Analysis of initial transient deletion for replicated steady-state simulations (Q1183384): Difference between revisions

Let \((X(t): t\geq 0)\) be a real stochastic process. It is assumed the existence of finite constants \(\alpha\) and \(\sigma\) such that \(t^{1/2}({1\over t}\int^ t_ 0X(s)ds-\alpha))\) is \(N(0,\sigma^ 2)\)-distributed for \(t\to\infty\). The method of independent replications with initial transient delection for generating of confidence intervals for \(\alpha\) is considered.