Simulation output analysis using integrated paths

DOI10.1145/1243991.1243994zbMATH Open1478.62240OpenAlexW2049003409MaRDI QIDQ4565384FDOQ4565384

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

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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)

Cited In (6)

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

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