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Re: streams and substreams



Brad Lucier wrote:
> 
> > A question about the substream issue: Why are there several streams and
> > within each streams several substreams? (What is the rationale of having
> > exactly two levels in the relations of the virtual streams? One could also
> > just
> > have several streams or also provide subsubstreams etc.)
> 
> I don't know the answer to this question.  There is an example in Section
> 4 of streams001.pdf, but I cannot construct the general principle from the
> example.
> 
> Perhaps L'Ecuyer can offer a more extensive explanation; I've CC'ed him
> on this e-mail.
> 
> Brad Lucier

The reason is that this is exactly what we need in typical simulation
experiments, for example when comparing systems by doing several
independent simulation runs with each system and using common random
numbers across the systems.
This is explained in great detail, e.g., in the book of Law and Kelton
(2000) given as a reference in the paper.

The two leading simulation software vendors that produce Arena
and Automod have recently incorporated this package in their product
for the above reason.

-- 
Pierre L'Ecuyer                                    
Departement d'informatique et de recherche operationnelle (I.R.O.)
Universite de Montreal, C.P. 6128, succ. Centre-Ville, Montreal, H3C 3J7
Tel. Bureau: (514) 343-2143     FAX: (514) 343-5834
e-mail: lecuyer@xxxxxxxxxxxxxxxx
web   : http://www.iro.umontreal.ca/~lecuyer