Some topics in regenerative steady-state simulation (Q1323529)

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''.