Exploiting regenerative structure to estimate finite time averages via simulation

DOI10.1145/1225275.1225279MaRDI QIDQ4565381zbMATH OpenOpenAlexFDO

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

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)

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(2)

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

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