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On the precision of probabalistic process generators in GPSS

Published: 05 December 1977 Publication History

Abstract

The precision of several “standard” probabalistic process generators, as provided to the GPSS user in various textbooks and language manuals, are investigated in this paper. In particular, the unique requirements in GPSS for integral increments in its simulation clock, as well as its background integer and truncation features, are seen to have an inherent impact on methodologies for the generation of probabalistic processes. Thus, GPSS requires that we invoke a discrete approximation to any underlying continuous probabalistic process. The GPSS programmer should be keenly aware of these aspects; failure to do so could lead to a model lacking the desired verisimilitude to the object system under study.
A methodology is then developed in this paper which utilizes a least squares approach to yield process generators for the exponential, Gaussian and other continuous distributions. This approach is seen to overcome several of the difficulties associated with the conventional GPSS process generators, and will be useful in numerous instances.

References

[1]
Maisel,H. and Gnugnoli,G., Simulation of Discrete Stochastic Systems, Science Research Associates, 1972, pp.218-219.
[2]
Fishman,G., Concepts and Methods in Discrete Event Digital Simulation, Wiley, 1973, pp. l67-168.
[3]
Gordon, G., The Application of GPSS V to Discrete System Simulation, Prentice-Hall, 1975.
[4]
Feller,W., An Introduction to Probability Theory and Its Applications - Volume 1, Wiley, 1961, pp. 400-402.
[5]
Schriber,T., Simulation Using GPSS, Wiley, 1974, pp. 165-166.
[6]
Scher,J., "A Least Squares Approach for The Simulation of the Poisson Process in GPSS," Modeling and Simulation, Volume 6, 1975, pp. 541-546.
[7]
Johnson,N. and Kotz,S., Continuous Univariate Distributions - 1, Houghton-Mifflin, 1970, pp. 81-87.
[8]
Stone,H., "Approximation of Curves by Line Segments," Mathematics of Computation, Volume 15, 1961, pp. 40-47.
[9]
Hildebrand,F., #Advanced Calculus for Applications,| Prentice-Hall, 1964, p. 360.
[10]
Owen, D., Handbook of Statistical Tables, 1962, Addison-Wesley, pp. 3-13.

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cover image ACM Conferences
WSC '77: Proceedings of the 9th conference on Winter simulation - Volume 1
December 1977
478 pages

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Winter Simulation Conference

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Published: 05 December 1977

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