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Stochastic Simulation of Hepatic Preneoplastic Foci Development for Four Chlorobenzene Congeners in a MediumTerm Bioassay
"... A combination of experimental and simulation approaches was used to analyze clonal growth of glutathioneStransferase � (GSTP) enzymealtered foci during liver carcinogenesis in an initiationpromotion regimen for 1,4dichlorobenzene (DCB), 1,2,4,5tetrachlorobenzene (TECB), pentachlorobenzene (PE ..."
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A combination of experimental and simulation approaches was used to analyze clonal growth of glutathioneStransferase � (GSTP) enzymealtered foci during liver carcinogenesis in an initiationpromotion regimen for 1,4dichlorobenzene (DCB), 1,2,4,5tetrachlorobenzene (TECB), pentachlorobenzene (PECB), and hexachlorobenzene (HCB). Male Fisher 344 rats, eight weeks of age, were initiated with a single dose (200 mg/kg, ip) of diethylnitrosamine (DEN). Two weeks later, daily dosing of 0.1 mol/kg chlorobenzene was maintained for six weeks. Partial hepatectomy was performed three weeks after initiation. Liver weight, normal hepatocyte division rates, and the number and volume of GSTP positive foci were obtained at 23, 26, 28, 47, and 56 days after initiation. A clonal growth stochastic model separating the initiated cell population into two distinct subtypes (referred to as A and B cells) was successfully used to describe the foci development
Likelihood Ratio Derivative Estimation for FiniteTime Performance Measures in Generalized SemiMarkov Processes
 Measures in Generalized SemiMarkov Processes. Management Science
, 1997
"... This paper investigates the likelihood ratio method for estimating derivatives of finitetime performance measures in generalized semiMarkov processes (GSMPs). We develop readily verifiable conditions for the applicability of this method. Our conditions mainly place restrictions on the basic buildi ..."
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This paper investigates the likelihood ratio method for estimating derivatives of finitetime performance measures in generalized semiMarkov processes (GSMPs). We develop readily verifiable conditions for the applicability of this method. Our conditions mainly place restrictions on the basic building blocks (i.e., the transition probabilities, the distribution and density functions of the event lifetimes, and the initial distribution) of the GSMP, which is in contrast to the structural conditions needed for infinitesimal perturbation analysis. We explicitly show that our conditions hold in many practical settings, and in particular, for large classes of queueing and reliability models. One intermediate result which we obtain in this study, which is of independent value, is to formally show that the random variable representing the number of occurring events in a GSMP in a finite time horizon, has finite exponential moments in a neighborhood of zero. 1 Introduction When running a si...
A model for optimal delivery time guarantees
 Journal of Service Research
, 2000
"... This article formulates a model for finding the optimal delivery time performance guarantee. The expected profit model is solved to find a closedform expression for the optimal delivery time promise. The simple, yet powerful model gives new insights into performance service guarantees in general an ..."
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This article formulates a model for finding the optimal delivery time performance guarantee. The expected profit model is solved to find a closedform expression for the optimal delivery time promise. The simple, yet powerful model gives new insights into performance service guarantees in general and delivery time guarantees in particular. Many manufacturing and distribution firms guarantee to meet a standard delivery time promise and pay significant compensation to customers when deliveries are late. If the firm promises its customers a delivery time that is too short, it will frequently not make the promise, have to pay significant compensation, and possibly lose market share over time. If the delivery time guarantee is too long, customers will find the delivery time unattractive and will buy elsewhere. Hart (1993) and others (Hill 1995) call this a “performance service guarantee.” Although a delivery time performanceguarantee scenario will be used as the context for this article, other performance service guarantee contexts could have been used as well. Other similar performance service guarantees include nostockout guarantees (Hart 1993), waiting time guarantees (Friedman and Friedman 1997; Kumar, Kalwani, and Dada 1997), and uptime maintenance guarantees (Hill 1992). It should be noted, however, that an unconditional satisfaction guarantee (Hart 1988) is more complex and is not addressed in this article. According to data collected by the Center for Advanced Purchasing Studies, delivery promises are far from perfect in many industries in the United States. Ontime delivery benchmarks for several industries are summarized in
ABSTRACT A NEW EFFICIENT SIMULATION STRATEGY FOR PRICING PATHDEPENDENT OPTIONS
"... The purpose of this paper is twofold. First, it serves to describe a new strategy, called Structured Database Monte Carlo (SDMC), for efficient Monte Carlo simulation. Its second aim is to show how this approach can be used for efficient pricing of pathdependent options via simulation. We use effic ..."
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The purpose of this paper is twofold. First, it serves to describe a new strategy, called Structured Database Monte Carlo (SDMC), for efficient Monte Carlo simulation. Its second aim is to show how this approach can be used for efficient pricing of pathdependent options via simulation. We use efficient simulation of a sample of pathdependent options to illustrate the application of SDMC. Extensions to other pathdependent options are straightforward. 1
A Procedure for Generating BatchMeans Confidence Intervals for Simulation: Checking Independence and Normality
, 2007
"... Batch means are sample means of subsets of consecutive subsamples from a simulation output sequence. Independent and normally distributed batch means are not only the requirement for constructing a confidence interval for the mean of the steadystate distribution of a stochastic process, but are als ..."
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Batch means are sample means of subsets of consecutive subsamples from a simulation output sequence. Independent and normally distributed batch means are not only the requirement for constructing a confidence interval for the mean of the steadystate distribution of a stochastic process, but are also the prerequisite for other simulation procedures such as ranking and selection (R&S). We propose a procedure to generate approximately independent and normally distributed batch means, as determined by the von Neumman test of independence and the chisquare test of normality, and then to construct a confidence interval for the mean of a steadystate expected simulation response. It is our intention for the batch means to play the role of the independent and identically normally distributed observations that confidence intervals and the original versions of R&S procedures require. We perform an empirical study for several stochastic processes to evaluate the performance of the procedure and to investigate the problem of determining valid batch sizes.
.9 Simulation
, 1997
"... INTRODUCTION Simulation is a technique for numerically estimating the performance of a complex stochastic system when analytic solution is not feasible [LaKe91, Sc90]. This section discusses both discreteevent and Monte Carlo simulation techniques. In discreteevent simulation models, the passage ..."
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INTRODUCTION Simulation is a technique for numerically estimating the performance of a complex stochastic system when analytic solution is not feasible [LaKe91, Sc90]. This section discusses both discreteevent and Monte Carlo simulation techniques. In discreteevent simulation models, the passage of time plays a key role, as changes to the state of the system occur only at certain points in simulated time. Queueing and inventory systems can be studied by discreteevent simulation models. Monte Carlo simulation models, on the other hand, do not require the passage of time. Monte Carlo simulation models have been used in estimating eigenvalues, estimating ß, and estimating the quantiles of a mathematically intractable test statistic in hypothesis testing. Simulation has been described [BrEtal87] as "driving a model of a system with suitable inputs and observing the corresponding outputs." Accordingly, the following three subsections d
LargeSample Results for Batch Means
 Management Science 43:1288–1295
, 1996
"... In analyzing the output process generated by a steadystate simulation, we often seek to estimate the expected value of the output. The sample mean based on a finite sample of size n is usually the estimator of choice for the steadystate mean; and a measure of the sample mean's precision is the var ..."
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In analyzing the output process generated by a steadystate simulation, we often seek to estimate the expected value of the output. The sample mean based on a finite sample of size n is usually the estimator of choice for the steadystate mean; and a measure of the sample mean's precision is the variance parameter, i.e., the limiting value of the sample size multiplied by the variance of the sample mean as n becomes large. This paper establishes asymptotic properties of the conventional batchmeans (BM) estimator of the variance parameter as both the batch size and the number of batches become large. In particular, we show that the BM variance estimator is asymptotically unbiased and convergent in mean square. We also provide asymptotic expressions for the variance of the BM variance estimator. Exact and empirical examples illustrate our findings. Authors' addresses: Chiahon Chien, Synopsys, Inc., Mountainview, CA 94043, U.S.A., chien@Synopsys.com; David Goldsman, School of Industrial...
Least Squares Estimation Of
 Journal of Statistical Computation and Simulation
, 1998
"... this paper is the development of statistical estimation procedures for fitting the rate and meanvalue functions of an NHPP. In particular, we have developed a least squares procedure for estimating the parameters of an NHPP with an EPTMPtype rate function. This procedure uses a least squares metho ..."
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this paper is the development of statistical estimation procedures for fitting the rate and meanvalue functions of an NHPP. In particular, we have developed a least squares procedure for estimating the parameters of an NHPP with an EPTMPtype rate function. This procedure uses a least squares method to fit the meanvalue function. In addition, we have developed a weighted least squares formulation of this problem, along with a diagnostic analysis of why weighted least squares fails in problems with certain first and secondorder moment structures such as that arising in the estimation of the meanvalue function of an NHPP. Furthermore, we have conducted a comprehensive experimental performance evaluation the least squares procedure. The results of these experiments as well as our experience in using these procedures to fit the meanvalue function of an NHPP to actual data such as the arrival processes of organ donors and patients, indicates that these procedures are capable of adequately modeling a large class of arrival process encountered in practice
Proceedings of the 2002 Winter Simulation Conference
"... A simulation model is successful if it leads to policy action, i.e., if it is implemented. Studies show that for a model to be implemented, it must have good correspondence with the mental model of the system held by the user of the model. The user must feel confident that the simulation model corre ..."
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A simulation model is successful if it leads to policy action, i.e., if it is implemented. Studies show that for a model to be implemented, it must have good correspondence with the mental model of the system held by the user of the model. The user must feel confident that the simulation model corresponds to this mental model. An understanding of how the model works is required. Simulation models for implementation must be developed step by step, starting with a simple model, the simulation prototype. After this has been explained to the user, a more detailed model can be developed on the basis of feedback from the user. Software for simulation prototyping is discussed, e.g., with regard to the ease with which models and output can be explained and the speed with which small models can be written.
Proceedings of the 2003 Winter Simulation Conference
"... The model used in this report focuses on the analysis of ship waiting statistics and stock fluctuations under different arrival processes. However, the basic outline is the same: central to both models are a jetty and accompanying tankfarm facilities belonging to a new chemical plant in the Po ..."
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The model used in this report focuses on the analysis of ship waiting statistics and stock fluctuations under different arrival processes. However, the basic outline is the same: central to both models are a jetty and accompanying tankfarm facilities belonging to a new chemical plant in the Port of Rotterdam. Both the supply of raw materials and the export of finished products occur through ships loading and unloading at the jetty. Since disruptions in the plants production process are very expensive, buffer stock is needed to allow for variations in ship arrivals and overseas exports through large ships. Ports provide jetty facilities for ships to load and unload their cargo. Since ship delays are costly, terminal operators attempt to minimize their number and duration. Here, simulation has proved to be a very suitable tool. However, in port simulation models, the impact of the arrival process of ships on the model outcomes tends to be underestimated. This article considers three arrival processes: stockcontrolled, equidistant per ship type, and Poisson. We assess how their deployment in a port simulation model, based on data from a real case study, affects the efficiency of the loading and unloading process. Poisson, which is the chosen arrival process in many clientoriented simulations, actually performs worst in terms of both ship delays and required storage capacity. Stockcontrolled arrivals perform best with regard to ship delays and required storage capacity. In the case study two types of arrival processes were considered. The first type are the socalled stockcontrolled arrivals, i.e., ship arrivals are scheduled in such a way, that a base stock level is maintained in the tanks. Given a base stock level of a raw material or ...