The semi-regenerative method of simulation output analysis

DOI10.1145/1147224.1147228zbMATH Open1478.62233OpenAlexW2058785148MaRDI QIDQ4565373FDOQ4565373

Authors: James M. Calvin, Marvin K. Nakayama, Peter W. Glynn 

Publication date: 12 June 2018

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/1147224.1147228

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zbMATH Keywords

importance samplingvariance reductionbias reductionregenerative processesefficiency improvement

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sample path properties (60G17)

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• Accelerated regeneration for Markov chain simulations
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• A note on skewness in regenerative simulation
• Simulation of processes with multiple regeneration sequences
• Notes: Conditions for the Applicability of the Regenerative Method

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