Simulating stable stochastic systems, V: Comparison of ratio estimators

DOI10.1002/NAV.3800220311zbMATH Open0327.60063OpenAlexW2070196515MaRDI QIDQ4092745FDOQ4092745

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

• NOTES ON BIAS IN ESTIMATION
• Title not available (Why is that?)
• Simulating Stable Stochastic Systems, I: General Multiserver Queues
• Simulating Stable Stochastic Systems, II: Markov Chains

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• Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions
• Sufficient conditions for functional-limit-theorem versions of \(L=\lambda W\)
• Multivariate estimation in regenerative simulation
• Avoiding zero probability events when computing value at risk contributions
• Improved Estimates and Confidence Intervals for Regenerative Simulation
• A note on skewness in regenerative simulation

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