Formulas approximating the asymptotic variance of four estimators are derived for the steady-state blocking probability in a multisaver loss system, exploiting diffusion process limits. These formulas can be used to predict simulation run lengths required to obtain desired statistical precision before the simulation has been run, which can aid in the design of simulation experiments. They also indicate that one estimator can be much better than another, depending on the loading. These formulas are validated by comparing them to exact numerical results for the special case of the classical Erlang M/M/s/O model and simulation estimates from more general G/G/s/O model.
|Original language||English (US)|
|Number of pages||46|
|Journal||ACM Transactions on Modeling and Computer Simulation|
|State||Published - Jan 1996|
ASJC Scopus subject areas
- Modeling and Simulation
- Computer Science Applications