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Introduction to modeling and generating probabilistic input processes for simulation

Published: 04 December 2005 Publication History

Abstract

Techniques are presented for modeling and generating the univariate and multivariate probabilistic input processes that drive many simulation experiments. Among univariate input models, emphasis is given to the generalized beta distribution family, the Johnson translation system of distributions, and the Bézier distribution family. Among bivariate and higher-dimensional input models, emphasis is given to computationally tractable extensions of univariate Johnson distributions. Also discussed are nonparametric techniques for modeling and simulating time-dependent arrival streams using nonhomogeneous Poisson processes.

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    cover image ACM Conferences
    WSC '05: Proceedings of the 37th conference on Winter simulation
    December 2005
    2769 pages
    ISBN:0780395190

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    Published: 04 December 2005

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