| Preface |
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xiii | |
| About the Authors |
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xv | |
| I Introduction to Discrete-Event System Simulation |
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1 | (146) |
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Chapter 1 Introduction to Simulation |
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3 | (18) |
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1.1 When Simulation Is the Appropriate Tool |
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4 | (1) |
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1.2 When Simulation Is Not Appropriate |
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4 | (1) |
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1.3 Advantages and Disadvantages of Simulation |
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5 | (2) |
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7 | (2) |
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1.5 Systems and System Environment |
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9 | (1) |
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1.6 Components of a System |
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9 | (2) |
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1.7 Discrete and Continuous Systems |
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11 | (1) |
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12 | (1) |
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13 | (1) |
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1.10 Discrete-Event System Simulation |
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13 | (1) |
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1.11 Steps in a Simulation Study |
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14 | (4) |
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18 | (1) |
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19 | (2) |
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Chapter 2 Simulation Examples |
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21 | (46) |
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2.1 Simulation of Queueing Systems |
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22 | (17) |
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2.2 Simulation of Inventory Systems |
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39 | (7) |
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2.3 Other Examples of Simulation |
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46 | (11) |
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57 | (1) |
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57 | (1) |
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57 | (10) |
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Chapter 3 General Principles |
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67 | (28) |
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3.1 Concepts in Discrete-Event Simulation |
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68 | (18) |
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3.1.1 The Event Scheduling/Time Advance Algorithm |
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71 | (3) |
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74 | (3) |
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3.1.3 Manual Simulation Using Event Scheduling |
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77 | (9) |
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86 | (6) |
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3.2.1 Lists: Basic Properties and Operations |
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87 | (1) |
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3.2.2 Using Arrays for List Processing |
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88 | (2) |
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3.2.3 Using Dynamic Allocation and Linked Lists |
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90 | (2) |
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3.2.4 Advanced Techniques |
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92 | (1) |
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92 | (1) |
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92 | (1) |
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93 | (2) |
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Chapter 4 Simulation Software |
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95 | (52) |
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4.1 History of Simulation Software |
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96 | (3) |
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4.1.1 The Period of Search (1955-60) |
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97 | (1) |
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4.1.2 The Advent (1961-65) |
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97 | (1) |
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4.1.3 The Formative Period (1966-70) |
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97 | (1) |
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4.1.4 The Expansion Period (1971-78) |
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98 | (1) |
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4.1.5 Consolidation and Regeneration (1979-86) |
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98 | (1) |
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4.1.6 Integrated Environments (1987-Present) |
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99 | (1) |
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4.2 Selection of Simulation Software |
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99 | (3) |
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4.3 An Example Simulation |
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102 | (2) |
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104 | (8) |
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112 | (5) |
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117 | (3) |
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120 | (8) |
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122 | (1) |
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123 | (1) |
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124 | (1) |
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124 | (1) |
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125 | (1) |
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125 | (1) |
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126 | (1) |
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127 | (1) |
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128 | (1) |
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4.8 Experimentation and Statistical-Analysis Tools |
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128 | (3) |
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128 | (1) |
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129 | (2) |
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131 | (1) |
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132 | (15) |
| II Mathematical and Statistical Models |
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147 | (102) |
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Chapter 5 Statistical Models in Simulation |
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149 | (52) |
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5.1 Review of Terminology and Concepts |
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150 | (6) |
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5.2 Useful Statistical Models |
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156 | (4) |
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5.3 Discrete Distributions |
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160 | (6) |
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5.4 Continuous Distributions |
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166 | (20) |
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186 | (4) |
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5.5.1 Properties of a Poisson Process |
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188 | (1) |
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5.5.2 Nonstationary Poisson Process |
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189 | (1) |
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5.6 Empirical Distributions |
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190 | (3) |
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193 | (1) |
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193 | (1) |
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193 | (8) |
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Chapter 6 Queueing Models |
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201 | (48) |
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6.1 Characteristics of Queueing Systems |
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202 | (6) |
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6.1.1 The Calling Population |
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202 | (2) |
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204 | (1) |
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6.1.3 The Arrival Process |
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204 | (1) |
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6.1.4 Queue Behavior and Queue Discipline |
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205 | (1) |
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6.1.5 Service Times and the Service Mechanism |
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206 | (2) |
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208 | (1) |
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6.3 Long-Run Measures of Performance of Queueing Systems |
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208 | (12) |
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6.3.1 Time-Average Number in System L |
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209 | (2) |
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6.3.2 Average Time Spent in System Per Customer w |
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211 | (1) |
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6.3.3 The Conservation Equation: L = λw |
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212 | (1) |
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213 | (5) |
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6.3.5 Costs in Queueing Problems |
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218 | (2) |
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6.4 Steady-State Behavior of Infinite-Population Markovian Models |
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220 | (15) |
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6.4.1 Single-Server Queues with Poisson Arrivals and Unlimited Capacity: M/G/1 |
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221 | (6) |
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6.4.2 Multiserver Queue: M/M/c/infinity/infinity |
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227 | (6) |
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6.4.3 Multiserver Queues with Poisson Arrivals and Limited Capacity: M/M/c/N/infinity |
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233 | (2) |
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6.5 Steady-State Behavior of Finite-Population Models (M/M/c/K/K) |
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235 | (4) |
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239 | (2) |
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241 | (1) |
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242 | (1) |
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243 | (6) |
| III Random Numbers |
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249 | (56) |
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Chapter 7 Random-Number Generation |
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251 | (21) |
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7.1 Properties of Random Numbers |
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251 | (1) |
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7.2 Generation of Pseudo-Random Numbers |
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252 | (1) |
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7.3 Techniques for Generating Random Numbers |
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253 | (7) |
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7.3.1 Linear Congruential Method |
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254 | (3) |
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7.3.2 Combined Linear Congruential Generators |
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257 | (2) |
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7.3.3 Random-Number Streams |
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259 | (1) |
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7.4 Tests for Random Numbers |
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260 | (7) |
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261 | (4) |
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7.4.2 Tests for Autocorrelation |
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265 | (2) |
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267 | (1) |
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268 | (1) |
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269 | (3) |
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Chapter 8 Random-Variate Generation |
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272 | (33) |
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8.1 Inverse-Transform Technique |
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273 | (16) |
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8.1.1 Exponential Distribution |
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273 | (3) |
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8.1.2 Uniform Distribution |
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276 | (1) |
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8.1.3 Weibull Distribution |
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277 | (1) |
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8.1.4 Triangular Distribution |
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278 | (1) |
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8.1.5 Empirical Continuous Distributions |
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279 | (4) |
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8.1.6 Continuous Distributions without a Closed-Form Inverse |
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283 | (1) |
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8.1.7 Discrete Distributions |
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284 | (5) |
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8.2 Acceptance-Rejection Technique |
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289 | (7) |
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8.2.1 Poisson Distribution |
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290 | (3) |
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8.2.2 Nonstationary Poisson Process |
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293 | (1) |
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294 | (2) |
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296 | (3) |
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8.3.1 Direct Transformation for the Normal and Lognormal Distributions |
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296 | (2) |
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298 | (1) |
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8.3.3 More Special Properties |
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299 | (1) |
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299 | (1) |
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299 | (1) |
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300 | (5) |
| IV Analysis of Simulation Data |
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305 | (178) |
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307 | (47) |
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308 | (2) |
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9.2 Identifying the Distribution with Data |
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310 | (9) |
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310 | (3) |
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9.2.2 Selecting the Family of Distributions |
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313 | (3) |
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9.2.3 Quantile-Quantile Plots |
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316 | (3) |
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319 | (7) |
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9.3.1 Preliminary Statistics: Sample Mean and Sample Variance |
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319 | (2) |
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9.3.2 Suggested Estimators |
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321 | (5) |
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9.4 Goodness-of-Fit Tests |
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326 | (8) |
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327 | (2) |
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9.4.2 Chi-Square Test with Equal Probabilities |
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329 | (2) |
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9.4.3 Kolmogorov-Smirnov Goodness-of-Fit Test |
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331 | (2) |
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9.4.4 ρ-Values and "Best Fits" |
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333 | (1) |
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9.5 Fitting a Nonstationary Poisson Process |
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334 | (1) |
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9.6 Selecting Input Models without Data |
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335 | (2) |
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9.7 Multivariate and Time-Series Input Models |
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337 | (7) |
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9.7.1 Covariance and Correlation |
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337 | (1) |
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9.7.2 Multivariate Input Models |
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338 | (2) |
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9.7.3 Time-Series Input Models |
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340 | (2) |
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9.7.4 The Normal-to-Anything Transformation |
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342 | (2) |
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344 | (1) |
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345 | (1) |
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346 | (8) |
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Chapter 10 Verification and Validation of Simulation Models |
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354 | (29) |
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10.1 Model-Building, Verification, and Validation |
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355 | (1) |
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10.2 Verification of Simulation Models |
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356 | (5) |
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10.3 Calibration and Validation of Models |
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361 | (18) |
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362 | (1) |
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10.3.2 Validation of Model Assumptions |
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362 | (1) |
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10.3.3 Validating Input-Output Transformations |
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363 | (11) |
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10.3.4 Input-Output Validation: Using Historical Input Data |
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374 | (4) |
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10.3.5 Input-Output Validation: Using a Turing Test |
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378 | (1) |
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379 | (1) |
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379 | (2) |
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381 | (2) |
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Chapter 11 Output Analysis for a Single Model |
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383 | (49) |
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11.1 Types of Simulations with Respect to Output Analysis |
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384 | (3) |
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11.2 Stochastic Nature of Output Data |
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387 | (3) |
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11.3 Measures of Performance and Their Estimation |
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390 | (3) |
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390 | (2) |
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11.3.2 Confidence-Interval Estimation |
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392 | (1) |
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11.4 Output Analysis for Terminating Simulations |
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393 | (9) |
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11.4.1 Statistical Background |
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394 | (3) |
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11.4.2 Confidence Intervals with Specified Precision |
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397 | (2) |
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399 | (1) |
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11.4.4 Estimating Probabilities and Quantiles from Summary Data |
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400 | (2) |
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11.5 Output Analysis for Steady-State Simulations |
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402 | (21) |
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11.5.1 Initialization Bias in Steady-State Simulations |
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403 | (6) |
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11.5.2 Error Estimation for Steady-State Simulation |
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409 | (4) |
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11.5.3 Replication Method for Steady-State Simulations |
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413 | (4) |
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11.5.4 Sample Size in Steady-State Simulations |
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417 | (1) |
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11.5.5 Batch Means for Interval Estimation in Steady-State Simulations |
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418 | (4) |
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422 | (1) |
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423 | (1) |
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423 | (1) |
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424 | (8) |
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Chapter 12 Comparison and Evaluation of Alternative System Designs |
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432 | (51) |
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12.1 Comparison of Two System Designs |
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433 | (15) |
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12.1.1 Independent Sampling with Equal Variances |
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436 | (2) |
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12.1.2 Independent Sampling with Unequal Variances |
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438 | (1) |
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12.1.3 Common Random Numbers (CRN) |
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438 | (8) |
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12.1.4 Confidence Intervals with Specified Precision |
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446 | (2) |
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12.2 Comparison of Several System Designs |
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448 | (10) |
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12.2.1 Bonferroni Approach to Multiple Comparisons |
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449 | (5) |
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12.2.2 Bonferroni Approach to Selecting the Best |
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454 | (3) |
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12.2.3 Bonferroni Approach to Screening |
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457 | (1) |
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458 | (9) |
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12.3.1 Simple Linear Regression |
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459 | (4) |
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12.3.2 Testing for Significance of Regression |
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463 | (3) |
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12.3.3 Multiple Linear Regression |
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466 | (1) |
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12.3.4 Random-Number Assignment for Regression |
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466 | (1) |
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12.4 Optimization via Simulation |
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467 | (9) |
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12.4.1 What Does `Optimization via Simulation' Mean? |
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468 | (1) |
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12.4.2 Why is Optimization via Simulation Difficult? |
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469 | (1) |
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12.4.3 Using Robust Heuristics |
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470 | (3) |
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12.4.4 An Illustration: Random Search |
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473 | (3) |
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476 | (1) |
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476 | (1) |
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477 | (6) |
| V Applications |
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483 | (93) |
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Chapter 13 Simulation of Manufacturing and Material-Handling Systems |
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485 | (32) |
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13.1 Manufacturing and Material-Handling Simulations |
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486 | (3) |
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13.1.1 Models of Manufacturing Systems |
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486 | (1) |
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13.1.2 Models of Material-Handling |
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487 | (1) |
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13.1.3 Some Common Material-Handling Equipment |
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488 | (1) |
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13.2 Goals and Performance Measures |
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489 | (1) |
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13.3 Issues in Manufacturing and Material-Handling Simulations |
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490 | (6) |
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13.3.1 Modeling Downtimes and Failures |
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491 | (4) |
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13.3.2 Trace-Driven Models |
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495 | (1) |
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13.4 Case Studies of the Simulation of Manufacturing and Material-Handling Systems |
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496 | (3) |
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13.5 Manufacturing Example: A Job-Shop Simulation |
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499 | (7) |
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13.5.1 System Description and Model Assumptions |
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499 | (3) |
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13.5.2 Presimulation Analysis |
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502 | (1) |
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13.5.3 Simulation Model and Analysis of the Designed System |
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503 | (1) |
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13.5.4 Analysis of Station Utilization |
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503 | (1) |
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13.5.5 Analysis of Potential System Improvements |
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504 | (2) |
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506 | (1) |
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506 | (1) |
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506 | (1) |
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507 | (10) |
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Chapter 14 Simulation of Computer Systems |
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517 | (33) |
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517 | (3) |
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520 | (5) |
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14.2.1 Process Orientation |
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522 | (2) |
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524 | (1) |
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525 | (13) |
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14.3.1 Modulated Poisson Process |
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526 | (2) |
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14.3.2 Virtual-Memory Referencing |
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528 | (6) |
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14.4 High-Level Computer-System Simulation |
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534 | (4) |
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538 | (5) |
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543 | (3) |
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546 | (1) |
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546 | (1) |
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547 | (3) |
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Chapter 15 Simulation of Computer Networks |
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550 | (26) |
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550 | (2) |
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552 | (3) |
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15.3 Media Access Control |
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555 | (6) |
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15.3.1 Token-Passing Protocols |
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556 | (3) |
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559 | (2) |
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561 | (1) |
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562 | (7) |
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569 | (4) |
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569 | (2) |
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571 | (2) |
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573 | (1) |
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574 | (1) |
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574 | (2) |
| Appendix |
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576 | (15) |
| Index |
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591 | |