Simulating stable stochastic systems, V: Comparison of ratio estimators

DOI10.1002/NAV.3800220311MaRDI QIDQ4092745zbMATH OpenOpenAlexFDO

Authors Donald L. Iglehart

Publication date 1975

Published in Naval Research Logistics Quarterly (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nav.3800220311

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Cites work

• scientific article; zbMATH DE number 3303655 (Why is no real title available?)
• NOTES ON BIAS IN ESTIMATION
• Simulating Stable Stochastic Systems, I: General Multiserver Queues
• Simulating Stable Stochastic Systems, II: Markov Chains

Cited in

(12)

• Improved Estimates and Confidence Intervals for Regenerative Simulation
• Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions
• Importance sampling in systems simulation: A practical failure?
• Multivariate Estimation of Conditional Performance Measures in Regenerative Simulation
• Sufficient conditions for functional-limit-theorem versions of \(L=\lambda W\)
• Tutorial
• Multivariate estimation in regenerative simulation
• Response-time simulation of multivariate point process models for multiprogrammed jobstreams
• Avoiding zero probability events when computing value at risk contributions
• Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations
• A note on skewness in regenerative simulation
• Methods for handling uncertainty within pharmaceutical funding decisions

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