A Renewal Theoretic Approach to Bias Reduction in Regenerative Simulations
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Publication:3945354
DOI10.1287/mnsc.28.2.173zbMath0485.60090MaRDI QIDQ3945354
Marc S. Meketon, Philip Heidelberger
Publication date: 1982
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.28.2.173
62M09: Non-Markovian processes: estimation
65C05: Monte Carlo methods
60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)
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