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Reports (Research Report) Year : 1995

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.

Domains

Other [cs.OH]
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Dates and versions

inria-00074055 , version 1 (24-05-2006)

Identifiers

  • HAL Id : inria-00074055 , version 1

Cite

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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