A martingale approach to regenerative simulation

DOI10.1017/S0269964800003727zbMATH Open1335.60164OpenAlexW2093122733MaRDI QIDQ2805312FDOQ2805312

Authors: Donald L. Iglehart, Peter W. Glynn 

Publication date: 11 May 2016

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964800003727

Recommendations

• Notes: Conditions for the Applicability of the Regenerative Method
• Some topics in regenerative steady-state simulation
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• Regenerative steady-state simulation of discrete-event systems

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Renewal theory (60K05)

Cites Work

• Title not available (Why is that?)
• Some asymptotic formulas for markov chains with applications to simulation^†

Cited In (7)

• Multivariate Estimation of Conditional Performance Measures in Regenerative Simulation
• Nonexistence of a class of variate generation schemes.
• Derandomizing variance estimators
• Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions
• Accelerated regeneration for Markov chain simulations
• Estimation of steady-state central moments by the regenerative method of simulation
• Notes: Conditions for the Applicability of the Regenerative Method

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