Performance evaluation of output analysis methods in steady-state simulations

DOI10.1016/J.CAM.2016.01.039MaRDI QIDQ5965340zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Adrian Ramirez-Nafarrate, David F. Muñoz

Publication date 3 March 2016

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2016.01.039

zbMATH Keywords

meanoutput analysis methodsquantilesteady-state simulationvariance

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Point estimation (62F10) Parametric tolerance and confidence regions (62F25) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• A Batch Means Methodology for Estimation of a Nonlinear Function of a Steady-State Mean
• A Batching Approach to Quantile Estimation in Regenerative Simulations
• A note on bias and mean squared error in steady-state quantile estimation
• Analysis of initial transient deletion for replicated steady-state simulations
• Batch Size Effects in the Analysis of Simulation Output
• Confidence intervals in discrete event simulation: A comparison of replication and batch means
• Fundamentals of queueing theory
• Markov chains and stochastic stability
• Mersenne twister
• On the validity of the batch quantile method for Markov chains
• Opportunities of robust regression for variance reduction in discrete event simulation
• Probabilistic Error Bounds for Simulation Quantile Estimators
• Replicated batch means for steady-state simulations

Cited in

(7)

• A note on bias and mean squared error in steady-state quantile estimation
• Replicated batch means for steady-state simulations
• Strong Consistency of the Variance Estimator in Steady-State Simulation Output Analysis
• scientific article; zbMATH DE number 700520 (Why is no real title available?)
• Performance of sequential batching-based methods of output data analysis in distributed steady-state stochastic simulation.
• Empirical evaluation of initial transient deletion rules for the steady-state Mean estimation problem
• On the validity of the batch quantile method for Markov chains

Describes a project that uses

Uses Software

• Visual Basic
• MersenneTwister
• Excel

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