{"id":"https://openalex.org/W2168897623","doi":"https://doi.org/10.1145/1138464.1138467","title":"How heavy-tailed distributions affect simulation-generated time averages","display_name":"How heavy-tailed distributions affect simulation-generated time averages","publication_year":2006,"publication_date":"2006-04-01","ids":{"openalex":"https://openalex.org/W2168897623","doi":"https://doi.org/10.1145/1138464.1138467","mag":"2168897623"},"language":"en","primary_location":{"id":"doi:10.1145/1138464.1138467","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1138464.1138467","pdf_url":null,"source":{"id":"https://openalex.org/S38703467","display_name":"ACM Transactions on Modeling and Computer Simulation","issn_l":"1049-3301","issn":["1049-3301","1558-1195"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ACM Transactions on Modeling and Computer Simulation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5062358339","display_name":"George S. Fishman","orcid":null},"institutions":[{"id":"https://openalex.org/I114027177","display_name":"University of North Carolina at Chapel Hill","ror":"https://ror.org/0130frc33","country_code":"US","type":"education","lineage":["https://openalex.org/I114027177"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"George S. Fishman","raw_affiliation_strings":["University of North Carolina, Chapel Hill, NC"],"affiliations":[{"raw_affiliation_string":"University of North Carolina, Chapel Hill, NC","institution_ids":["https://openalex.org/I114027177"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5064019139","display_name":"Ivo Adan","orcid":"https://orcid.org/0000-0002-4493-6367"},"institutions":[{"id":"https://openalex.org/I83019370","display_name":"Eindhoven University of Technology","ror":"https://ror.org/02c2kyt77","country_code":"NL","type":"education","lineage":["https://openalex.org/I83019370"]}],"countries":["NL"],"is_corresponding":false,"raw_author_name":"Ivo J. B. F. Adan","raw_affiliation_strings":["Technische Universiteit Eindhoven, The Netherlands"],"affiliations":[{"raw_affiliation_string":"Technische Universiteit Eindhoven, The Netherlands","institution_ids":["https://openalex.org/I83019370"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5062358339"],"corresponding_institution_ids":["https://openalex.org/I114027177"],"apc_list":null,"apc_paid":null,"fwci":3.7751,"has_fulltext":false,"cited_by_count":17,"citation_normalized_percentile":{"value":0.92829637,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"16","issue":"2","first_page":"152","last_page":"173"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10974","display_name":"Advanced Queuing Theory Analysis","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10974","display_name":"Advanced Queuing Theory Analysis","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9958000183105469,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9927999973297119,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5578786730766296},{"id":"https://openalex.org/keywords/log-normal-distribution","display_name":"Log-normal distribution","score":0.5466029644012451},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.541254460811615},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.5281940698623657},{"id":"https://openalex.org/keywords/poisson-distribution","display_name":"Poisson distribution","score":0.5082032680511475},{"id":"https://openalex.org/keywords/sample-size-determination","display_name":"Sample size determination","score":0.48176810145378113},{"id":"https://openalex.org/keywords/quantile","display_name":"Quantile","score":0.4535839855670929},{"id":"https://openalex.org/keywords/weibull-distribution","display_name":"Weibull distribution","score":0.45034900307655334},{"id":"https://openalex.org/keywords/heavy-tailed-distribution","display_name":"Heavy-tailed distribution","score":0.4361785054206848},{"id":"https://openalex.org/keywords/probability-distribution","display_name":"Probability distribution","score":0.25623250007629395}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5578786730766296},{"id":"https://openalex.org/C151620405","wikidata":"https://www.wikidata.org/wiki/Q826116","display_name":"Log-normal distribution","level":2,"score":0.5466029644012451},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.541254460811615},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.5281940698623657},{"id":"https://openalex.org/C100906024","wikidata":"https://www.wikidata.org/wiki/Q205692","display_name":"Poisson distribution","level":2,"score":0.5082032680511475},{"id":"https://openalex.org/C129848803","wikidata":"https://www.wikidata.org/wiki/Q2564360","display_name":"Sample size determination","level":2,"score":0.48176810145378113},{"id":"https://openalex.org/C118671147","wikidata":"https://www.wikidata.org/wiki/Q578714","display_name":"Quantile","level":2,"score":0.4535839855670929},{"id":"https://openalex.org/C173291955","wikidata":"https://www.wikidata.org/wiki/Q732332","display_name":"Weibull distribution","level":2,"score":0.45034900307655334},{"id":"https://openalex.org/C1602530","wikidata":"https://www.wikidata.org/wiki/Q1472677","display_name":"Heavy-tailed distribution","level":3,"score":0.4361785054206848},{"id":"https://openalex.org/C149441793","wikidata":"https://www.wikidata.org/wiki/Q200726","display_name":"Probability distribution","level":2,"score":0.25623250007629395}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1145/1138464.1138467","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1138464.1138467","pdf_url":null,"source":{"id":"https://openalex.org/S38703467","display_name":"ACM Transactions on Modeling and Computer Simulation","issn_l":"1049-3301","issn":["1049-3301","1558-1195"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ACM Transactions on Modeling and Computer Simulation","raw_type":"journal-article"},{"id":"pmh:oai:pure.tue.nl:openaire_cris_publications/901b3844-9e6d-4e3a-a1b2-afe9f4b60868","is_oa":false,"landing_page_url":"https://research.tue.nl/en/publications/901b3844-9e6d-4e3a-a1b2-afe9f4b60868","pdf_url":null,"source":{"id":"https://openalex.org/S4406922641","display_name":"TU/e Research Portal","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Fishman, G S & Adan, I J B F 2006, 'How heavy-tailed distributions affect simulation-generated time averages', ACM Transactions on Modeling and Computer Simulation, vol. 16, no. 2, pp. 152-173. https://doi.org/10.1145/1138464.1138467","raw_type":"info:eu-repo/semantics/publishedVersion"},{"id":"pmh:oai:pure.tue.nl:publications/987e1ae2-843e-4cc9-a5e4-6df12b565302","is_oa":false,"landing_page_url":"https://research.tue.nl/en/publications/987e1ae2-843e-4cc9-a5e4-6df12b565302","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":""},{"id":"pmh:tue:oai:pure.tue.nl:publications/901b3844-9e6d-4e3a-a1b2-afe9f4b60868","is_oa":false,"landing_page_url":"https://research.tue.nl/nl/publications/901b3844-9e6d-4e3a-a1b2-afe9f4b60868","pdf_url":null,"source":{"id":"https://openalex.org/S4306401843","display_name":"Data Archiving and Networked Services (DANS)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1322597698","host_organization_name":"Royal Netherlands Academy of Arts and Sciences","host_organization_lineage":["https://openalex.org/I1322597698"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"ACM Transactions on Modeling and Computer Simulation, 16(2), 152 - 173. Association for Computing Machinery, Inc","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Peace, Justice and strong institutions","id":"https://metadata.un.org/sdg/16","score":0.6499999761581421}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":25,"referenced_works":["https://openalex.org/W134180184","https://openalex.org/W207182081","https://openalex.org/W1507409481","https://openalex.org/W1511309372","https://openalex.org/W1514323433","https://openalex.org/W1579568887","https://openalex.org/W1991567646","https://openalex.org/W1996231413","https://openalex.org/W2019853444","https://openalex.org/W2099161429","https://openalex.org/W2105818147","https://openalex.org/W2115122866","https://openalex.org/W2119635640","https://openalex.org/W2124164763","https://openalex.org/W2138543759","https://openalex.org/W2148275477","https://openalex.org/W2155923496","https://openalex.org/W2160038532","https://openalex.org/W2162778980","https://openalex.org/W2163318713","https://openalex.org/W2167048696","https://openalex.org/W2319531693","https://openalex.org/W2616587844","https://openalex.org/W2800423704","https://openalex.org/W4253720218"],"related_works":["https://openalex.org/W2804662986","https://openalex.org/W2113227311","https://openalex.org/W2889670096","https://openalex.org/W2022721280","https://openalex.org/W2148348430","https://openalex.org/W2780965005","https://openalex.org/W3215280116","https://openalex.org/W2113437214","https://openalex.org/W2071417641","https://openalex.org/W2168586183"],"abstract_inverted_index":{"For":[0],"statistical":[1,139],"inference":[2],"based":[3,149],"on":[4,150],"telecommunications":[5],"network":[6],"simulation,":[7],"we":[8,55,93],"examine":[9],"the":[10,31,42,57,66,74,81,90,96,99,103,113,120,144,151,178,187,197,204,209],"effect":[11],"of":[12,68,77,98,106,115,119,138,146,177,194],"a":[13,171,191],"heavy-tailed":[14],"file-size":[15,160],"distribution":[16,153],"whose":[17,162],"corresponding":[18],"density":[19],"follows":[20,89],"an":[21,48],"inverse":[22],"power":[23,114],"law":[24],"with":[25,52,135,154,175],"exponent":[26],"\u03b1":[27,34,118],"+":[28],"1,":[29],"where":[30],"shape":[32],"parameter":[33],"is":[35],"strictly":[36],"between":[37],"1":[38,116],"and":[39,44,61,158,170,211],"2.":[40],"Representing":[41],"session-initiation":[43],"file-transmission":[45],"processes":[46],"as":[47,71,73,112],"infinite-server":[49],"queueing":[50],"system":[51],"Poisson":[53],"arrivals,":[54],"derive":[56],"transient":[58],"conditional":[59],"mean":[60,101],"covariance":[62],"function":[63],"that":[64,95],"describes":[65],"number":[67,105],"active":[69,107],"sessions":[70,108],"well":[72],"steady-state":[75],"counterparts":[76],"these":[78],"moments.":[79],"Assuming":[80],"file":[82],"size":[83],"(service":[84],"time)":[85],"for":[86,102,156],"each":[87],"session":[88],"Lomax":[91,152,188,210],"distribution,":[92],"show":[94],"variance":[97],"sample":[100,201],"time-averaged":[104],"tends":[109],"to":[110,131,189,213],"zero":[111],"\u2212":[117],"simulation":[121],"run":[122,184,215],"length.":[123],"Therefore,":[124],"impractically":[125],"large":[126],"sample-path":[127],"lengths":[128,185,216],"are":[129,164],"required":[130],"achieve":[132,190],"point":[133,147],"estimators":[134,148],"acceptable":[136],"levels":[137],"accuracy.":[140,195],"This":[141],"study":[142],"compares":[143],"accuracy":[145],"those":[155,176],"lognormal":[157,198],"Weibull":[159],"distributions":[161],"parameters":[163],"determined":[165],"by":[166],"matching":[167],"their":[168],"means":[169],"selected":[172],"extreme":[173],"quantile":[174],"Lomax.":[179],"Both":[180],"alternatives":[181],"require":[182],"shorter":[183],"than":[186,203],"given":[192],"level":[193],"Although":[196],"requires":[199],"longer":[200],"paths":[202],"Weibull,":[205],"it":[206],"better":[207],"approximates":[208],"leads":[212],"practicable":[214],"in":[217],"almost":[218],"all":[219],"scenarios.":[220]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
