{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,12,5]],"date-time":"2022-12-05T18:10:10Z","timestamp":1670263810168},"reference-count":39,"publisher":"Association for Computing Machinery (ACM)","issue":"1","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["ACM Trans. Model. Comput. Simul."],"published-print":{"date-parts":[[1991,1,3]]},"abstract":"\n We analyze properties associated with a simple yet effective way to exploit parallel processors in discrete event simulations: averaging the results of multiple, independent replications that are run, in parallel, on multiple processors. We focus on estimating expectations from terminating simulations, or steady state parameters from regenerative simulations. We assume that there is a CPU time constraint,\n t<\/jats:italic>\n , on each of\n P<\/jats:italic>\n processors. Unless the replication lengths are bounded, one must be willing to simulate beyond any fixed, finite time\n t<\/jats:italic>\n on at least some processors in order to always obtain a strongly consistent estimator (as the number of processors increases). We therefore consider simulation experiments in which\n t<\/jats:italic>\n is viewed as either being a strict constraint, or a guideline, in which case simulation beyond time\n t<\/jats:italic>\n is permitted. The statistical properties, including strong laws, central limit theorems, bias expansions, and completion time distributions of a variety of estimators obtainable from such an experiment are derived. We propose an unbiased estimator for a simple mean value. This estimator requires preselecting a fraction of the processors. Simulation beyond time\n t<\/jats:italic>\n may be required on a preselected processor, but only if no replications have yet been completed on that processor. being a strict constraint, or a guideline, in which case simulation beyond time\n t<\/jats:italic>\n is permitted. The statistical properties, including strong laws, central limit theorems, bias expansions, and completion time distributions of a variety of estimators obtainable from such an experiment are derived. We propose an unbiased estimator for a simple mean value. This estimator requires preselecting a fraction of the processors. Simulation beyond time\n t<\/jats:italic>\n may be required on a preselected processor, but only if no replications have yet been completed on that processor.\n <\/jats:p>","DOI":"10.1145\/102810.102811","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T11:28:46Z","timestamp":1027769326000},"page":"3-23","source":"Crossref","is-referenced-by-count":42,"title":["Analysis of parallel replicated simulations under a completion time constraint"],"prefix":"10.1145","volume":"1","author":[{"given":"Peter W.","family":"Glynn","sequence":"first","affiliation":[{"name":"Stanford Univ., Stanford, CA"}]},{"given":"Philip","family":"Heidelberger","sequence":"additional","affiliation":[{"name":"IBM T. J. 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Mathematzcal Methods of Statistics Princeton Umversity Press Princeton N.J. 1946."},{"key":"e_1_2_1_7_2","doi-asserted-by":"crossref","unstructured":"CRANE M. A AND IGLm~ART D L. Simulating stable stochastic systems III: Regenerative processes and discrete event simulations. Oper. Res. 23 (1975) 33 45 CRANE M. A AND IGLm~ART D L. Simulating stable stochastic systems III: Regenerative processes and discrete event simulations. Oper. Res. 23 (1975) 33 45","DOI":"10.1287\/opre.23.1.33"},{"key":"e_1_2_1_8_2","unstructured":"DAWD H A. Order Stat*stzcs. 2nd ed Wiley~ New York 1981. DAWD H A. 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AND HEIDELBERGER P Analysis of initial transmnt deletion for parallel steady-state simulations. IBM Res. Rep. RC 15260. Yorktown Hmghts N.Y 1989. GLYNN P. W. AND HEIDELBERGER P Analysis of initial transmnt deletion for parallel steady-state simulations. IBM Res. Rep. RC 15260. Yorktown Hmghts N.Y 1989.","DOI":"10.21236\/ADA227879"},{"key":"e_1_2_1_15_2","doi-asserted-by":"crossref","unstructured":"GLYNN P. W AND HEmELBERCER P. Jackknifing under a budget constraint. IBM Res. Rep RC 15261 Yorktown Hmghts N.Y 1989. GLYNN P. W AND HEmELBERCER P. Jackknifing under a budget constraint. IBM Res. Rep RC 15261 Yorktown Hmghts N.Y 1989.","DOI":"10.21236\/ADA220222"},{"key":"e_1_2_1_16_2","doi-asserted-by":"publisher","DOI":"10.1287\/opre.38.5.801"},{"key":"e_1_2_1_17_2","doi-asserted-by":"crossref","unstructured":"GLYNN P. W. AND HErDELBERGER P Expemments with initial transient deletion for parallel replicated steady-state simulations. IBM Res Rep RC 15770 Yorktown Heights N Y. 1990. GLYNN P. W. AND HErDELBERGER P Expemments with initial transient deletion for parallel replicated steady-state simulations. IBM Res Rep RC 15770 Yorktown Heights N Y. 1990.","DOI":"10.21236\/ADA227879"},{"key":"e_1_2_1_18_2","first-page":"181","volume-title":"Ed. The Society for Computer Smmlation International","author":"HE ER, P","year":"1990"},{"key":"e_1_2_1_19_2","unstructured":"HErI~ELeEROER P. Statistical analysis of parallel simulations In 1986 Winter S~raulation Conference Proceedings J Wilson and J Henriksen Eds. IEEE Press. New York. 1986. 290-295. 10.1145\/318242.318448 HErI~ELeEROER P. Statistical analysis of parallel simulations In 1986 Winter S~raulation Conference Proceedings J Wilson and J Henriksen Eds. IEEE Press. New York. 1986. 290-295. 10.1145\/318242.318448"},{"key":"e_1_2_1_20_2","doi-asserted-by":"publisher","DOI":"10.1137\/0909077"},{"key":"e_1_2_1_21_2","unstructured":"KA~HN S. AND TAYLOR H.M. A F*rst Course ~n Stochastic Processes. 2nd ed. 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Distributed Simulation"},{"key":"e_1_2_1_37_2","doi-asserted-by":"publisher","DOI":"10.1145\/318123.318189"},{"key":"e_1_2_1_38_2","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.35.11.1341"},{"key":"e_1_2_1_39_2","first-page":"191","volume-title":"Distributed S~mulation, 1989","author":"TOWSLEY D.","year":"1989"}],"container-title":["ACM Transactions on Modeling and Computer Simulation"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/dl.acm.org\/doi\/pdf\/10.1145\/102810.102811","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2022,12,5]],"date-time":"2022-12-05T17:57:46Z","timestamp":1670263066000},"score":1,"resource":{"primary":{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/102810.102811"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1991,1,3]]},"references-count":39,"journal-issue":{"issue":"1","published-print":{"date-parts":[[1991,1,3]]}},"alternative-id":["10.1145\/102810.102811"],"URL":"http:\/\/dx.doi.org\/10.1145\/102810.102811","relation":{},"ISSN":["1049-3301","1558-1195"],"issn-type":[{"value":"1049-3301","type":"print"},{"value":"1558-1195","type":"electronic"}],"subject":["Computer Science Applications","Modeling and Simulation"],"published":{"date-parts":[[1991,1,3]]}}}