Nonexistence of a class of variate generation schemes

被引：5

作者：

Henderson, SG

Glynn, PW

机构：

[1] Cornell Univ, Sch Operat Res & Ind Engn, Ithaca, NY 14853 USA

[2] Stanford Univ, Terman Engn Ctr, Management Sci & Engn Dept, Stanford, CA 94305 USA

来源：

OPERATIONS RESEARCH LETTERS | 2003年 / 31卷 / 02期

基金：

美国国家科学基金会;

关键词：

regenerative processes; random variable generation;

D O I：

10.1016/S0167-6377(02)00217-1

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

Motivated by a problem arising in the regenerative analysis of discrete-event system simulation, we ask whether a certain class of random variate generation schemes exists or not. Under very reasonable conditions, we prove that such variate generation schemes do not exist. The implications of this result for regenerative steady-state simulation of discrete-event systems are discussed. (C) 2002 Elsevier Science B.V. All rights reserved.

引用

页码：83 / 89

页数：7

共 19 条

[1]

[Anonymous], 1993, REGENERATIVE STOCHAS

[2]

[Anonymous], 1992, Stochastic Stability of Markov chains

[3]

[Anonymous], J MATH SCI

[4]

Asmussen S., 1992, ACM Transactions on Modeling and Computer Simulation, V2, P130, DOI 10.1145/137926.137932