Download or read book Regenerative Simulation of Response Times in Networks of Queues: Statistical Efficiency written by Thomas J. Watson IBM Research Center and published by . This book was released on 1979 with total page 47 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this report the calculation of variance constants entering into central limit theorems used to obtain confidence intervals from passage time simulations is considered. Using results of Hordijk, Iglehart, and Schassberger for the calculation of moments in discrete time and continuous time Markov chains, we calculate variance constants pertinent to mean passage times. This is done first for the 'marked job method' for passsage time simulation which is based on the tracking of a distinguished job, and then for the 'decomposition method' in which observed passage times for all of the jobs enter into the construction of point and interval estimates. The results of this paper provide a means of comparing the statistical efficiency of the two estimation methods.