In: IEEE Trans. Software Engrg., pages 218-236. 1999. Expanded version of PNPM'97 paper.
Abstract: When a computer, manufacturing, telecommunication, or transportation system is modeled as a stochastic Petri net (SPN), many long-run performance characteristics of interest can be expressed as time-average limits of the associated marking process. For nets with generally-distributed firing times, such limits often cannot be computed analytically or numerically, but must be estimated using simulation. Previous work on estimation methods for SPN's has focused on the case in which there exists a sequence of regeneration points for the marking process of the net, so that point estimates and confidence intervals for time-average limits can be obtained using the regenerative method for analysis of simulation output. This paper is concerned with SPN's for which the regenerative method is not applicable. We provide conditions on the clock-setting distributions and new-marking probabilities of an SPN under which time-average limits are well defined and the output process of the simulation obeys a multivariate functional central limit theorem. It then follows from results of Glynn and Iglehart that methods based on standardized time series can be used to obtain strongly consistent point estimates and asymptotic confidence intervals for time-average limits. In particular, the method of batch means is applicable. Moreover, the methods of Munoz and Glynn can be used to obtain point estimates and confidence intervals for ratios of time-average limits. We illustrate our results using an SPN model of an interactive video-on-demand system.
Keywords: Stochastic Petri nets, stochastic simulation, discrete-event stochastic.
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