Theoretical development and applications of the MSPE methodology in discrete and stochastic simulation models evolving in replicated runs

The first idea of a methodology able to study the MSPE evolution in replicated runs got out thanks to Mosca and Giribone in 1988 analysing a financial simulation model but it never develop because its application fields seemed to be eccessively limited. Nowadays, studying other simulation models concerning financial problems, risk analysis and statistical mechanics, whose MSPE had been considered as a function of the time, the authors have pointed out that a MSPE evolving in the simulation time is not a conceptually correct approach and a possible source of mistakes. Consequently the authors decided to keep their previous idea on the MSPE evolution in replicated runs on and to enrich it theoretically in order to make it usable in the cases mentioned above and in other cases that more and more frequently are coming out.