PREFACE

The goal of this third edi\on of Simulation Modelin9 4nd Andlysir rennins tbe
same as for the first rwo editions: To g've a comPrehensive and staie-of-the-art tseat_ ment of a[ lhe important aspcls of a simulation snrdy, including modeling, simu_

lation softwar, model venfication aDd validation, input lllodeling, random-number generators, Senemting randoEr variates and Focesses, statistica.l design and analysis of simulation experiments, and to highligbt majot application areas such a,s man_ ufacturing. The book stdves to motivate inhrition abou! simulation and modeling, as well as to present them in a tecbnically coflect yet clear manner. Therc arc ma.ny examples and problems thFughout, as well as extensive rcfereDces to the simula_

tion

the

rclated lituab.rc for fifther studybook can serve as the pdmary tfxt for a variety of courses;

fol example:

A fust cou$e in simulatioD at the juniot soior, or begitrnilg-gmduate-student level in engineering, matrufacturing, bustness, or computer scieDce (Chaps. I through 4, and pans of Chaps. 5 through 9)- At the end of such a course, the sodent will be Fepared to carry out complete atrd effective simulation studies, and
to take advanced simulation couses.

A second cou$e in simulatiotr for gmduate students in any of the above disciplines (most of Chaps. 5 tbrcugh 12). After comPleting ihis cource, the stualent
should be famitiar with the mor advanced melhodological issues involved in a simulation sNdy, and should be prepaled !o understand ard conduct simulalion
rcsearch. An iDtroduction to simuladon as pan of a Seneil couse in oPemtions research or managment science (parts of Cbaps. 1,3,5,6, and 9).

able for download from the web site http://www.mhhe.comrawkelton a variety of teaching support materjals. fiese include a comprehensive set of solutions to $e Problems, lecture slides, and all the compurer code (including all lhe simulation models) in the book. Adopting instructors should contact their local Mccraw-Hill representative for login identifcation and a password to gain access to the mater_ ial on this site; local rcprcsentatives can be jdentified by calling 1-800-338'3987, sending e-mail to mhcom@mcgraw-hill.corn, or by the representative locabr at

Por instrucrors who have adopted lhe book for use in a course,

welave made avail-

http://www.mhh.com.

Thc book c[n also scrve as a definitivc rofcrEncc for simuhtlon Ftclltloncrs and rcscorchcrs. To this end we have ircludcd douilcd discussio[ of mrsy llllctlcal examples gleaned in pan fiom our own expcricn@s and applications. Wo havc olso
made major efrorts to link subjects ro the tclev&t rcserNrch litenturc, both in print and on the web, and ro keep this material up to data, Prerequisilas for undeNtanding the book are lorowledge of basic calculus-based probability aid statistics (though we give a rcview of thse topics in Chap. 4), and some expdiencewith computing. For Chaps. I aDd 2 the reader should also be familiar with a general-purpose progamning language like FORTPIA.N or C. Occasionally we will also make use of a small amount of linear algebra or matrix theory. More advanced or tcbnically difficult material is in srafed sections or in appendixes to chapters. A! tbe beginning of each chapts we suggest sections fot a fust readiDg of thar chaPter. We have Eaale many changes and additions to (and some deletions ftom) the second edition of the book lo arrive at this third editioD, but tbe organizarion hss remained the $ame, as has th basic outlinc and nurlbring of lhe chaprers. Following culrcnt piactice plogramming languages, we have deletd Pascal

from Chap. I (lhough tbe Pascal code rcmains available for download ftom httpi//wwwtr$he.coE awkelton), which now coDrains FOKIRAN 77 and C: we have Elso moved ihe code in Chap, 2 ftom FORTRAN ?? to C (again, d|e older FORTRAN 77 plotr"Ds are on th above web sirE). with rhe help of Dr. Gregory Glockner's C version of the original FORIRAN SIMLIB code ftom the first two editions of rhis book on which our C version of sirnlib in Cbap. 2 is based. Because simulation softwarc has made great advaDces since the secod dition, Chap. 3 has been completely rewritten to make it curent. Since Chap, 4 i6 basic background on probability ard statistics, it is largely unchaDged. The Factice of model validation has improved ma*edly, a'ld so Chap. 5 has ben extensively re$dtren end updated
to reflect this. For Chap. 6 on input modeling, we have intsoduced some important new distributions, included discussion of recent developments in modeling and es. timating correlated structurcs and ptocesses, as well as discussed otber recent iesearch, New and gready improved random-number generators are discussed in Chap. 7, and code is given (end caD be downloaded from the web sire). We have updated the material in Cbap. 8 on variate and Focess generation, including rccent work oD gener-ating correlrtd sfuctures and processes conesponding to their specification as discus$d in Chap. 6. The statistical design-and-anaiysis methods of Chaps. 9 through 12 have been xpanded and updated to reflect current pracLice and

i!

recent research, including a much-e[ianced discussion of optimizing simulation models in Chap. 12. The discussion of simulating manufacruring systems in Chap. 13 has been brougbt up to date in terms of currenr pmctic and new software. Unlike the first two editioDs, we have collected the referEnces for all the chapters together at the end of the book, to mate this material morE compact and convenient to the readr; we have also listed with each reference the page number(s) in the book on which each reference item is cited, ro aid the reader in idenrifying potentially helpful lir (ages between iopics in different pans of the book (and !o liminate the need for a separate author index). A large and thorough subject index enhances the book's value as a refmnce

Coing back ovcr 20 yoert sgo !oourbeginning work on the first edition of lhis book, and cominS dght up to lhc present day with our effo(s on lhis third edition,
there have been many, Inany tolented and generous people arld supponive organizations who have providcd si8nificdni (sometimes essential) help to us in writiog, rewiting, and maintlining this book. Espcialy for Feparation of this third editson, we ore deeply gratefirl ro Mr. Michael C. Mccomas of Averill M. Law & Associates for his invaluable input to many differcnt aq)cB of the book including modlin8, analysis, rcsearch, computing, and rcading our sometimes-very-rough drafts. Substantial and valuable support for Fepa.ation of this eahtion, aid of earlier edltions, has come fiom the Defense Modeling and Simulation Ofice, the University of Cincinnati's Depaftment of Quantitative Analysis and Operations Managemnt, the

University of Minnesota Suprcomputer Institute, the Offrce of Naval Research, and the AImy Research Office's firnding of the Mathematics Research Center at the University of llsconsin. The rcvieweF for ahjs edition, KeD Baur (Air Force In' stitute of Technology), Jeff Cochr"atr (Arizona State UniveKity), Dave Goldsman (Georgia Tech), and Mansoorch Motlaghasemi (JnivNiry of Central Florida), prcvided exEefigly helpful and in-depth feedback on our plans and drafts, which
greatly stren$hened both content and exposition; this added to the already-valuable reviews of eorlier editions done by Osman Balci (virginia Tech), wafk Iskander (Wst VirginiE University), Barry Nelson (Nonhweslm Universily), James Riggd (deceased), Pirooz vakili (Boston University), and Frank \ryolf (westem Michigan Universiry). Knowing that we will cenainly inadvertently cornmit gnevous erors of omission, we would nonetheless like to thank the following individuals for their help in various ways: Kaushik Balalcishnan, Russ Barton, Aarti Bhate-Felsheim, Bill Biles, Diane Bischak E-berhad Blilmel, Jason Boesel, Dan Brunner, Jef Camm, Mame Cario, John Carson, John Chtmes, Jack Chen, Russell Cheng, Youngsoo Chun, Bob Crain, Bob Diahond, E(l Dudewicz, George Fishman, Paul Fishwick, Ben Fox, Mike Fu, Richard Fujimoto, Fred Glover, Jorge Haddock, Phil Heidelberger Jim Henriksen, Sheldon Jacobson, Mark Johnson, Doug Jones, Peter IGlish, Jirn Kelly, Steve Kimbrough, Jack Kleijnen, Gary Kochenberger, Lloyd Koenig, Manuel La$rna, Steve lrvenberg, Pierre L Ecuyer, Marty Levy, Peter l,orenz, Herb Morgen, Doug Molrice, Joe MDnay, Dick Nance, David Nicol, Bi

Nordgren, David Normar. Jean O'Reilly, Jim Palmet Dennis Pegden, Tyler Phillips, Alan hitsker, John Ramberg, Ian Rawles, Chuck Reilly, Steve Roberts,
Ralph Rogers, Ed Russell, Deb Sadowski, Randy Sadowski, Safi Safzadeh, Paul Sanchez, Susan Sanchez, Bob Sargent, Bruce Schmeiser, Tom Schribr, Lee Schruben, Thomas Schulze, Murali Shanker. Bob Shannon, Marlene Smith, Karen Stailey, Dave Sturtock, Jim Swain, Mike Taafie, Laurel Tmvis, Kerim Tbmay, Briar Unger, Willem van Groenendaal, Thomas varle, Ed Watson, Peter Welch, Jim Wilson, Brian Wood, Simone Youngblood, ard Enver Yucesan.

Aveill M- Ia9
W.

DavA Kehon