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Digital Library of the
European Council for Modelling and Simulation |
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Title: |
Improving Simulation Accuracy Through The Use Of Synthetic
Alignment Intervals |
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Authors: |
Jeffrey P. Buzen |
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Published in:
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ECMS
2007 Proceedings Edited
by: Ivan Zelinka, Zuzana Oplatkova, Alessandra Orsoni ISBN:
978-0-9553018-2-7 Doi: 10.7148/2007 21st European
Conference on Modelling and Simulation, Prague, June
4-6, 2007 |
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Citation
format: |
Buzen, J. P. (2007). Improving
Simulation Accuracy Through The Use Of Synthetic Alignment Intervals. ECMS
2007 Proceedings edited by: I. Zelinka, Z. Oplatkova, A. Orsoni
(pp. 489-496). European Council for Modeling and Simulation. doi:10.7148/2007-0489. |
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DOI: |
http://dx.doi.org/10.7148/2007-0489 |
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Abstract: |
Monte Carlo simulations are used
in many disciplines to evaluate the steady state distributions of stochastic
models. This paper introduces a new procedure for improving the accuracy of
such simulations. The approach is based on constructing synthetic “alignment
intervals” that are appended to the output of the original simulations,
creating extended simulations whose output conforms to certain mathematical
relationships. Satisfying these relationships is shown to be sufficient to
guarantee that the underlying steady state distributions have been computed
accurately. |
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