The semi-regenerative method of simulation output analysis

DOI10.1145/1147224.1147228MaRDI QIDQ4565373zbMATHOpenAlexFDO

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

zbMATH Keywords

importance samplingvariance reductionbias reductionregenerative processesefficiency improvement

Mathematics Subject Classification ID

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

Recommendations

• Notes: Conditions for the Applicability of the Regenerative Method
• Simulation of processes with multiple regeneration sequences
• Return-State Independent Quantities in Regenerative Simulation
• Some topics in regenerative steady-state simulation
• Feature Article—Statistical Analysis of Simulation Output Data

Cited in

(13)

• Virtual statistics in simulation via \(k\) nearest neighbors
• Simulation of processes with multiple regeneration sequences
• scientific article; zbMATH DE number 4047030 (Why is no real title available?)
• Notes: Conditions for the Applicability of the Regenerative Method
• Feature Article—Statistical Analysis of Simulation Output Data
• Using excursion to analyze simulation output
• Accelerated regeneration for Markov chain simulations
• Green Simulation
• scientific article; zbMATH DE number 108577 (Why is no real title available?)
• Simulation output analysis using integrated paths
• Some topics in regenerative steady-state simulation
• A note on skewness in regenerative simulation
• Rare event simulation for steady-state probabilities via recurrency cycles

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