Simulation modeling and analysis:
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| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York u.a.
McGraw-Hill
1982
|
| Series: | McGraw-Hill series in industrial engineering und management science.
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Literaturangaben |
| Physical Description: | XIV, 400 S. graph. Darst. |
| ISBN: | 0070366969 |
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MARC
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| adam_text | SIMULATION MODELING
AND ANALYSIS
Averill M Law
Professor of Management Information Systems
University of Arizona
W David Kelton
Professor of Administrative Sciences
Kent State University
TECHNISCHE HOCHSCHULE DARMSTADT
Foclibereich 1
Gesamtbibliothek
Betriebswirtschoftslehre
Inver tar-Nr : C3£fc sTi4
Abste I I-Mr : AAMJQQA
Sad igebiete: —, —
JLxuA-
McGraw-Hill Book Company
New York St Louis San Francisco Auckland Bogota Hamburg
Johannesburg London Madrid Mexico Montreal New Delhi
Panama Paris Sao Paulo Singapore Sydney Tokyo Toronto
CONTENTS-
Preface xiii
Chapter 1 Basic Simulation Modeling 1
1 1 The Nature of Simulation 1
1 2 Systems, Models, and Simulation 2
1 3 Discrete-Event Simulation 4
131 Time-Advance Mechanisms 4
132 Components and Organization of a Discrete-Event
Simulation Model 6
133 Advantages and Disadvantages of Simulation 8
1 4 Simulation of a Single-Server Queueing System 9
141 Statement of the Problem 9
142 Intuitive Explanation 11
143 FORTRAN Program 15
144 Simulation Output and Discussion 25
145 Alternative Stopping Rules 27
1 5 Simulation of an Inventory System 28
151 Statement of the Problem 28
152 FORTRAN Program 32
153 Simulation Output and Discussion 42
1 6 Steps in a Discrete-Event Simulation Study 43
1 7 Other Types of Simulation 46
171 Continuous Simulation 46
172 Combined Discrete-Continuous Simulation 47
173 Monte Carlo Simulation 49
Appendix 1A: Fixed-Increment Time Advance 50
Appendix IB: A Primer on Queueing Systems 51
1B 1 Components of a Queueing System 52
IB 2 Notation for Queueing Systems 53
1B3 Measures of Performance for Queueing Systems 54
Problems 55
References 57
Vlll CONTENTS
Chapter 2 Modeling Complex Systems 59
2 1 Introduction 59
211 Approaches to Storing Lists in a Computer 60
2 2 Linked Storage Allocation 60
23A Simple Simulation Language, SIMLIB 65
24A Time-Shared Computer Model 70
241 Statement of the Problem 70
242 SIMLIB Program 71
243 Simulation Output and Discussion 79
25A Multiteller Bank with Jockeying 79
251 Statement of the Problem 79
252 SIMLIB Program 80
253 Simulation Output and Discussion 85
26A Job-Shop Model 85
261 Statement of the Problem 85
262 SIMLIB Program 90
263 Simulation Output and Discussion 99
2 7 Efficient Event-List Manipulation 100
Appendix 2A: FORTRAN Listings for SIMLIB 101
Problems 102
References 113
Chapter 3 Simulation Languages 114
3 1 Introduction 114
3 2 Comparison of Simulation Languages with
General-Purpose Languages ;t 115
3 3 Approaches to Discrete-Event Simulation Modeling 116
3 4 GASP IV and Related Languages 118
341 Simulation of the M/M/l Queue 119
342 SLAM 123
3 5 SIMSCRIPT II 5 124
351 Simulation of the M/M/ Queue 125
352 The Process-Interaction Approach in
SIMSCRIPT II 5 128
3 6 GPSS 129
;361 Simulation of the M/M/ Queue 130
J37 Criteria^or^Selecting a Sirmiiatioii Language 133
References 136
Chapter 4 Review of Basic Probability and Statistics 137
4 1 Introduction 137
4 2 Random Variables and Their Properties 137
4 3 Simulation Output Data and Stochastic Processes 142
4 4 Estimation of Means, Variances, and Correlations 145
4 5 Confidence Intervals and Hypothesis Tests for the Mean 148
4 6 The Strong Law of Large Numbers 151
CONTENTS IX
Appendix 4A: Comments on Covariance Stationary Processes 152
Problems 153
References 154
Chapter 5 Selecting Input Probability Distributions 155
5 1 Introduction 155
5 2 Useful Probability Distributions 157
521 Parameterization of Distributions 157
522 Continuous Distributions 158
523 Discrete Distributions 170
524 Empirical Distributions 176
5 3 Hypothesizing a Family of Distributions 177
531 Continuous Distributions 178
532 Discrete Distributions 187
5 4 Estimation of Parameters 188
5 5 Goodness-of-Fit Tests 192
551 Informal Visual Assessment 193
552 Chi-Square Tests 194
553 Kolmogorov-Smirnov Tests 199
554 Poisson Process Test 203
555 Other Tests 204
5 6 Selecting a Distribution in the Absence of Data 204
5 7 Models of Arrival Processes 206
571 Poisson Process 206
572 Nonstationary Poisson Process 207
573 Batch Arrivals 209
Appendix 5A: Shifted and Truncated Distributions 210
Appendix 5B: Tables of MLEs for the Gamma and
Beta Distributions 212
Problems 214
References 216
Chapter 6 Random-Number Generators 219
6 1 Introduction 219
6 2 Linear Congruential Generators 222
621 Mixed Generators 224
622 Multiplicative Generators 225
6 3 Other Kinds of Generators 228
631 More General Congruences 228
632 Composite Generators 229
633 Tausworthe Generators 230
6 4 Testing Random-Number Generators 231
641 Empirical Tests 231
642 Theoretical Tests 235
643 Some General Observations on Testing 236
Problems 236
References 238
X CONTENTS
Chapter 7
Chapter 8
Generating Random Variables
Introduction
General Approaches to Generating Random Variables
721 Inverse Transform
722 Composition
723 Convolution
724 Acceptance-Rejection
725 Special Properties
Generating Continuous Random Variables
731 Uniform
732 Exponential
733 w-Erlang
734 Gamma
735 Weibull
736 Normal
737 Lognormal
738 Beta
739 Triangular
7 3 10 Empirical Distributions
Generating Discrete Random Variables
741 Bernoulli
742 Discrete Uniform
743 Arbitrary Discrete Distribution
744 Binomial
745 Geometric
746 Negative Binomial
747 Poisson
Generating Correlated Random Variables
751 Using Conditional Distributions
752 Multivariate Normal and Multivariate Lognormal
753 Correlated Gamma Random Variables
Generating Arrival Processes
761 Poisson Process
762 Nonstationary Poisson Process
763 Batch Arrivals
Appendix 7A: Validity of the Acceptance-Rejection Method
Problems
References
Output Data Analysis for a Single System
Introduction
Types of Simulations with Regard to Analysis of the Output
Measures of System Performance
831 Contrast of Measures of Performance
832 The Meaning of Steady State
833 Measures of Performance Other than Averages
The Need for Confidence Intervals
CONTENTS XI
8 5 Confidence Intervals for Terminating Simulations 287
851 Fixed-Sample-Size Procedure 288
852 Obtaining Confidence Intervals with a Specified
Precision 291
853 Recommended Use of the Procedures 293
854 Approaches to Choosing Appropriate Initial Conditions 294
8 6 Confidence Intervals for Steady-State Simulations 295
861 Fixed-Sample-Size Procedures 295
862 Sequential Procedures 302
863A Replication-Deletion Approach 307
8 7 Multiple Measures of Performance 308
8 8 Concluding Thoughts on the Chapter 310
Appendix 8A: The Memoryless Property 311
Appendix 8B: Ratios of Expectations and Jackknife Estimators 311
Problems 313
References 314
Chapter 9 Statistical Techniques for Comparing
Alternative Systems 316
9 1 Introduction 316
9 2 Confidence Intervals for the Difference between Measures of
Performance of Two Systems 319
9 3 Selecting the Best of k Systems 322
9 4 Selecting a Subset of Size m Containing the Best of k Systems 325
9 5 Selecting the m Best of k Systems 326
9 6 Validity of the Selection Procedures 327
Appendix 9A: Constants for the Selection Procedures 329
Problems 331
References 331
Chapter 10 Validation of Simulation Models 333
10 1 Introduction 333
10 2 Verification of Simulation Models 334
10 3 General Perspectives on Validation 337
10 4 A Three-Step Approach to Validation 338
10 4 1 Develop a Model with High Face Validity 338
10 4 2 Test the Assumptions of the Model Empirically 339
10 4 3 Determine How Representative the Simulation Output
Data Are 340
10 5 Additional Considerations in Validation 342
10 6 Statistical Procedures for Comparing Real-World Observations
and Simulation Output Data 343
10 6 1 An Inspection Approach 343
10 62A Confidence-Interval Approach 345
10 6 3 Time-Series Approaches 347
Problems 347
References 348
Xll CONTENTS
Chapter 11
Chapter 12
Variance-Reduction Techniques
Introduction
Common Random Numbers
Antithetic Variates
Control Variates
Indirect Estimation
Conditional Expectations
Problems
References
Experimental Design and Optimization
Introduction
2* Factorial Designs
2k~p Fractional Factorial Designs
Response-Surface Methodology
Problems
References
Appendix
Index
|
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| author | Law, Averill M. Kelton, W. David |
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| spelling | Law, Averill M. Verfasser (DE-588)170238075 aut Simulation modeling and analysis Averill M. Law ; W. David Kelton New York u.a. McGraw-Hill 1982 XIV, 400 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier McGraw-Hill series in industrial engineering und management science. Literaturangaben Computersimulaties gtt ECHEANCIER inriac Modellen gtt Programmatuurtechniek gtt Simulation par ordinateur Simulation par ordinateur ram simulation inriac évènement discret inriac Computers Digital computer simulation Computersimulation (DE-588)4148259-1 gnd rswk-swf Computersimulation (DE-588)4148259-1 s DE-604 Kelton, W. David Verfasser aut HEBIS Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002747817&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Law, Averill M. Kelton, W. David Simulation modeling and analysis Computersimulaties gtt ECHEANCIER inriac Modellen gtt Programmatuurtechniek gtt Simulation par ordinateur Simulation par ordinateur ram simulation inriac évènement discret inriac Computers Digital computer simulation Computersimulation (DE-588)4148259-1 gnd |
| subject_GND | (DE-588)4148259-1 |
| title | Simulation modeling and analysis |
| title_auth | Simulation modeling and analysis |
| title_exact_search | Simulation modeling and analysis |
| title_full | Simulation modeling and analysis Averill M. Law ; W. David Kelton |
| title_fullStr | Simulation modeling and analysis Averill M. Law ; W. David Kelton |
| title_full_unstemmed | Simulation modeling and analysis Averill M. Law ; W. David Kelton |
| title_short | Simulation modeling and analysis |
| title_sort | simulation modeling and analysis |
| topic | Computersimulaties gtt ECHEANCIER inriac Modellen gtt Programmatuurtechniek gtt Simulation par ordinateur Simulation par ordinateur ram simulation inriac évènement discret inriac Computers Digital computer simulation Computersimulation (DE-588)4148259-1 gnd |
| topic_facet | Computersimulaties ECHEANCIER Modellen Programmatuurtechniek Simulation par ordinateur simulation évènement discret Computers Digital computer simulation Computersimulation |
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