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Dynamics and Convergence Rate of Ordinal Comparison of Stochastic Discrete Event Systems

Abstract : This paper addresses the dynamics and the convergence of ordinal comparison in the simulation of stochastic discrete event systems. It examines properties of dynamic behaviours of ordinal comparison in a fairly general framework. Most importantly, it proves that for some important classes of discrete event systems, the probability of obtaining a desired solution using an ordinal comparison approach converges at exponential rate while the variances of the performance measures converge at best at rate O(1/t2), where t is the simulation time. Heuristic arguments are also provided to explain that exponential convergence rate holds for more general systems.
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https://hal.inria.fr/inria-00074055
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Submitted on : Wednesday, May 24, 2006 - 2:24:03 PM
Last modification on : Friday, February 4, 2022 - 3:22:53 AM
Long-term archiving on: : Thursday, March 24, 2011 - 2:04:03 PM

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  • HAL Id : inria-00074055, version 1

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Xiaolan Xie. Dynamics and Convergence Rate of Ordinal Comparison of Stochastic Discrete Event Systems. [Research Report] RR-2632, INRIA. 1995, pp.27. ⟨inria-00074055⟩

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