Kontrola tačnosti rezultata u simulacijama Monte Karlo / Accuracy control in Monte Carlo simulations

• Main Author: Nebojša V. Nikolić
• Format: Article
• Language: English
• Published: University of Defence in Belgrade 2010-04-01
• Series: Vojnotehnički Glasnik
• Subjects: simulacije Monte Karlo; kontrola tačnosti; masovno opsluživanje; simulation; Monte Carlo; accuracy control; queuing
• Online Access: http://scindeks.ceon.rs/Article.aspx?artid=0042-84691002090N

U radu je demonstrirana primena metode automatizovanog ponavljanja nezavisnih simulacionih eksperimenata sa prikupljanjem statistike slučajnih procesa, u dostizanju i kontroli tačnosti simulacionih rezultata u simulaciji sistema masovnog opsluživanja Monte Karlo. Metoda se zasniva na primeni osnovnih stavova i teorema matematičke statistike i teorije verovatnoće. Tačnost simulacionih rezultata dovedena je u direktnu vezu sa brojem ponavljanja simulacionih eksperimenata. / The paper presents an application of the Automated Independent Replication with Gathering Statistics of the Stochastic Processes Method in achieving and controlling the accuracy of simulation results in the Monte Carlo queuing simulations. The method is based on the application of the basic theorems of the theory of probability and mathematical statistics. The accuracy of the simulation results is linked with a number of independent replications of simulation experiments.