Introduction to Matrix-Analytic Methods in Queues 2

7Simulation

Traditionally, simulation has been the last resort for the study of a (complex) stochastic model. However, the simulation tools have evolved over the years to a point that it is easy (in the sense of not having to write very complicated codes in most simulation software) to build models by dragging and dropping, modifying the parameters, validating the models and generating examples. For such complex models, the theoretical results are hard to establish, if they are at all feasible. Now simulation can be thought of as one of the earlier steps to analyze complex models. Thus, in this chapter, using one of the popular simulation software, namely, ARENA, we discuss a variety of models. This author has published a number of papers using simulation (with ARENA) and arrived at some interesting results. In this chapter, we present some of those results as well as give a brief but self-contained introduction to ARENA in the process. This will enable the readers to get started on simulating basic to advanced stochastic models. The references are given for those readers interested in acquiring deeper understanding of this powerful software.

It should be pointed out that even though we focus on ARENA, the basic ideas remain the same should a reader wish to use a different software. This is keeping in mind the syntax may differ from one software to another.

7.1. Introduction to ARENA

In this section, we display the “look” of ARENA based on Version 16. We refer the reader to ...