Ein heuristisches Verfahren zur Analyse von autokorrelierten Simulationsergebnissen für den stationären Fall

  • D. Gebhardt
Conference paper
Part of the Operations Research Proceedings book series (ORP, volume 1974)

Summary

Simulation results of stationary stochastic processes frequently show autocorrelations of apparent tendency. The results of queueing simulations present typical examples the autocorrelation coefficients taking an approximately exponential course. Exploiting such kind of a priori knowledge one succeeds in easily calculating confidence limits for the simulation results — an otherwise difficult and subtle problem.

Experience acquired in treating instances is used to offer directions for the application of the method.

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Literatur

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Copyright information

© Springer-Verlag Berlin Heidelberg 1974

Authors and Affiliations

  • D. Gebhardt
    • 1
  1. 1.OttobrunnDeutschland

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