Some topics in regenerative steady-state simulation (Q1323529): Difference between revisions
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Latest revision as of 09:21, 30 July 2024
scientific article
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English | Some topics in regenerative steady-state simulation |
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Some topics in regenerative steady-state simulation (English)
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17 November 1994
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The paper is planned as a ``short introduction to the regenerative method of steady-state simulation output analysis'' and contains two groups of results. The first of them deals with the continuous-time Markov processes. It is shown that the steady-state simulation problem for the process is well-posed (in a certain sense) if and only if the process is positive Harris recurrent. The regenerative structure of such process is then used for the estimation of its steady-state. Another set of results concerns with the classical regenerative process and ``describes a bias reduction algorithm that takes advantage of regenerative structure''.
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introduction to the regenerative method
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steady-state simulation
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Harris recurrent
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