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Master's Dissertation
DOI
10.11606/D.55.2018.tde-28062018-140643
Document
Author
Full name
Elisa Maria de Almeida Sampaio Falco Marchesoni
Institute/School/College
Knowledge Area
Date of Defense
Published
São Carlos, 1994
Supervisor
Committee
Salles, Maria Creusa Bretas (President)
Magalhaes, Marcos Nascimento
Santana, Regina Helena Carlucci
Title in Portuguese
ANÁLISE DE EFICIÊNCIA DE SIMULAÇÕES COM NÚMEROS ALEÁTORIOS ANTITÉTICOS EM FILA M/M/1 COM REALIMENTAÇÃO BERNOULLI
Keywords in Portuguese
Não disponível
Abstract in Portuguese
Usando números aleatórios antitéticos e usuais, comparamos os resultados de simulações em uma fila M/M/1 com realimentação instantânea Bernoulli. A análise foi feita sobre o valor médio de 200 rodadas, em cada caso, para o tempo de espera na fila com valor teórico Wq, sendo que o número de esperas para cada freguês é aleatório. Obtivemos resultados para o valor de Wq e os intervalos de confiança de 90%. A partir dos intervalos de confiança verificamos a porcentagem de cobertura do valor real de Wq. Os resultados confirmam a redução de variância usando números aleatórios antitéticos, porém a cobertura é levemente menor: 88,50% com números aleatórios usuais e 87,50% com antitéticos.
Title in English
Not available
Keywords in English
Not available
Abstract in English
Antithetic random numbers are used on Simulation literature to reduce variance. But it is impossible to determine the real coverage of the real mean value of the variable, by the constructed confidence interval. Using an M/M/1 queue with feedback as model, we develope simulations, by Barch Means, using both, usual and antithetic random numbers, to compare the results of the mean waiting times: the half width of the 90% confidence intervals, the coverage of its real value and the correlations between the batches. The result are as w expected, the half width of the confidence intervals are smaller with antithetic random numbers, the correlations lag 1, 2 3 too, but the coverage, over 200 simulations on each case, are lightly worse with the antithetic ones.
 
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Publishing Date
2018-06-28
 
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