TR-COSC 02/99
Coverage Analysis of Sequential Regenerative Simulation
Jong-Suk R. Lee
Department of Computer Science
University of Canterbury
Abstract
Regenerative simulation (RS) is a method of stochastic steady-state
simulation in which output data are collected and analysed within
regenerative cycles (RCs). Since data collected during consecutive RCs
are independent and identically distributed, there is no problem with
the initial transient period in simulated processes, which is a
perennial issue of concern in all other types of steady-state
simulation. In this report, we address the issue of experimental
analysis of the quality of sequential regenerative simulation in the
sense of the coverage of the final confidence intervals of mean
values. The ultimate purpose of this study is to determine the best
version of RS to be implemented in Akaroa2 [1], a fully automated
controller of distributed stochastic simulation in computer network
environments.
Keywords : regenerative simulation, sequential steady-state
simulation, coverage analysis