Analysis of initial transient deletion for replicated steady-state simulations (Q1183384)
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English | Analysis of initial transient deletion for replicated steady-state simulations |
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Analysis of initial transient deletion for replicated steady-state simulations (English)
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28 June 1992
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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.
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replicated steady-state simulations
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stochastic process
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method of independent replications
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initial transient delection
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generating of confidence intervals
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