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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 ω ω ' X( ω ) X( ω ’) Sample Space Index ω ω ' X t ( ω ) X t ( ω ’) 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...
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This note was uploaded on 03/01/2012 for the course ECON 101 taught by Professor Smith during the Spring '10 term at Abraham Baldwin Agricultural College.
 Spring '10
 smith

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