Simulation Run Length Control in the Presence of an Initial Transient
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Publication:3314939
DOI10.1287/opre.31.6.1109zbMath0532.65097MaRDI QIDQ3314939
Philip Heidelberger, Peter D. Welch
Publication date: 1983
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.31.6.1109
numerical results; discrete event simulation; Brownian bridge model; confidence interval generation; covariance stationary processes; run length control; run simulations
62F25: Parametric tolerance and confidence regions
65C20: Probabilistic models, generic numerical methods in probability and statistics
65C99: Probabilistic methods, stochastic differential equations
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