Simulation output analysis using integrated paths

DOI10.1145/1243991.1243994MaRDI QIDQ4565384zbMATH OpenOpenAlexFDO

Authors James M. Calvin

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/10.1145/1243991.1243994

zbMATH Keywords

variance reductionefficiency improvement

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Queues and service in operations research (90B22) Functional limit theorems; invariance principles (60F17)

Recommendations

• Simulation output analysis using integrated paths. II: Low bias estimators
• Strong Consistency of the Variance Estimator in Steady-State Simulation Output Analysis
• The semi-regenerative method of simulation output analysis
• Using excursion to analyze simulation output
• Mean-Square Consistency of the Variance Estimator in Steady-State Simulation Output Analysis

Cited in

(6)

• Folded overlapping variance estimators for simulation
• Exact expected values of variance estimators for simulation
• Using excursion to analyze simulation output
• Simulation output analysis using integrated paths. II: Low bias estimators
• Replicated batch means variance estimators in the presence of an initial transient
• Performance evaluation of output analysis methods in steady-state simulations

This page was built for publication: Simulation output analysis using integrated paths

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4565384)