Cited By
View all- Andradóttir SGlasserman PGlynn PHeidelberger PJuneja S(2007)Perwez Shahabuddin, 1962--2005ACM Transactions on Modeling and Computer Simulation10.1145/1225275.122527717:2(6-es)Online publication date: 1-Apr-2007
We develop a class of techniques for analyzing the output of simulations of a semi-regenerative process. Called the semi-regenerative method, the approach is a generalization of the regenerative method, and it can increase efficiency. We consider the ...
We propose a new estimator for a large class of performance measures obtained from a regenerative simulation of a system having two distinct sequences of regeneration times. To construct our new estimator, we first generate a sample path of a fixed ...
Let X be a possible recurrent regenerative process on state space S with steady-state distribution @p. Given a function @?: S -> R, we consider the problem of estimating the steady-state central moments @m"k(@?) = @?"s(@?(x)-r)^k@p(dx) where r is the ...
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