Comparing stochastic systems using regenerative simulation with common random numbers

DOI10.2307/1426860zbMath0434.60076OpenAlexW2025021403MaRDI QIDQ3873276

Philip Heidelberger, Donald L. Iglehart

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

zbMATH Keywords

simulationcentral limit theoremvariance reductionstatistical estimationcommon random numbersregenerative method

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Theory of software (68N99)

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