Discrete-Event Simulations with Two or More Sequences of Regeneration Times.

摘要

It was shown in a previous paper how to construct confidence intervals for steady-state parameters in a discrete-event simulation. This method required the existence of an imbedded sequence of regenerative times within the simulation. In the paper the author considers simulations containing two or more sequences of regeneration times. Using the previous method the simulator can construct two or more confidence intervals for the parameter in question. The main result of the paper is to show that the ratio of the lengths of any two such intervals converges to one with probability one as the length of the simulation becomes large. Thus the simulator can select whichever sequence of regeneration times is most convenient without fear of obtaining an excessively large confidence interval. (Author)