Nonexistence of a class of variate generation schemes

Nonexistence of a class of variate generation schemes

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Article ID: iaor2004428
Country: Netherlands
Volume: 31
Issue: 2
Start Page Number: 83
End Page Number: 89
Publication Date: Mar 2003
Journal: Operations Research Letters
Authors: ,
Abstract:

Motivated by a problem arising in the regenerative analysis of discrete-event system simulation, we ask whether a certain class of random variate generation schemes exists or not. Under very reasonable conditions, we prove that such variate generation schemes do not exist. The implications of this result for regenerative steady-state simulation of discrete-event systems are discussed.

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