Problem

Consider a continuous-time stochastic process such as {Q(t), t ≥ 0}, where Q(t) is the num...

Consider a continuous-time stochastic process such as {Q(t), t ≥ 0}, where Q(t) is the number of customers in queue at time t. Suppose that we would like to estimate the steady-state time-average number in queue, Q (see App. 1B for one definition), using the method of batch means based on one simulation run of length m time units. Discuss two approaches for getting exactly m basic discrete observations Q1, Q2, …, Qm for use in the method of batch means. The m Qi’s will be batched to form n batch means.

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Solutions For Problems in Chapter 9