APPLYING VARIANCE REDUCTION IDEAS IN QUEUING SIMULATIONS

VARIANCE REDUCTION IN SIMULATIONS OF LOSS MODELS by

We propose a new estimator of steady-state blocking probabilities for simulations of stochastic loss models that can be much more efficient than the natural estimator (ratio of losses to arrivals). The proposed estimator is a convex combination of the natural estimator and an indirect estimator based on the average number of customers in service, obtained from Little’s law (L = λW ). It exploit...

Variance Reduction Techniques in . . .

Applying design ideas to promote security of urban spaces

Security is one of the most critical factors affecting the quality of urban spaces. Nowadays, most of these spaces have become merely pathways with neither social life nor sense of belonging to it. Insufficiency of public surveillance along with weak sense of control and surveillance results in spaces with high crime rate. In the late 60s and early 70s, high crime statistics in open urban space...

Variance Reduction in Simulationsof Loss

We propose a new estimator of steady-state blocking probabilities for simulations of stochastic loss models that can be much more e cient than the natural estimator (ratio of losses to arrivals). The proposed estimator is a convex combination of the natural estimator and an indirect estimator based on the average number of customers in service, obtained from Little's law (L = W ), which exploit...

Variance Reduction in Smoothing Splines

We develop a variance reduction method for smoothing splines. We do this by showing that the quadratic interpolation method introduced in Cheng et al. (2006), for local linear estimators, also works for smoothing splines. For a given point of estimation, Cheng et al. (2006) define a variance-reduced local linear estimate as a linear combination of classical estimates at three nearby points. We ...