This preview shows pages 1–6. Sign up to view the full content.
This preview has intentionally blurred sections. Sign up to view the full version.
View Full DocumentThis preview has intentionally blurred sections. Sign up to view the full version.
View Full DocumentThis preview has intentionally blurred sections. Sign up to view the full version.
View Full Document
Unformatted text preview: time) at any time of the day (continuous state, continuous time) Queue length observed by arriving customers (index set denotes the customer index, not time!) Random Variable vs. Stochastic Process Sample Space Real Numbers ' X( ) X( ) Sample Space Index ' X t ( ) X t ( ) Sample Paths Simulation: A Stochastic Experiment Dynamic Simulation: A Sample Path Analysis Objective : Analyze a finite number of sample paths to determine an expected performance of a stochastic process over all sample paths (there may be infinite number of them) For ergodic systems, observing a single sample path to time infinity one can determine the steady state expected performance over all sample paths...
View Full
Document
 Spring '10
 smith

Click to edit the document details