Exploiting regenerative structure to estimate finite time averages via simulation

DOI10.1145/1225275.1225279zbMATH Open1478.62236OpenAlexW2015428690MaRDI QIDQ4565381FDOQ4565381

Authors: Wanmo Kang, Perwez Shahabuddin, Ward Whitt 

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/10.1145/1225275.1225279

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zbMATH Keywords

variance reductionregenerative processesefficiency improvementtime averages

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09) Queues and service in operations research (90B22)

Cited In (2)

• Resampled regenerative estimators
• Evaluating the uncertainty in mean residual times: estimators based on residence times from discrete time processes

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