Statistical estimates of transient periods for regenerative models by the coupling method (Q1325059)

The paper starts with a short description of the coupling method for regenerative processes which is well-known from the literature. Using this technique the author shows that stationary characteristics of a regenerative system can be estimated by Monte Carlo methods. Two such algorithms are described and appropriate convergence theorems for the estimates are proven. The practical implementation as a PASCAL 5.0 program, using observed inter-regeneration times, is discussed.