Validating the heavy traffic performance of regenerative simulation
- 1 January 1989
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics. Stochastic Models
- Vol. 5 (4) , 617-628
- https://doi.org/10.1080/15326348908807127
Abstract
Following a theoretical study by Asmussen [2] indicating severe problems associated with a number of standard queueing simulation schemes in heavy traffic situations, we look into one of the possible settings of regenerative simulation from a more empirical point of view. Sequences of queues with are simulated subject to various growth rates of the sample size t:, the empirical distribution of a certain Brownian functional describing the heavy traffic limit of the regenerative estimator is exhibited and compared to that of the estimator itself, and finally similar experiments are performed for the regenerative variance estimatorKeywords
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