Mathematics for simulation

The article surveys several mathematical techniques and results that are useful in the context of stochastic simulation. The concepts are introduced through the study of a simple model of ambulance operation to ensure clarity, concreteness and cohesion. The paper is an updated version of S.G. Henderson (2000), in which performance measures were analysed. The author switches the focus to estimating the densities of random variables related to these performance measures. The goal remains the same as in Henderson (2000), namely to demonstrate mathematical tools and techniques that are useful in simulation analysis.

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