Proceedings Article10.1109/WSC.2001.977249
Mathematics for simulation
Shane G. Henderson
- 10 Dec 2000
- Vol. 1, pp 83-94
TL;DR: The article surveys several mathematical techniques and results that are useful in the context of stochastic simulation that are introduced through the study of a simple model of ambulance operation to ensure clarity, concreteness and cohesion.
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Abstract: The article surveys several mathematical techniques and results that are useful in the context of stochastic simulation. The concepts are introduced through the study of a simple model of ambulance operation to ensure clarity, concreteness and cohesion. The paper is an updated version of S.G. Henderson (2000), in which performance measures were analysed. The author switches the focus to estimating the densities of random variables related to these performance measures. The goal remains the same as in Henderson (2000), namely to demonstrate mathematical tools and techniques that are useful in simulation analysis.
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Citations
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ANNIVERSARY ARTICLE: Stochastic Simulation Research in Management Science
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Sequential Bayes-Optimal Policies for Multiple Comparisons with a Known Standard
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References
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Simulation Modeling and Analysis
Averill M. Law,W. David Kelton +1 more
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TL;DR: The text is designed for a one-term or two-quarter course in simulation offered in departments of industrial engineering, business, computer science and operations research.
10.9K
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Probability and Measure
Patrick Billingsley
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TL;DR: In this paper, the convergence of distributions is considered in the context of conditional probability, i.e., random variables and expected values, and the probability of a given distribution converging to a certain value.
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Markov Chains and Stochastic Stability
Sean P. Meyn,Richard L. Tweedie +1 more
- 01 Jan 1993
TL;DR: This second edition reflects the same discipline and style that marked out the original and helped it to become a classic: proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background.
6.7K
•Book
Approximation Theorems of Mathematical Statistics
Robert Serfling
- 08 Dec 1980
TL;DR: In this paper, the basic sample statistics are used for Parametric Inference, and the Asymptotic Theory in Parametric Induction (ATIP) is used to estimate the relative efficiency of given statistics.
5.7K
•Book
Mathematical Statistics and Data Analysis
Larry Rabinowitz
- 01 Jan 1988
TL;DR: In this article, the authors present a model for estimating parameters and fitting of probability distributions from the normal distribution. But the model is not suitable for the analysis of categorical data.
3.7K
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