IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-3-031-10193-9_6.html
   My bibliography  Save this book chapter

Geometric-Moment Contraction of G/G/1 Waiting Times

In: Advances in Modeling and Simulation

Author

Listed:
  • Kemal Dinçer Dingeç

    (Gebze Technical University)

  • Christos Alexopoulos

    (H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology)

  • David Goldsman

    (H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology)

  • Athanasios Lolos

    (H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology)

  • James R. Wilson

    (North Carolina State University, Edward P. Fitts Department of Industrial and Systems Engineering)

Abstract

For asymptotically valid point and confidence-interval (CI) estimation of steady-state quantiles in dependent simulation output processes, two recent output-analysis procedures assume that those processes satisfy the geometric-moment contraction (GMC) condition. Moreover, the GMC condition ensures satisfaction of most of the other assumptions underlying those procedures, which are based on the techniques of batch means and standardized time series, respectively. For performance evaluation of the associated point and CI estimators, the G/G/1 queueing system provides gold-standard test processes. We prove that the GMC condition holds for G/G/1 queue-waiting times obtained with a non-heavy-tailed service-time distribution (i.e., its moment generating function exists in a neighborhood of zero). This result complements earlier proofs that the GMC condition holds for many widely used time-series and Markov-chain processes. A robustness study illustrates empirical verification of the GMC condition for M/G/1 queue-waiting times obtained with non-heavy-tailed and heavy-tailed service-time distributions.

Suggested Citation

  • Kemal Dinçer Dingeç & Christos Alexopoulos & David Goldsman & Athanasios Lolos & James R. Wilson, 2022. "Geometric-Moment Contraction of G/G/1 Waiting Times," Springer Books, in: Zdravko Botev & Alexander Keller & Christiane Lemieux & Bruno Tuffin (ed.), Advances in Modeling and Simulation, pages 111-130, Springer.
    • Handle: RePEc:spr:sprchp:978-3-031-10193-9_6
    DOI: 10.1007/978-3-031-10193-9_6
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-3-031-10193-9_6. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.