scientific article; zbMATH DE number 4100584

MaRDI QIDQ3826097zbMATH OpenFDO

Authors Peter W. Glynn

Publication date 1989

zbMATH Keywords

confidence intervalmethod of multiple replicatesnonrectangular sampling planparallel computingsteady-state meanstochastic simulations

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Probabilistic methods, stochastic differential equations (65C99)

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• Statistical analysis of steady-state simulations: Survey of recent progress
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• Limit theorems for the method of replication

Cited in

(1)

• Choosing sample path length and number of sample paths when starting in steady state

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