Modeling and Computer Simulation (TOMACS)


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ACM Transactions on Modeling and Computer Simulation (TOMACS), Volume 9 Issue 1, Jan. 1999

Two-stage multiple-comparison procedures for steady-state simulations
Halim Damerdji, Marvin K. Nakayama
Pages: 1-30
DOI: 10.1145/301677.301679
Procedures for multiple comparisons with the best are investigated in the context of steady-state simulation, whereby a number k of different systems (stochastic processes) are compared based upon their (asymptotic) means...

Parallel streams of linear random numbers in the spectral test
Karl Entacher
Pages: 31-44
DOI: 10.1145/301677.301682
This paper reports analyses of subsequences of linear congruential pseudorandom numbers by means of the spectral test. Such subsequences occur in particular simulation setups or as methods to obtain parallel streams of pseudorandom numbers for...

Fast simulation of networks of queues with effective and decoupling bandwidths
Matthias Falkner, Michael Devetsikiotis, Ioannis Lambadaris
Pages: 45-58
DOI: 10.1145/301677.301684
A significant difficulty when using Monte Carlo simulation for the performance analysis of communication networks is the long runtime required to obtain accurate statistical estimates. Under the proper conditions, importance sampling (IS) is a...

The patchwork rejection technique for sampling from unimodal distributions
Ernst Stadlober, Heinz Zechner
Pages: 59-80
DOI: 10.1145/301677.301685
We report on both theoretical developments and comutational experience with the patchwork rejection technique in Zechner and Stadlober [1993] and Zechner [1997]. The basic approach is due to Minh [1988], who suggested a special...