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A simple proof of a result of Iglehart and Shedler

Published online by Cambridge University Press:  01 July 2016

Mark Berman
Mark Berman*
Affiliation:
CSIRO Division of Mathematics and Statistics
*
∗Postal address: CSIRO Division of Mathematics and Statistics, P.O. Box 218, Lindfield, NSW 2070, Australia.
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Abstract

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Iglehart and Shedler (1983) prove that the ‘labelled jobs’ method for estimation of passage-time characteristics in closed multiclass networks of queues with general service times provides asymptotically shorter confidence intervals than does the ‘marked job’ method. A simple alternative proof of this result, under slightly more restrictive conditions, is given here.

Type
Letters to the Editor
Information
Advances in Applied Probability , Volume 17 , Issue 1 , March 1985 , pp. 239 - 241
Copyright
Copyright © Applied Probability Trust 1985 

References

Iglehart, D. L. and Shedler, G. S. (1983) Statistical efficiency of regenerative simulation methods for networks of queues. Adv. Appl. Prob. 15, 183–197.Google Scholar
Kendall, M. G. and Stuart, A. (1977) The Advanced Theory of Statistics , Vol. 1, 4th edn. Griffin, London.Google Scholar
Smith, W. L. (1955) Regenerative stochastic processes. Proc. R. Soc. London A 232, 6–31.Google Scholar