Simulation of Markovian models using Bootstrap method

R.M. Czekster, P. Fernandes, A. Sales, D. Taschetto, T. Webber

    Research output: Chapter in Book/Published conference outputConference publication

    Abstract

    Simulation is an interesting alternative to solve Markovian models. However, when compared to analytical and numerical solutions it suffers from a lack of precision in the results due to the very nature of simulation, which is the choice of samples through pseudorandom generation. This paper proposes a different way to simulate Markovian models by using a Bootstrap-based statistical method to minimize the effect of sample choices. The effectiveness of the proposed method, called Bootstrap simulation, is compared to the numerical solution results for a set of examples described using Stochastic Automata Networks modeling formalism.
    Original languageEnglish
    Title of host publicationSummer Computer Simulation Conference, SCSC 2010 - Proceedings of the 2010 Summer Simulation Multiconference, SummerSim 2010
    PublisherACM
    Pages564–569
    Publication statusPublished - 1 Jul 2010

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