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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Rapport
[Research Report] RR-2632, INRIA. 1995, pp.27
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https://hal.inria.fr/inria-00074055
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Soumis le : mercredi 24 mai 2006 - 14:24:03
Dernière modification le : samedi 17 septembre 2016 - 01:06:54
Document(s) archivé(s) le : jeudi 24 mars 2011 - 14:04:03

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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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