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A simple proof of a result of Iglehart and Shedler
Published online by Cambridge University Press: 01 July 2016
Abstract
Iglehart and Shedler (1983) prove that the ‘labelled jobs’ method for estimation of passage-time characteristics in closed multiclass networks of queues with general service times provides asymptotically shorter confidence intervals than does the ‘marked job’ method. A simple alternative proof of this result, under slightly more restrictive conditions, is given here.
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- Copyright © Applied Probability Trust 1985