Steady State Quantile Estimation
Konferenz: MMB 2006 - 13th GI/ITG Conference Measuring, Modelling and Evaluation of Computer and Communication Systems
27.03.2006 - 29.03.2006 in Nürnberg, Germany
Tagungsband: MMB 2006
Seiten: 17Sprache: EnglischTyp: PDF
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Autoren:
Eickhoff, Mirko (Computer Science and Software Engineering, University of Canterbury, Christchurch, New Zealand)
Inhalt:
Steady state simulation is used to study long-run behavior. Usually only the expected value of the steady state probability distribution function is estimated. In many cases quantiles of this distribution are of higher interest. In this paper a new usage of quantile estimators is proposed, which is derived from mean value analysis and is based on multiple independent replications. The advantage in using multiple independent replications is discussed, especially their ability to detect the steady state phase of quantiles.