized by Galois connections (α, γ), relating the lattices of properties of two systems. We propose and study a notion of preservation of properties expressed by formulas of a logic, by a function α mapping sets of states of a systemS into sets of states of a systemS'. We give results on the preservation of properties expressed in sublanguages of the branching time μ-calculus when two systemsS andS' are related via (α, γ)-simulations. They can be used to verify a property for a system by verifying the same property on a simpler system which is an abstraction of it. We show also under which conditions abstraction of concurrent systems can be computed from the abstraction of their components. This allows a compositional application of the proposed verification method. This is a revised version of the papers [2] and [16]; the results are fully developed in [28].
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/BF01384313
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  • 6
    Digitale Medien
    Digitale Medien
    A central-limit-theorem version ofL=λw (1986)
    Springer
    Queueing systems 1 (1986), S. 191-215 
    Details
    ISSN: 1572-9443
    Schlagwort(e): Queueing theory ; conservation laws ; Little's law ; limit theorems ; statistical estimation ; simulation
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik
    Notizen: Abstract Underlying the fundamental queueing formulaL=λW is a relation between cumulative processes in continuous time (the integral of the queue length process) and in discrete time (the sum of the waiting times of successive customers). Except for remainder terms which usually are asymptotically negligible, each cumulative process is a random time-transformation of the other. As a consequence, in addition to the familiar relation between the with-prob ability-one limits of the averages, roughly speaking, the customer-average wait obeys a central limit theorem if and only if the time-average queue length obeys a central limit theorem, in which case both averages, properly normalized, converge in distribution jointly, and the individual limiting distributions are simply related. This relation between the central limit theorems is conveniently expressed in terms of functional central limit theorems, using the continuous mapping theorem and related arguments. The central limit theorems can be applied to compare the asymptotic efficiency of different estimators of queueing parameters. For example, when the arrival rateλ is known and the interarrivai times and waiting times are negatively correlated, it is more asymptotically efficient to estimate the long-run time-average queue lengthL indirectly by the sample-average of the waiting times, invokingL=λW, than it is to estimate it by the sample-average of the queue length. This variance-reduction principle extends a corresponding result for the standard GI/G/s model established by Carson and Law [2].
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/BF01536188
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  • 7
    Digitale Medien
    Digitale Medien
    Stationary waiting time derivatives (1992)
    Springer
    Queueing systems 12 (1992), S. 369-389 
    Details
    ISSN: 1572-9443
    Schlagwort(e): Perturbation analysis ; stability ; stochastic difference equations ; simulation
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik
    Notizen: Abstract We investigate the stability of waiting-time derivatives when inputs to a queueing system-service times and interarrival times-depend on a parameter. We give conditions under which the sequence of waiting-time derivatives admits a stationary distribution, and under which the derivatives converge to the stationary regime from all initial conditions. Further hypotheses ensure that the expectation of a stationary waiting-time derivative is, in fact, the derivative of the expected stationary waiting time. This validates the use of simulation-based infinitesimal perturbation analysis estimates with a variety of queueing processes. We examine waiting-time sequences satisfying recursive equations. Our basic assumption is that the input and its derivatives are stationary and ergodic. Under monotonicity conditions, the method of Loynes establishes the convergence of the derivatives. Even without such conditions, the derivatives obey a linear difference equation with random coefficients, and we exploit this fact to find stability conditions.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/BF01158809
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  • 8
    Digitale Medien
    Digitale Medien
    Reliable estimation via simulation (1995)
    Springer
    Queueing systems 19 (1995), S. 169-192 
    Details
    ISSN: 1572-9443
    Schlagwort(e): Continuity ; rates of convergence ; robust estimation ; queueing systems ; simulation ; regenerative processes
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik
    Notizen: Abstract Leta ands denote the inter arrival times and service times in aGI/GI/1 queue. Let a(n), s(n) be the r.v.s. with distributions as the estimated distributions ofa ands from iid samples ofa ands of sizesn. Letw be a r.v. with the stationary distribution π of the waiting times of the queue with input(a,s). We consider the problem of estimatingE[w α], α〉 0 and α via simulations when (a (n),s(n)) are used as input. Conditions for the accuracy of the asymptotic estimate, continuity of the asymptotic variance and uniformity in the rate of convergence to the estimate are obtained. We also obtain rates of convergence for sample moments, the empirical process and the quantile process for the regenerative processes. Robust estimates are also obtained when an outlier contaminated sample ofa ands is provided. In the process we obtain consistency, continuity and asymptotic normality of M-estimators for stationary sequences. Some robustness results for Markov processes are included.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/BF01148945
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  • 9
    Digitale Medien
    Digitale Medien
    Performance evaluation of scheduling control of queueing networks: Fluid model heuristics (1995)
    Springer
    Queueing systems 21 (1995), S. 391-413 
    Details
    ISSN: 1572-9443
    Schlagwort(e): Dynamic scheduling control ; queueing network ; fluid network ; queueing theory ; flow control ; simulation
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik
    Notizen: Abstract Motivated by dynamic scheduling control for queueing networks, Chen and Yao [8] developed a systematic method to generate dynamic scheduling control policies for a fluid network, a simple and highly aggregated model that approximates the queueing network. This study addresses the question of how good these fluid policies are as heuristic scheduling policies for queueing networks. Using simulation on some examples these heuristic policies are compared with traditional simple scheduling rules. The results show that the heuristic policies perform at least comparably to classical priority rules, regardless of the assumptions made about the traffic intensities and the arrival and service time distributions. However, they are certainly not always the best and, even when they are, the improvement is seldom dramatic. The comparative advantage of these policies may lie in their application to nonstationary situations such as might occur with unreliable machines or nonstationary demand patterns.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/BF01149168
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  • 10
    Digitale Medien
    Digitale Medien
    Scheduling arrivals to a stochastic service mechanism (1992)
    Springer
    Queueing systems 12 (1992), S. 257-272 
    Details
    ISSN: 1572-9443
    Schlagwort(e): Scheduling ; simulation ; perturbation analysis ; stochastic approximation
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik
    Notizen: Abstract We consider the problem of scheduling the arrivals of a fixed number of customers to a stochastic service mechanism to minimize an expected cost associated with operating the system. We consider the special case of exponentially distributed service times and the problems in general associated with obtaining exact analytic solutions. For general service time distributions we obtain approximate numerical solutions using a stochastic version of gradient search employing Infinitesimal Perturbation Analysis estimates of the objective function gradient obtained via simulation.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/BF01158802
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