Comparing stochastic systems using regenerative simulation with common random numbers
From MaRDI portal
Publication:3873276
DOI10.2307/1426860zbMath0434.60076MaRDI QIDQ3873276
Donald L. Iglehart, Philip Heidelberger
Publication date: 1979
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1426860
simulation; central limit theorem; variance reduction; statistical estimation; common random numbers; regenerative method
60F05: Central limit and other weak theorems
60G50: Sums of independent random variables; random walks
60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)
68N99: Theory of software
Related Items
Rates of convergence of ordinal comparison for dependent discrete event dynamic systems, Efficiency improvement techniques, Correlation-inducing variance reduction in regenerative simulation