Simulation Run Length Control in the Presence of an Initial Transient

DOI10.1287/OPRE.31.6.1109zbMath0532.65097OpenAlexW2102650396MaRDI QIDQ3314939

Peter D. Welch, Philip Heidelberger

Publication date: 1983

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.31.6.1109

zbMATH Keywords

numerical resultsdiscrete event simulationBrownian bridge modelconfidence interval generationcovariance stationary processesrun length controlrun simulations

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Probabilistic models, generic numerical methods in probability and statistics (65C20) Probabilistic methods, stochastic differential equations (65C99)

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