• DocumentCode
    3370773
  • Title

    Sojourn times and rare events

  • Author

    Müller, Norbert Th ; Brenner, Freimut

  • Author_Institution
    Abt. Informatik, Trier Univ., Germany
  • fYear
    2003
  • fDate
    30 March-2 April 2003
  • Firstpage
    259
  • Lastpage
    265
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Simulation Symposium, 2003. 36th Annual
  • ISSN
    1080-241X
  • Print_ISBN
    0-7695-1911-3
  • Type

    conf

  • DOI
    10.1109/SIMSYM.2003.1192821
  • Filename
    1192821
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3370773