Limit theorems for the method of replication

DOI10.1080/15326348708807060MaRDI QIDQ3773041zbMATH OpenOpenAlexFDO

Authors Peter W. Glynn

Publication date 1987

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326348708807060

zbMATH Keywords

weak convergenceconfidence intervals for steady-state means

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99) Special processes (60K99)

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• Replicated batch means for steady-state simulations
• Replications in Stochastic Traffic Flow Models: Incremental Method to Determine Sufficient Number of Runs
• Replication Schemes For Limiting Expectations
• On the validity of the batch quantile method for Markov chains
• scientific article; zbMATH DE number 4100584 (Why is no real title available?)
• Choosing sample path length and number of sample paths when starting in steady state
• Sufficient conditions for central limit theorems and confidence intervals for randomized quasi-Monte Carlo methods

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